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Clive Granger (British Economist)
Clive Granger (britisk økonom)
Clive Granger (Brits econoom (1934-2009))
Clive Granger (brittisk ekonom)
Clive Granger (economista e statistico britannico)
Clive Granger (ekonomista brytyjski, noblista)
Clive W. J. Granger
Clive W. J. Granger (britischer Wirtschaftswissenschaftler)
Clive W.J. Granger (britisk økonom)
Clive W. J. Granger (économiste britannique)
Granger, C. W.
Granger (, C. W. J.)
Granger, Clive W.
Granger, Clive W. J.
Granger (, Clive William John)
Granger, Clive William John (Vollstaendiger Name)
Клайв Грэнджер (английский экономист)
Клајв Гренџер (британски економист)
کلیو گرینجر (اقتصاددان بریتانیایی)
グレンジャー, クライブ・W. J.
Andersen, Lykke E.
Anderson, Heather M
Anderson, Heather M.
Ashley, Richard A.
Engle III, Robert F.
Engle, R. F.
Engle, Robert F
Engle, Robert F.
Gallo, Giampiero M.
Granger, C W J
Granger, C. W.
Granger, C. W. J.
GRANGER, CLIVE W
Granger, Clive W J
Granger, Clive W.
GRANGER, CLIVE W. J.
Granger, Clive W.J
GRANGER, CLIVE W.J.
Granger, Clive William John
Hall, Anthony D
Hallman, J. J.
Hallman, Jeffrey J
Heller, W P
Hendry, David F.
King, Maxwell L.
Lee, T H
Leybourne, Stephen J.
Machina, Mark J
Machina, Mark J.
Nelson, Harold Jr
Niarchos, N A
Patton, Andrew J
Patton, Andrew J.
Pesaran, M. H.
Ramey, Valerie A.
Reis, Eustaquio J.
San Diego State University Affiliation (see also from)
Siklos, Pierre L
Siklos, Pierre L.
Swanson, Norman R.
Thomson, P. J.
Timmermann, Allan G
Uhlig, Harald F.
W.J. Granger, Clive
Watson, Mark W.
Yang, Chin W.
Advanced texts in econometrics
Advertising and Aggregate Consumption: An Analysis of Causality.
Aggregation of space-time processes
Aggregation of time series variables-a survey
Aggregationn of Space-Time Processes
algebra of I (1), The
Applied Economics journals: a personal reflection, The
Aspects of modelling nonlinear time series
Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu, A
bivariate causality between stock prices and exchange rates: Evidence from recent Asian flu, A
bivariate causality between stock prices and exchange rates: evidence from recent Asianflu, A
Book Reviews -- Comparative Performance of U.S. Econometric Models edited by Lawrence R. Klein
Can we improve the Perceived Quality of Economic Forecasts?
Causality, cointegration, and control
Causality: Some New Thoughts on an Old Topic
Co-integration and Error Correction: Representation, Estimation, and Testing.
Cointegration Analysis of Treasury Bill Yields., A
Cointegration, causality, and forecasting : a festschrift in honour of Clive W.J. Granger
collected works of George E.P. Box., The
combination of forecasts using changing weights, The
Combining competing forecasts of inflation using a bivariate arch model
Combining Forecasts -- Twenty Years Later
Comments on "Forecasting economic and financial variables with global VARs"
Comments on "Psychophysics of Prices"
Comments on testing economic theories and the use of model selection criteria
COMMENTS ON THE 20th ANNIVERSARY ISSUE OF ECONOMETRIC THEORY
Comments on the evaluation of policy models
Common factors in conditional distributions for bivariate time series
Comparing forecasts of inflation using time distance
Comparing the Methodologies Used by Statisticians and Economists for Research and Modeling
Comparing the methodologies used by statisticians and economists for research and modeling5
Consideration of Trends in Time Series
Copycats and common swings: The impact of the use of forecasts in information sets
Corrigendum to "Comparing forecasts of inflation using time distance" [International Journal of Forecasting 19 (2003) 339-349]
Data mining with local model specification uncertainty: a discussion of Hoover and Perez
Decision_Theoretic Approach to Forecast Evaluation., A
Dependence Metric for Nonlinear Time Series, A
Dependence Metric for Possibly Nonlinear Processes, A
Developments in the Nonlinear Analysis of Economic Series; Comment
Developments in the Study of Cointegrated Economic Variables.
DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING, A
distributional properties of shocks to a fractional I(d) process having a marginal expoential distribution, The
distributional properties of shocks to a fractional I(d) process having a marginal exponential distribution, The
dynamics of deforestation and economic growth in the Brazilian Amazon, The
Dynamics of Model Overfitting Measured in terms of Autoregressive Roots
Econometric forecasting: A brief survey of current and future techniques.
Economic and statistical measures of forecast accuracy
effect of aggregation on nonlinearity, The
Effect of Price on Choice: A Theoretical and Empirical Investigation, The
Efficient market hypothesis and forecasting
Empirical modeling in economics.
Essays in Econometrics 2 Volume Hardback Set Real Author-Name:Granger,Clive W. J.
Essays in Econometrics 2 Volume Paperback Set Real Author-Name:Granger,Clive W. J.
Essays in econometrics : collected papers of Clive W. J. Granger
Estimation of common long-memory components in cointegrated systems.
ET Interview: Professor Clive Granger, The
Evaluating significance: comments on "size matters"
Evaluation of global models
Evolution of the Phillips Curve: A Modern Time Series Viewpoint, The
Exchange rates and fundamentals - comments
Experience with using the Box-Cox transformation when forecasting economic time series
Extracting Information from Mega-Panels and High-Frequency Data
Fellow's opinion: Evaluating economic theory
Fisheries Management Under Cyclical Population Dynamics
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment.
Forecasting and Decision Theory
FORECASTING BUSINESS CYCLES USING DEVIATIONS FROM LONG-RUN ECONOMIC RELATIONSHIPS
Forecasting from non-linear models in practice
Forecasting in business and economics
Forecasting--looking back and forward: Paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam
Forecasting Performance of Information Criteria with Many Macro Series
Forecasting stock market prices: Lessons for forecasters
Forecasting volatility in financial markets: A review
fresh look at wheat prices and markets in the eighteenth century, A
Further Developments in the Study of Cointegrated Variables.
Future Developments in the Study of Cointegrated Variables.
Gold Sovereign Market in Greece-An Unusual Speculative Market., The
Handbook of Economic Forecasting
impact of the use of forecasts in information sets, The
Implications of Aggregation with Common Factors
Implications of seeing economic variables through an aggregation window
Improved Methods of Combining Forecasts
Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions.
influence of price differences on brand shares and switching, The
Interactions between large macro models and time series analysis
Interval forecasting : An analysis based upon ARCH-quantile estimators
Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III
introduction to bilinear time series models
Introduction to m-m processes
introduction to stochastic unit-root processes, An
Investigating Causal Relations by Econometric Models and Cross-Spectral Methods.
Investigating the future: statistical forecasting problems. Inaugural lecture
Investigating the relationship between gold and silver prices
Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models.
Investors chronicle guide
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply.
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process.
Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment.
Japanese consumption function, The
Judy Klein, Statistical Visions in Time: A History of Time Series Analysis, 1662–1938 (Cambridge, Cambridge University Press 1997), pp.xix + 345. $64.95. ISBN 1-521-42-46-6.
Large returns, conditional correlation and portfolio diversification: a value-at-risk approach
Linking series generated at different frequenciesFNR HREF="fn1"/FNR FN ID="fn1"PThis work is part of a PhD dissertation presented at the University of California, San Diego (1999)./P/FN
long memory property of stock market returns and a new model, A
Long memory relationships and the aggregation of dynamic models
Long Memory Series with Attractors.
Long-run economic realtionships : readings in cointegratioin
Long-Run Economic Relationships: Readings in Cointegration
Long-term forecasting and evaluation
Macroeconometrics - Past and future
Merging short-and long-run forecasts : An application of seasonal cointegration to monthly electricity sales forecasting
Model evaluation based on residual analysis of two similar models
Modeling Amazon Deforestation for Policy Purposes
Modeling, Evaluation, and Methodology in the New Century
Modeling Nonlinearity over the Business Cycle
Modeling volatility persistence of speculative returns: A new approach
Modelling Economic Series: Readings in Econometric Methodology
Modelling Non-Linear Economic Relationships
Modelling nonlinear economic relationships
Modelling Nonlinear Economic Time Series
Modelling Nonlinear Relationships between Extended-Memory Variables.
Modelling the absolute returns of different stock indices: Exploring the forecastability of an alternative measure of risk
Nearer-Normality and Some Econometric Models.
Nobel 2003 w naukach ekonomicznych
Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models?
Non-stationarities in stock returns
Nonlinear stochastic trends
Nonstationarities in Stock Returns
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
On Model Approximation for Long-Memory Processes: A Cautionary Result
On Modelling the Long Run in Applied Economics.
On the invertibility of time series models
On the Limitations of Comparing Mean Square Forecast Errors
On the properties of forecasts used in optimal economic policy decisions
Opening comments: Predictive methodology and application in economics and finance.: Presentation for the San Diego Conference, January, 2004
Outline of forecast theory using generalized cost functions
past and future of empirical finance: some personal comments, The
Practical Issues in Forecasting Volatility
Predictability of stock market prices
Predictive Consequences of Using Conditioning or Causal Variables
Pricing, principles and practices
Properties of nonlinear transformations of fractionally integrated processes
Real and hypothetical shop situations in market research
Real and spurious long-memory properties of stock-market data: Comment
Reasonable extreme bounds analysis
Regime Sensitive Cointegration with an Application to Interest rate Parity.
RELATIONSHIP BETWEEN SEVERITY OF PERSONALITY DISORDER AND CERTAIN ADVERSE CHILDHOOD INFLUENCES., THE
RESEARCH INTERESTS OF PAUL NEWBOLD, THE
Residential load curves and time-of-day pricing : An econometric analysis
review of some recent textbooks of econometrics -- A Course in Econometrics by Arthur S. Goldberger, A
Seasonal Adjustment and Volatility Dynamics
Seasonal cointegration: The Japanese consumption function; Discussion
Seasonal integration and cointegration
Seasonality: Causation, Interpretation, and Implications
Self-Generating Variables in a Cointegrated VAR Framework
Separation in cointegrated systems and persistent-transitory decompositions
Separation in cointegrated systems, long memory components and common stochastic trends
Short-run forecasts of electricity loads and peaks
Shorte-run forecasts of electricity loads and peaks
simple nonlinear time series model with misleading linear properties, A
Simple trend fitting for long-range forecasting
Some aspects of causal relationships
Some Comments on Econometric Methodology.
Some comments on risk
Some Comments on the Role of Time-Series Analysis in Econometrics
Some Consequences of the Valuation Model when Expectations Are Taken to Be Optimum Forecasts.
Some generalizations on the algebra of I(1) processes
Some Properties of Absolute Return: An Alternative Measure of Risk
Some properties of time series data and their use in econometric model specification
Some recent development in a concept of causality
Some Recent Developments in a Concept of Causality
Some thoughts on the development of cointegration
Spectral analysis of economic time series
Spectral analysis of the term structure of interest rates
Speculation, hedging and commodity price forecasts
Spektral´nyj analiz vremennyh râdov v èkonomike
Spurious regressions in econometrics
Spurious regressions with stationary series
Spurious Stochastics in a Short Time-Series Panel Data
Statistical forecasting of economic series: a review of techniques
Stochastic trends and short-run relationships between financial variables and real activity
Strategies for modelling nonlinear time-series relationships
Structural attribution of observed volatility clustering
Structurally-Induced Volatility Clustering
Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence
Tendency towards normality of linear combinations of random variables
Testing for causality : A personal viewpoint
Testing for Common Features: Comment.
Testing for common features; Comments; Reply
Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests
time-distance criterion for evaluating forecasting models, A
Time Series Analysis, Cointegration, and Applications
Time series analysis of residuals from the St. Louis model
Time series and spectral methods in econometrics
Time Series Concepts for Conditional Distributions
Trading in commodities
TREASURY BI;; YIELD CURVES AND COINTEGRATION.
Trygve Haavelmo, James J. Heckman, Daniel L. McFadden, Robert F. Engle and Clive W. J. Granger
Typical Spectral Shape of an Economic Variable, The
Unit-root tests and asymmetric adjustment with an example using the term structure of interest rates
use of R2 to determine the appropriate transformation of regression variables, The
Using the correlation exponent to decide whether an economic series is chaotic
Varieties of long memory models
What are we learning about the long-run?.
Contributed to or performed:
ECONOMETRIC SOCIETY MONOGRAPHS
ECONOMIC JOURNAL -LONDON-
ECONOMIC RECORD -MELBOURNE-
JOURNAL OF APPLIED ECONOMETRICS
JOURNAL OF BUSINESS AND ECONOMIC STATISTICS
JOURNAL OF ECONOMIC LITERATURE