Details about Clive W. J. Granger

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Working Papers

2006

1. Fisheries Management Under Cyclical Population Dynamics
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
   See also Journal Article in Environmental & Resource Economics (2009)
2. Modeling Amazon Deforestation for Policy Purposes
   Development Research Working Paper Series, Institute for Advanced Development Studies

2004

3. Autobiography
   Nobel Prize in Economics documents, Nobel Prize Committee
4. Causality: Some New Thoughts on an Old Topic
   Econometric Society 2004 Australasian Meetings, Econometric Society
5. Non-stationarities in stock returns
   Econometrics, EconWPA View citations (25)
   See also Journal Article in The Review of Economics and Statistics (2005)
6. Time Series Analysis, Cointegration, and Applications
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (5)
   Also in Nobel Prize in Economics documents, Nobel Prize Committee (2003)
   See also Journal Article in American Economic Review (2004)

2003

7. Common factors in conditional distributions for Bivariate time series
   FMG Discussion Papers, Financial Markets Group
   See also Journal Article in Journal of Econometrics (2006)
8. Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III
   Nobel Prize in Economics documents, Nobel Prize Committee

2002

9. Aggregation of Space-Time Processes
   Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
   Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2001) View citations (1)
   See also Journal Article in Journal of Econometrics (2004)
10. Common Factors in Conditional Distributions
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
    Also in Working Paper Series in Economics and Finance, Stockholm School of Economics (2002) View citations (7)
11. Efficient Market Hypothesis and Forecasting
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    See also Journal Article in International Journal of Forecasting (2004)
12. Hidden Cointegration
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (11)
    Also in Royal Economic Society Annual Conference 2002, Royal Economic Society (2002) View citations (11)
13. Structurally-Induced Volatility Clustering
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego

2001

14. Copycats and Common Swings: the Impact of the Use of Forecasts in Information Sets
    Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti" View citations (2)
    See also Journal Article in IMF Staff Papers (2002)
15. Self-Generating Variables in a Cointegrated VAR Framework
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (5)

2000

16. A Dependence Metric for Nonlinear Time Series
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society
17. Properties of Nonlinear Transformations of Fractionally Integrated Processes
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
    See also Journal Article in Journal of Econometrics (2002)

1999

18. Economic and Statistical Measures of Forecast Accuracy
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (23)
19. Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (1)
20. Occasional Structural Breaks and Long Memory
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (64)
21. The Impact of the Use of Forecasts in Information Sets
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (2)
    Also in Research Notes, Deutsche Bank Research (1999) View citations (1)

1998

22. A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (5)
    See also Journal Article in The Quarterly Review of Economics and Finance (2000)
23. A simple nonlinear time series model with misleading linear properties
    Working Paper Series in Economics and Finance, Stockholm School of Economics
    See also Journal Article in Economics Letters (1999)
24. Extracting Information from Mega-Panels and High-Frequency Data
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (2)
25. Introduction to M-M Processes
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
    See also Journal Article in Journal of Econometrics (2006)
26. Investigating the Relationship between Gold and Silver Prices
    Open Access publications from Universidad Carlos III de Madrid, Universidad Carlos III de Madrid View citations (40)
27. Spurious Regressions with Stationary Series
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (8)
    See also Journal Article in Applied Economics (2001)
28. Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates
    Staff General Research Papers, Iowa State University, Department of Economics View citations (147)
    See also Journal Article in Journal of Business & Economic Statistics (1998)

1997

29. Regime Sensitive Cointegration with an Application to Interest rate Parity
    Working Papers, Wilfrid Laurier University, Department of Economics View citations (12)
    See also Journal Article in Macroeconomic Dynamics (1997)
30. Seasonal Adjustment and Volatility Dynamics
    CIRANO Working Papers, CIRANO View citations (1)

1996

31. A Decision_Theoretic Approach to Forecast Evaluation
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (26)
32. An introduction to stochastic Unit Root Processes
    Working Papers, Pennsylvania State - Department of Economics View citations (8)
    See also Journal Article in Journal of Econometrics (1997)
33. Separation in Cointegrated Systems,Long Memory Components and Common Stochastic Trends
    Economics Working Papers, School of Economics and Management, University of Aarhus

1995

34. Further Developments in the Study of Cointegrated Variables
    Working Papers, Pennsylvania State - Department of Economics View citations (4)
35. Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?
    CIRANO Working Papers, CIRANO View citations (1)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995)
    See also Journal Article in Journal of Business & Economic Statistics (1996)

1994

36. Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions
    Working Papers, Pennsylvania State - Department of Economics View citations (36)

1993

37. Stochastic Trends and Short-Run Relationships Between Financial Variables and Real Activity
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
38. Systematic Sampling, Temporal Aggregation, Seasonal Adjustment, and Cointegration: Theory and Evidence
    Working Papers, Wilfrid Laurier University, Department of Economics
    See also Journal Article in Journal of Econometrics (1995)

1992

39. Estimation of Common Long-Memory Components in Cointegrated Systems
    Working Papers, Boston University - Department of Economics View citations (106)
    Also in Open Access publications from Universidad Carlos III de Madrid, Universidad Carlos III de Madrid View citations (116)
    See also Journal Article in Journal of Business & Economic Statistics (1995)

1991

40. Comments on the evaluation of policy models
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
    See also Journal Article in Journal of Policy Modeling (1992)
41. Some Generalizations on the Algebra of I(1) Processes
    Working Papers, University of Hawaii at Manoa, Department of Economics
    See also Journal Article in Journal of Econometrics (1993)

1990

42. DEVELOPMENTS IN THE NONLINEAR ANALYSIS OF ECONOMIC SERIES
    Economics Working Papers, School of Economics and Management, University of Aarhus
    See also Journal Article in Scandinavian Journal of Economics (1991)
43. SEASONAL COINTEGRATION: THE JAPANESE CONSUMPTION FUNCTION
    Economics Working Papers, School of Economics and Management, University of Aarhus View citations (26)
44. TREASURY BI;; YIELD CURVES AND COINTEGRATION
    Working Papers, Australian National University - Department of Economics View citations (6)

1988

45. Aggregation of time series variables-a survey
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations (11)
46. Reasonable extreme bounds analysis
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis
    See also Journal Article in Journal of Econometrics (1990)
47. SEASONAL INTEGRATION AND COINTEGRATION
    Working Papers, Pennsylvania State - Department of Economics View citations (4)
    Also in Working Papers, Pennsylvania State - Department of Economics (1988) View citations (41)
    See also Journal Article in Journal of Econometrics (1990)
48. The algebra of I (1)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (10)

Undated

49. What are we learning about the long-run?
    Open Access publications from Universidad Carlos III de Madrid, Universidad Carlos III de Madrid
    See also Journal Article in Economic Journal (1993)

Journal Articles

2011

1. Consideration of Trends in Time Series
   Journal of Time Series Econometrics, 2011, 3, (1), 2 View citations (2)
2. The Applied Economics journals: a personal reflection
   Applied Financial Economics, 2011, 21, (1-2), 3-5
3. The Evolution of the Phillips Curve: A Modern Time Series Viewpoint
   Economica, 2011, 78, (309), 51-66

2010

4. Curriculum Vitae
   Journal of Financial Econometrics, 2010, 8, (2), 244-264
5. Some thoughts on the development of cointegration
   Journal of Econometrics, 2010, 158, (1), 3-6 View citations (2)

2009

6. Comments on "Forecasting economic and financial variables with global VARs"
   International Journal of Forecasting, 2009, 25, (4), 687-688 View citations (1)
7. Fisheries Management Under Cyclical Population Dynamics
   Environmental & Resource Economics, 2009, 42, (3), 379-410 View citations (1)
   See also Working Paper (2006)
8. THE RESEARCH INTERESTS OF PAUL NEWBOLD
   Econometric Theory, 2009, 25, (06), 1460-1465

2008

9. Linking series generated at different frequencies

   This work is part of a PhD dissertation presented at the University of California, San Diego (1999).

   
   Journal of Forecasting, 2008, 27, (2), 95-108
10. Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models?
    Studies in Nonlinear Dynamics & Econometrics, 2008, 12, (3), 1 View citations (4)

2007

11. Evaluation of global models
    Economic Modelling, 2007, 24, (6), 980-989
12. Forecasting--looking back and forward: Paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam
    Journal of Econometrics, 2007, 138, (1), 3-13 View citations (1)
13. Long-term forecasting and evaluation
    International Journal of Forecasting, 2007, 23, (4), 539-551 View citations (1)

2006

14. Common factors in conditional distributions for bivariate time series
    Journal of Econometrics, 2006, 132, (1), 43-57 View citations (21)
    See also Working Paper (2003)
15. Dynamics of Model Overfitting Measured in terms of Autoregressive Roots
    Journal of Time Series Analysis, 2006, 27, (3), 347-365 View citations (6)
16. Introduction to m-m processes
    Journal of Econometrics, 2006, 130, (1), 143-164 View citations (1)
    See also Working Paper (1998)
17. Opening comments: Predictive methodology and application in economics and finance.: Presentation for the San Diego Conference, January, 2004
    Journal of Econometrics, 2006, 135, (1-2), 11-13
18. Structural attribution of observed volatility clustering
    Journal of Econometrics, 2006, 135, (1-2), 15-29 View citations (6)

2005

19. A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING
    Econometric Theory, 2005, 21, (01), 278-297 View citations (10)
20. COMMENTS ON THE 20th ANNIVERSARY ISSUE OF ECONOMETRIC THEORY
    Econometric Theory, 2005, 21, (01), 298-298
21. Modeling, Evaluation, and Methodology in the New Century
    Economic Inquiry, 2005, 43, (1), 1-12 View citations (1)
22. Nonstationarities in Stock Returns
    The Review of Economics and Statistics, 2005, 87, (3), 503-522 View citations (15)
    See also Working Paper (2004)
23. The past and future of empirical finance: some personal comments
    Journal of Econometrics, 2005, 129, (1-2), 35-40 View citations (2)

2004

24. A Dependence Metric for Possibly Nonlinear Processes
    Journal of Time Series Analysis, 2004, 25, (5), 649-669 View citations (25)
25. Aggregation of space-time processes
    Journal of Econometrics, 2004, 118, (1-2), 7-26 View citations (38)
    See also Working Paper (2002)
26. Efficient market hypothesis and forecasting
    International Journal of Forecasting, 2004, 20, (1), 15-27 View citations (26)
    See also Working Paper (2002)
27. Evaluating significance: comments on "size matters"
    The Journal of Socio-Economics, 2004, 33, (5), 547-550 View citations (2)
28. Forecasting Performance of Information Criteria with Many Macro Series
    Journal of Applied Statistics, 2004, 31, (10), 1227-1240 View citations (7)
29. Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
    Journal of Empirical Finance, 2004, 11, (3), 399-421 View citations (13)
30. Thick modeling
    Economic Modelling, 2004, 21, (2), 323-343 View citations (52)
31. Time Series Analysis, Cointegration, and Applications
    American Economic Review, 2004, 94, (3), 421-425 View citations (4)
    See also Working Paper (2004)

2003

32. A time-distance criterion for evaluating forecasting models
    International Journal of Forecasting, 2003, 19, (2), 199-215 View citations (4)
33. Comparing forecasts of inflation using time distance
    International Journal of Forecasting, 2003, 19, (3), 339-349 View citations (6)
34. Corrigendum to "Comparing forecasts of inflation using time distance" [International Journal of Forecasting 19 (2003) 339-349]
    International Journal of Forecasting, 2003, 19, (4), 767-767
35. Exchange rates and fundamentals - comments
    Proceedings, 2003, (Mar)
36. FORECASTING BUSINESS CYCLES USING DEVIATIONS FROM LONG-RUN ECONOMIC RELATIONSHIPS
    Macroeconomic Dynamics, 2003, 7, (05), 734-758
37. Forecasting Volatility in Financial Markets: A Review
    Journal of Economic Literature, 2003, 41, (2), 478-539 View citations (172)
38. Interactions between large macro models and time series analysis
    International Journal of Finance & Economics, 2003, 8, (1), 1-10 View citations (3)
39. Some aspects of causal relationships
    Journal of Econometrics, 2003, 112, (1), 69-71 View citations (8)
40. Time Series Concepts for Conditional Distributions
    Oxford Bulletin of Economics and Statistics, 2003, 65, (s1), 689-701 View citations (3)

2002

41. Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets
    IMF Staff Papers, 2002, 49, (1), 2 View citations (15)
    See also Working Paper (2001)
42. Properties of nonlinear transformations of fractionally integrated processes
    Journal of Econometrics, 2002, 110, (2), 113-133 View citations (17)
    See also Working Paper (2000)
43. Some comments on risk
    Journal of Applied Econometrics, 2002, 17, (5), 447-456 View citations (9)

2001

44. Comparing the methodologies used by statisticians and economists for research and modeling5
    The Journal of Socio-Economics, 2001, 30, (1), 7-14
45. Large returns, conditional correlation and portfolio diversification: a value-at-risk approach
    Quantitative Finance, 2001, 1, (5), 542-551 View citations (10)
46. Macroeconometrics - Past and future
    Journal of Econometrics, 2001, 100, (1), 17-19 View citations (5)
47. On Model Approximation for Long-Memory Processes: A Cautionary Result
    Annals of Economics and Finance, 2001, 2, (1), 97-100
48. Spurious regressions with stationary series
    Applied Economics, 2001, 33, (7), 899-904 View citations (18)
    See also Working Paper (1998)
49. The distributional properties of shocks to a fractional I(d) process having a marginal exponential distribution
    Applied Financial Economics, 2001, 11, (5), 469-474

2000

50. A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu
    The Quarterly Review of Economics and Finance, 2000, 40, (3), 337-354 View citations (49)
    See also Working Paper (1998)
51. Model evaluation based on residual analysis of two similar models
    Applied Economics, 2000, 32, (7), 861-867

1999

52. A simple nonlinear time series model with misleading linear properties
    Economics Letters, 1999, 62, (2), 161-165 View citations (53)
    See also Working Paper (1998)
53. Data mining with local model specification uncertainty: a discussion of Hoover and Perez
    Econometrics Journal, 1999, 2, (2), 220-225 View citations (6)
54. 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
    Journal of the History of Economic Thought, 1999, 21, (02), 200-203
55. Outline of forecast theory using generalized cost functions
    Spanish Economic Review, 1999, 1, (2), 161-173 View citations (37)
56. Spurious Stochastics in a Short Time-Series Panel Data
    Annales d'Economie et de Statistique, 1999, (55-56), 299-315
57. The effect of aggregation on nonlinearity
    Econometric Reviews, 1999, 18, (3), 259-269 View citations (4)

1998

58. Real and Spurious Long-Memory Properties of Stock-Market Data: Comment
    Journal of Business & Economic Statistics, 1998, 16, (3), 268-69 View citations (6)
59. Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates
    Journal of Business & Economic Statistics, 1998, 16, (3), 304-11 View citations (116)
    See also Working Paper (1998)

1997

60. An introduction to stochastic unit-root processes
    Journal of Econometrics, 1997, 80, (1), 35-62 View citations (35)
    See also Working Paper (1996)
61. Nonlinear stochastic trends
    Journal of Econometrics, 1997, 81, (1), 65-92 View citations (12)
62. On Modelling the Long Run in Applied Economics
    Economic Journal, 1997, 107, (440), 169-77 View citations (20)
63. REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY
    Macroeconomic Dynamics, 1997, 1, (03), 640-657 View citations (22)
    See also Working Paper (1997)
64. Separation in Cointegrated Systems and Persistent-Transitory Decompositions
    Oxford Bulletin of Economics and Statistics, 1997, 59, (4), 449-63 View citations (12)
65. Shorte-run forecasts of electricity loads and peaks
    International Journal of Forecasting, 1997, 13, (2), 161-174 View citations (39)
66. The ET Interview: Professor Clive Granger
    Econometric Theory, 1997, 13, (02), 253-303 View citations (3)

1996

67. Can We Improve the Perceived Quality of Economic Forecasts?
    Journal of Applied Econometrics, 1996, 11, (5), 455-73 View citations (35)
68. Future Developments in the Study of Cointegrated Variables
    Oxford Bulletin of Economics and Statistics, 1996, 58, (3), 537-53 View citations (17)
69. Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?
    Journal of Business & Economic Statistics, 1996, 14, (3), 374-86 View citations (16)
    See also Working Paper (1995)
70. Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply
    Journal of Business & Economic Statistics, 1996, 14, (3), 396-97 View citations (6)
71. Modeling volatility persistence of speculative returns: A new approach
    Journal of Econometrics, 1996, 73, (1), 185-215 View citations (178)
72. Varieties of long memory models
    Journal of Econometrics, 1996, 73, (1), 61-77 View citations (101)

1995

73. Comments on testing economic theories and the use of model selection criteria
    Journal of Econometrics, 1995, 67, (1), 173-187 View citations (47)
74. Estimation of Common Long-Memory Components in Cointegrated Systems
    Journal of Business & Economic Statistics, 1995, 13, (1), 27-35 View citations (100)
    See also Working Paper (1992)
75. Modelling Nonlinear Relationships between Extended-Memory Variables
    Econometrica, 1995, 63, (2), 265-79 View citations (27)
76. Some Properties of Absolute Return: An Alternative Measure of Risk
    Annales d'Economie et de Statistique, 1995, (40), 67-91 View citations (30)
77. Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence
    Journal of Econometrics, 1995, 66, (1-2), 357-369 View citations (30)
    See also Working Paper (1993)

1994

78. A Review of Some Recent Textbooks of Econometrics
    Journal of Economic Literature, 1994, 32, (1), 115-22 View citations (1)
79. The combination of forecasts using changing weights
    International Journal of Forecasting, 1994, 10, (1), 47-57 View citations (35)

1993

80. A long memory property of stock market returns and a new model
    Journal of Empirical Finance, 1993, 1, (1), 83-106 View citations (477)
81. Implications of seeing economic variables through an aggregation window
    Ricerche Economiche, 1993, 47, (3), 269-279 View citations (5)
82. Some generalizations on the algebra of I(1) processes
    Journal of Econometrics, 1993, 58, (3), 369-384 View citations (13)
    See also Working Paper (1991)
83. Strategies for Modelling Nonlinear Time-Series Relationships
    The Economic Record, 1993, 69, (206), 233-38 View citations (30)
84. Testing for Common Features: Comment
    Journal of Business & Economic Statistics, 1993, 11, (4), 384-85 View citations (1)
85. Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests
    Journal of Econometrics, 1993, 56, (3), 269-290 View citations (126)
86. The Japanese consumption function
    Journal of Econometrics, 1993, 55, (1-2), 275-298 View citations (39)
87. What Are We Learning about the Long-Run?
    Economic Journal, 1993, 103, (417), 307-17 View citations (6)
    See also Working Paper

1992

88. A Cointegration Analysis of Treasury Bill Yields
    The Review of Economics and Statistics, 1992, 74, (1), 116-26 View citations (169)
89. Comments on the evaluation of policy models
    Journal of Policy Modeling, 1992, 14, (4), 497-516 View citations (13)
    See also Working Paper (1991)
90. Fellow's opinion: Evaluating economic theory
    Journal of Econometrics, 1992, 51, (1-2), 3-5 View citations (3)
91. Forecasting stock market prices: Lessons for forecasters
    International Journal of Forecasting, 1992, 8, (1), 3-13 View citations (17)
92. Using the Correlation Exponent to Decide whether an Economic Series is Chaotic
    Journal of Applied Econometrics, 1992, 7, (S), S25-39 View citations (3)

1991

93. Developments in the Nonlinear Analysis of Economic Series
    Scandinavian Journal of Economics, 1991, 93, (2), 263-76 View citations (9)
    See also Working Paper (1990)
94. Long Memory Series with Attractors
    Oxford Bulletin of Economics and Statistics, 1991, 53, (1), 11-26 View citations (23)

1990

95. Reasonable extreme-bounds analysis
    Journal of Econometrics, 1990, 44, (1-2), 159-170 View citations (24)
    See also Working Paper (1988)
96. Seasonal integration and cointegration
    Journal of Econometrics, 1990, 44, (1-2), 215-238 View citations (335)
    See also Working Paper (1988)

1989

97. Interval forecasting: An analysis based upon ARCH-quantile estimators
    Journal of Econometrics, 1989, 40, (1), 87-96 View citations (38)
98. Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models
    Journal of Applied Econometrics, 1989, 4, (S), S145-59 View citations (56)
99. Merging short-and long-run forecasts: An application of seasonal cointegration to monthly electricity sales forecasting
    Journal of Econometrics, 1989, 40, (1), 45-62 View citations (40)

1988

100. Causality, cointegration, and control
     Journal of Economic Dynamics and Control, 1988, 12, (2-3), 551-559 View citations (38)
101. Some Comments on Econometric Methodology
     The Economic Record, 1988, 64, (187), 327-30
102. Some recent development in a concept of causality
     Journal of Econometrics, 1988, 39, (1-2), 199-211 View citations (373)

1987

103. Co-integration and Error Correction: Representation, Estimation, and Testing
     Econometrica, 1987, 55, (2), 251-76 View citations (2091)
104. Implications of Aggregation with Common Factors
     Econometric Theory, 1987, 3, (02), 208-222 View citations (19)
105. Predictive Consequences of Using Conditioning or Causal Variables
     Econometric Theory, 1987, 3, (01), 150-152 View citations (4)

1986

106. Developments in the Study of Cointegrated Economic Variables
     Oxford Bulletin of Economics and Statistics, 1986, 48, (3), 213-28 View citations (299)
107. Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment
     Journal of Business & Economic Statistics, 1986, 4, (1), 16-17 View citations (4)

1984

108. Combining competing forecasts of inflation using a bivariate arch model
     Journal of Economic Dynamics and Control, 1984, 8, (2), 151-165 View citations (20)
109. Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment
     Journal of Business & Economic Statistics, 1984, 2, (4), 335-36 View citations (2)

1981

110. Some properties of time series data and their use in econometric model specification
     Journal of Econometrics, 1981, 16, (1), 121-130 View citations (347)

1980

111. Advertising and Aggregate Consumption: An Analysis of Causality
     Econometrica, 1980, 48, (5), 1149-67 View citations (131)
112. Long memory relationships and the aggregation of dynamic models
     Journal of Econometrics, 1980, 14, (2), 227-238 View citations (336)
113. Testing for causality: A personal viewpoint
     Journal of Economic Dynamics and Control, 1980, 2, (1), 329-352 View citations (76)

1979

114. Experience with using the Box-Cox transformation when forecasting economic time series
     Journal of Econometrics, 1979, 10, (1), 57-69 View citations (8)
115. Nearer-Normality and Some Econometric Models
     Econometrica, 1979, 47, (3), 781-84
116. Residential load curves and time-of-day pricing: An econometric analysis
     Journal of Econometrics, 1979, 9, (1-2), 13-32 View citations (6)
117. Time series analysis of residuals from the St. Louis model
     Journal of Macroeconomics, 1979, 1, (4), 373-394

1978

118. On the invertibility of time series models
     Stochastic Processes and their Applications, 1978, 8, (1), 87-92 View citations (6)

1976

119. Tendency towards normality of linear combinations of random variables
     Metrika, 1976, 23, (1), 237-248 View citations (1)
120. The use of R2 to determine the appropriate transformation of regression variables
     Journal of Econometrics, 1976, 4, (3), 205-210 View citations (5)

1975

121. Some Consequences of the Valuation Model when Expectations Are Taken to Be Optimum Forecasts
     Journal of Finance, 1975, 30, (1), 135-45 View citations (1)

1974

122. Spurious regressions in econometrics
     Journal of Econometrics, 1974, 2, (2), 111-120 View citations (772)

1973

123. On the properties of forecasts used in optimal economic policy decisions
     Journal of Public Economics, 1973, 2, (4), 347-356 View citations (1)

1972

124. The Gold Sovereign Market in Greece-An Unusual Speculative Market
     Journal of Finance, 1972, 27, (5), 1127-35

1969

125. Investigating Causal Relations by Econometric Models and Cross-Spectral Methods
     Econometrica, 1969, 37, (3), 424-38 View citations (898)

Books

2010

1. Modelling Nonlinear Economic Time Series
   OUP Catalogue, Oxford University Press View citations (11)

2002

2. The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon
   Cambridge Books, Cambridge University Press View citations (18)

2001

3. Essays in Econometrics 2 Volume Hardback Set Real Author-Name:Granger,Clive W. J
   Cambridge Books, Cambridge University Press
4. Essays in Econometrics 2 Volume Paperback Set Real Author-Name:Granger,Clive W. J
   Cambridge Books, Cambridge University Press
5. Essays in Econometrics Real Author-Name:Granger,Clive W. J
   Cambridge Books, Cambridge University Press View citations (2)
   Also in Cambridge Books, Cambridge University Press (2001) View citations (2)
   Cambridge Books, Cambridge University Press (2001) View citations (5)
   Cambridge Books, Cambridge University Press (2001) View citations (2)

1993

6. Modelling Non-Linear Economic Relationships
   OUP Catalogue, Oxford University Press View citations (35)

Edited books

2006

1. Handbook of Economic Forecasting, vol 1
   Handbook of Economic Forecasting, Elsevier

1991

2. Long-Run Economic Relationships: Readings in Cointegration
   OUP Catalogue, Oxford University Press View citations (79)
3. Modelling Economic Series: Readings in Econometric Methodology
   OUP Catalogue, Oxford University Press

Chapters

2006

1. Forecasting and Decision Theory
   Elsevier View citations (4)

1993

2. Modeling Nonlinearity over the Business Cycle
   A chapter in Business Cycles, Indicators and Forecasting, 1993, pp 311-326 View citations (14)

1986

3. Aspects of modelling nonlinear time series
   Chapter 48 in Handbook of Econometrics, 1986, vol. 4, pp 2917-2957 View citations (4)

1984

4. Time series and spectral methods in econometrics
   Chapter 17 in Handbook of Econometrics, 1984, vol. 2, pp 979-1022 View citations (10)

1980

5. Some Comments on the Role of Time-Series Analysis in Econometrics
   A chapter in Evaluation of Econometric Models, 1980, pp 339-341

1979

6. Seasonality: Causation, Interpretation, and Implications
   A chapter in Seasonal Analysis of Economic Time Series, 1979, pp 33-56
   Also in A chapter in Seasonal Analysis of Economic Time Series, 1978, pp 33-56 (1978) View citations (1)

Software Items

Editor

1. Handbook of Economic Forecasting
   Elsevier
2. Handbook of Economic Forecasting
   Elsevier