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Author
Clive W. J. Granger
also known as C Granger, C W J Granger, C W J Granger,
University of California, San Diego · Vienna University of Economics and Business · Springer Nature (Germany) · University of Nottingham
About this author
Works
516
Cited by
98,280
h-index
113
i10
270
Top papers
Investigating Causal Relations by Econometric Models and Cross-spectral Methods
Clive W. J. Granger
·
1969
·
Econometrica
↗ 22,687
Spurious regressions in econometrics
Clive W. J. Granger, Paul Newbold
·
1974
·
Journal of Econometrics
↗ 6,144
AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
Clive W. J. Granger, Roselyne Joyeux
·
1980
·
Journal of Time Series Analysis
↗ 3,366
A long memory property of stock market returns and a new model
Zhuanxin Ding, Clive W. J. Granger, Robert F. Engle
·
1993
·
Journal of Empirical Finance
↗ 3,293
The Combination of Forecasts
John M. Bates, Clive W. J. Granger
·
1969
·
Journal of the Operational Research Society
↗ 3,104
Some recent development in a concept of causality
Clive W. J. Granger
·
1988
·
Journal of Econometrics
↗ 2,957
DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES
Clive W. J. Granger
·
1986
·
Oxford Bulletin of Economics and Statistics
↗ 2,589
Some properties of time series data and their use in econometric model specification
Clive W. J. Granger
·
1981
·
Journal of Econometrics
↗ 2,390
Testing for causality
Clive W. J. Granger
·
1980
·
Journal of Economic Dynamics and Control
↗ 1,725
Modelling Nonlinear Economic Relationships
Clive W. J. Granger, Timo Teräsvirta
·
1993
↗ 1,550
Long memory relationships and the aggregation of dynamic models
Clive W. J. Granger
·
1980
·
Journal of Econometrics
↗ 1,477
Forecasting Volatility in Financial Markets: A Review
Ser‐Huang Poon, Clive W. J. Granger
·
2003
·
Journal of Economic Literature
↗ 1,348
Books
Essays in Econometrics
2001
·
Cambridge University Press
Empirical Modeling in Economics
1999
·
Cambridge University Press
The dynamics of deforestation and economic growth in the Brazilian Amazon
2002
·
University of Cambridge ESOL Examinations
Essays in Econometrics 2 Volume Hardback Set
2001
·
Cambridge University Press
Essays in Econometrics 2 Volume Paperback Set
2001
·
Cambridge University Press
Essays in Econometrics : Volume 1, Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting
2001
·
Cambridge University Press
Essays in Econometrics : Volume 2, Causality, Integration and Cointegration, and Long Memory
2001
·
Cambridge University Press
Essays in Econometrics Vol. 2
2004
·
Cambridge University Press