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A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu

The Quarterly review of economics and finance, 2000-09, Vol.40 (3), p.337-354

2000

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Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models?

Studies in Nonlinear Dynamics & Econometrics, 2008-09, Vol.12 (3), p.1

Granger, Clive W.J

2008

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Some aspects of causal relationships

Journal of econometrics, 2003, Vol.112 (1), p.69-71

Granger, Clive W.J

2003

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Thick modeling

Economic modelling, 2004-03, Vol.21 (2), p.323-343

2004

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Short-run forecasts of electricity loads and peaks

International journal of forecasting, 1997-06, Vol.13 (2), p.161-174

1997

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A simple nonlinear time series model with misleading linear properties

Economics letters, 1999-02, Vol.62 (2), p.161-165

1999

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An introduction to stochastic unit-root processes

Journal of econometrics, 1997-09, Vol.80 (1), p.35-62

1997

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Forecasting Volatility in Financial Markets: A Review

Journal of economic literature, 2003-06, Vol.41 (2), p.478-539

2003

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Chapter 2 Forecasting and Decision Theory

Handbook of Economic Forecasting, 2006, Vol.1, p.81-98

2006

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Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns

Journal of empirical finance, 2004-06, Vol.11 (3), p.399-421

2004

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Handbook of Economic Forecasting

1st ed., 2006

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Modeling, Evaluation, and Methodology in the New Century

Economic inquiry, 2005-01, Vol.43 (1), p.1-12

Granger, Clive W. J.

2005

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The Present and Future of Empirical Finance

Financial analysts journal, 2005-07, Vol.61 (4), p.15-18

Granger, Clive W.J.

2005

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Some thoughts on the development of cointegration

Journal of econometrics, 2010-09, Vol.158 (1), p.3-6

Granger, Clive W.J.

2010

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Time Series Analysis, Cointegration, and Applications

The American economic review, 2004-06, Vol.94 (3), p.421-425

Granger, Clive W. J

2004

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Macroeconometrics – Past and future

Journal of econometrics, 2001, Vol.100 (1), p.17-19

Granger, Clive W.J

2001

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Efficient market hypothesis and forecasting

International journal of forecasting, 2004, Vol.20 (1), p.15-27

2004

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Comments on testing economic theories and the use of model selection criteria

Journal of econometrics, 1995-05, Vol.67 (1), p.173-187

1995

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Useful conclusions from surprising results

Journal of econometrics, 2012-08, Vol.169 (2), p.142-146

Granger, Clive W.J.

2012

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Aggregation of space-time processes

Journal of econometrics, 2004, Vol.118 (1), p.7-26

2004

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Modeling volatility persistence of speculative returns: A new approach

Journal of econometrics, 1996-07, Vol.73 (1), p.185-215

1996

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Opening comments: Predictive methodology and application in economics and finance

Journal of econometrics, 2006-11, Vol.135 (1-2), p.11-13

Granger, Clive W.J.

2006

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Varieties of long memory models

Journal of econometrics, 1996-07, Vol.73 (1), p.61-77

1996

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Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions

Journal of the American Statistical Association, 1997-03, Vol.92 (437), p.357-367

1997

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Forecasting Economic Time Series

2, 1986

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A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu

Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models?

Some aspects of causal relationships

Thick modeling

Short-run forecasts of electricity loads and peaks

A simple nonlinear time series model with misleading linear properties

An introduction to stochastic unit-root processes

Forecasting Volatility in Financial Markets: A Review

Chapter 2 Forecasting and Decision Theory

Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns

Handbook of Economic Forecasting

Modeling, Evaluation, and Methodology in the New Century

The Present and Future of Empirical Finance

Some thoughts on the development of cointegration

Time Series Analysis, Cointegration, and Applications

Macroeconometrics – Past and future

Efficient market hypothesis and forecasting

Comments on testing economic theories and the use of model selection criteria

Useful conclusions from surprising results

Aggregation of space-time processes

Modeling volatility persistence of speculative returns: A new approach

Opening comments: Predictive methodology and application in economics and finance

Varieties of long memory models

Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions

Forecasting Economic Time Series

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