Edit Profile (opens in new tab) Granger, Clive William John (b. 1934 d. 2009) Co-Author Distance Author ID: granger.clive-william-john Published as: Granger, C. W. J.; Granger, Clive W. J.; Granger, Clive; Granger, Clive William John; Granger, C. W. more...less External Links: MGP · Wikidata · dblp · GND · IdRef Awards: Nobel Memorial Prize in Economic Sciences (2003) Documents Indexed: 81 Publications since 1963, including 8 Books 1 Contribution as Editor · 3 Further Contributions Biographic References: 7 Publications Co-Authors: 43 Co-Authors with 57 Joint Publications 502 Co-Co-Authors all top 5 Co-Authors 26 single-authored 6 Newbold, Paul 4 Engle, Robert Fry 4 Swanson, Norman Rasmus 4 Teräsvirta, Timo 3 Andersen, Allan Paul 3 Jeon, Yongil 3 Lin, Jin-Lung 3 Watson, Mark W. 3 White, Halbert Lynn jun. 2 Ding, Zhuanxin 2 Ghysels, Eric 2 Hylleberg, Svend 2 Lee, Tae-Hwy 2 Siklos, Pierre L. 2 Timmermann, Allan G. 1 Anderson, Oliver D. 1 Ashley, Richard A. 1 Ball, R. J. 1 Barari, M. 1 Barnard, George A. 1 Beale, Evelyn Martin Lansdowne 1 Blasing, T. J. 1 Bulmer, M. G. 1 Chambers, Paul E. 1 Chen, Chung 1 Chu, Yea-Jane 1 Deistler, Manfred 1 Denman, K. 1 Dittmann, Ingolf 1 Elliott, Graham 1 Emanuel, William R. 1 Ermini, Luigi 1 Francis, Neville 1 Giacomini, Raffaella 1 Gibbs, Tanton H. 1 Gowdy, C. M. 1 Hall, Stephen G. F. 1 Hallman, Jeff 1 Hendry, David F. 1 Hunter, Edward 1 Hyung, Namwon 1 Inoue, Tomoo 1 Jenkins, Gwilym Meirion 1 Joyeux, Roselyne 1 Kelley, J. C. 1 Kendall, Maurice George 1 King, Maxwell Leslie 1 Kirk, Bernadette L. 1 Lee, Hahn Shik 1 Liou, R. W. 1 Maasoumi, Esfandiar 1 Machina, Mark J. 1 Man, K. S. 1 Morin, Norman 1 Mulholland, Robert J. 1 Neave, Henry R. 1 Nelson, Harold L. 1 Orr, Daniel 1 Overton, W. Scott 1 Patton, Andrew J. 1 Platt, Trevor 1 Poole, Robert W. 1 Reed, G. V. 1 Rust, Bert W. 1 Schmalensee, Richard 1 Seeley, R. G. 1 Shugart, H. H. jun. 1 Silvapulle, Paramsothy 1 Teeri, J. A. 1 Tiao, George C. 1 Tjøstheim, Dag B. 1 Tsay, Ruey S. 1 Uhlig, Harald F. 1 van der Vaart, H. Robert 1 Waung, W. Y.-Y. 1 Weiss, Andrew A. 1 West, D. C. 1 Whittle, Peter 1 Yau, Ruey 1 Yoo, Byung Sam 1 Zellner, Arnold all top 5 Serials 26 Journal of Econometrics 6 Journal of Time Series Analysis 5 Econometrica 3 Journal of the American Statistical Association 3 Macroeconomic Dynamics 2 Econometric Society Monographs 2 Advanced Texts in Econometrics 1 Metrika 1 Information and Control 1 International Economic Review 1 Journal of the Operational Research Society 1 Statistica Neerlandica 1 Ricerche Economiche 1 Econometric Reviews 1 Economics Letters 1 Journal of the Royal Statistical Society. Series B 1 Stochastic Processes and their Applications 1 Statistica Sinica 1 Studies in Nonlinear Dynamics and Econometrics 1 The Econometrics Journal 1 Journal of Applied Statistics 1 Econometric Theory 1 Quantitative Finance 1 Operational Research Quarterly 1 Angewandte Statistik und Ökonometrie 1 Journal of Time Series Econometrics 1 Revue de l’Institut International de Statistique 1 Handbooks in Economics all top 5 Fields 70 Statistics (62-XX) 31 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 History and biography (01-XX) 6 Probability theory and stochastic processes (60-XX) 2 General and overarching topics; collections (00-XX) 2 Operations research, mathematical programming (90-XX) 2 Systems theory; control (93-XX) 1 Numerical analysis (65-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 74 Publications have been cited 4,238 times in 3,368 Documents Cited by ▼ Year ▼ Co-integration and error correction: Representation, estimation, and testing. Zbl 0613.62140 Engle, Robert F.; Granger, C. W. J. 792 1987 Investigating causal relations by econometric models and cross-spectral methods. Zbl 1366.91115 Granger, C. W. J. 552 1969 An introduction to long-memory time series models and fractional differencing. Zbl 0503.62079 Granger, C. W. J.; Joyeux, Roselyne 550 1980 Long memory relationships and the aggregation of dynamic models. Zbl 0466.62108 Granger, C. W. J. 223 1980 Modelling nonlinear economic relationships. Zbl 0893.90030 Granger, Clive W. J.; Teräsvirta, Timo 202 1993 An introduction to bilinear time series models. Zbl 0379.62074 Granger, Clive William John; Andersen, Allan Paul 168 1978 Seasonal integration and cointegration. Zbl 0709.62102 Hylleberg, S.; Engle, R. F.; Granger, C. W. J.; Yoo, B. S. 164 1990 Spurious regressions in econometrics. Zbl 0319.62072 Granger, C. W. J.; Newbold, P. 147 1974 Modeling volatility persistence of speculative returns: a new approach. Zbl 1075.91626 Ding, Zhuanxin; Granger, Clive W. J. 115 1996 Handbook of economic forecasting. Volume 1. Zbl 1273.91014 111 2006 Forecasting economic time series. 2nd ed. Zbl 0642.90001 Granger, C. W. J.; Newbold, Paul 105 1986 Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests. Zbl 0766.62055 Lee, Tae-Hwy; White, Halbert; Granger, Clive W. J. 84 1993 Modelling nonlinear economic time series. Zbl 1305.62010 Teräsvirta, Timo; Tjøstheim, Dag; Granger, Clive W. J. 81 2010 Varieties of long memory models. Zbl 0854.62100 Granger, Clive W. J.; Ding, Zhuanxin 62 1996 Prediction with a generalized cost of error function. Zbl 0174.21901 Granger, C. W. J. 57 1969 Forecasting transformed series. Zbl 0344.62076 Granger, C. W. J.; Newbold, P. 50 1976 On the invertibility of time series models. Zbl 0387.62076 Granger, C. W. J.; Andersen, Allan 45 1978 A dependence metric for possibly nonlinear processes. Zbl 1062.62178 Granger, C. W.; Maasoumi, E.; Racine, J. 44 2004 Spectral analysis of economic time series. Zbl 0128.14701 Granger, C. W. J. 43 1964 An introduction to stochastic unit-root processes. Zbl 0885.62100 Granger, Clive W. J.; Swanson, Norman R. 41 1997 A simple nonlinear time series model with misleading linear properties. Zbl 0918.90044 Granger, Clive W. J.; Teräsvirta, Timo 37 1999 Nonlinear transformations of integrated time series. Zbl 0721.62088 Granger, C. W. J.; Hallman, Jeff 35 1991 Seasonal cointegration. The Japanese consumption function (with discussion). Zbl 0761.62164 Engle, R. F.; Granger, C. W. J.; Hylleberg, S.; Lee, H. S. 34 1993 On the synthesis of time series and econometric models. Zbl 0541.62106 Granger, C. W. J. 34 1980 Using the mutual information coefficient to identify lags in nonlinear models. Zbl 0807.62067 Granger, Clive; Lin, Jin-Lung 30 1994 Properties of nonlinear transformations of fractionally integrated processes. Zbl 1043.62071 Dittmann, Ingolf; Granger, Clive W. J. 27 2002 Modelling nonlinear relationships between extended-memory variables. Zbl 0826.90022 Granger, C. W. J. 25 1995 Advertising and aggregate consumption: An analysis of causality. Zbl 0442.90012 Ashley, R.; Granger, C. W. J.; Schmalensee, R. 25 1980 Economic processes involving feedback. Zbl 0123.37502 Granger, C. W. J. 23 1963 “Infinite variance” and research strategy in time series analysis. Zbl 0237.62056 Granger, Clive W. J.; Orr, Daniel 22 1972 Time series analysis of error-correction models. Zbl 0547.62060 Granger, C. W. J.; Weiss, A. A. 22 1983 Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions. Zbl 0889.62076 Swanson, Norman R.; Granger, Clive W. J. 22 1997 Non-linear models: where do we go next - time varying parameter models? Zbl 1193.91115 Granger, Clive W. J. 20 2008 Comments on testing economic theories and the use of model selection criteria. Zbl 0925.62521 Granger, Clive W. J.; King, Maxwell L.; White, Halbert 19 1995 Aggregation of space-time processes. Zbl 1034.62092 Giacomini, Raffaella; Granger, Clive W. J. 17 2004 Non-linear time series modelling. Zbl 0465.62085 Granger, C. W. J.; Andersen, A. 13 1978 Forecasting in business and economics. Zbl 0458.90003 Granger, C. W. J. 13 1980 Large returns, conditional correlation and portfolio diversification: a value-at-risk approach. Zbl 1405.91573 Silvapulle, P.; Granger, C. W. J. 13 2001 Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence. Zbl 0925.62520 Granger, C. W. J.; Siklos, Pierre L. 12 1995 Common factors in conditional distributions for bivariate time series. Zbl 1337.62263 Granger, Clive W. J.; Teräsvirta, Timo; Patton, Andrew J. 11 2006 Some thoughts on the development of cointegration. Zbl 1431.62617 Granger, Clive W. J. 11 2010 Experience with using the Box-Cox transformation when forecasting economic time series. Zbl 0399.62116 Nelson, Harold L.; Granger, C. W. J. 10 1979 The past and future of empirical finance: some personal comments. Zbl 1334.62004 Granger, Clive W. J. 10 2005 Consideration of trends in time series. Zbl 1266.62071 White, Halbert; Granger, Clive W. J. 10 2011 Essays in econometrics: collected papers of Clive W. J. Granger. Vol. I: Spectral analysis, seasonality, nonlinearity, methodology, and forecasting. Edited by Eric Ghysels, Norman R. Swanson and Mark W. Watson. Zbl 1051.01013 Granger, Clive W. J. 9 2001 Essays in econometrics: collected papers of Clive W. J. Granger. Vol. II: Causality, integration and cointegration, and long memory. Edited by Eric Ghysels, Norman R. Swanson and Mark W. Watson. Zbl 1051.01014 Granger, Clive W. J. 9 2001 Nonlinear stochastic trends. Zbl 0944.62122 Granger, Clive W. J.; Inoue, Tomoo; Morin, Norman 8 1997 Some generalizations on the algebra of I(1) processes. Zbl 0772.62065 Ermini, Luigi; Granger, Clive W. J. 8 1993 Implications of seeing economic variables through an aggregation window. Zbl 0808.90041 Granger, C. W. J. 6 1993 Generating mechanisms, models, and causality. Zbl 0533.62095 Granger, C. W. J. 6 1982 Extracting information from mega-panels and high-frequency data. Zbl 0924.62122 Granger, C. W. J. 5 1998 The effect of aggregation on nonlinearity. Zbl 1063.62605 Granger, Clive W. J.; Lee, Tae-Hwy 5 1999 Applications of spectral analysis in econometrics. Zbl 0536.62096 Granger, C. W. J.; Engle, Robert 5 1983 Overview of nonlinear macroeconometric empirical models. Zbl 1004.91063 Granger, Clive W. J. 4 2001 Regime-sensitive cointegration with an application to interest-rate parity. Zbl 0916.90051 Siklos, Pierre L.; Granger, Clive W. J. 4 1997 A quick test for serial correlation suitable for use with non-stationary time series. Zbl 0114.10704 Granger, C. W. J. 4 1963 A dialogue concerning a new instrument for econometric modeling. Zbl 1161.62453 Granger, Clive W. J.; Hendry, David F. 4 2005 Data mining with local model specification uncertainty: A discussion of Hoover and Perez. Zbl 0962.91529 Granger, Clive; Timmermann, Allan 3 1999 Models that generate trends. Zbl 0669.93070 Granger, C. W. J. 3 1988 Reasonable extreme-bounds analysis. Zbl 0693.62095 Granger, Clive W. J.; Uhlig, Harald F. 3 1990 Nearer-normality and some econometric models. Zbl 0413.62010 Granger, C. W. J. 3 1979 Macroeconometrics – past and future. (With comments). Zbl 1099.62550 Granger, Clive W. J. 2 2001 A time series approach to econometric models of Taiwan’s economy. (With comments and rejoinder). Zbl 0916.62088 Tiao, G. C.; Tsay, R. S.; Man, K. S.; Chu, Y. J.; Xu, K. K.; Chen, C.; Lin, J. L.; Hsu, C. M.; Lin, C. F.; Mao, C. S.; Ho, C. S.; Liou, R. W.; Yang, Y. F. 2 1998 Forecasting performance of information criteria with many macro series. Zbl 1121.62383 Granger, Clive W. J.; Jeon, Yongil 2 2004 Management of supply chain: an alternative modelling technique for forecasting. Zbl 1163.90362 Datta, S.; Granger, C. W. J.; Barari, M.; Gibbs, T. 2 2007 Dynamics of model overfitting measured in terms of autoregressive roots. Zbl 1126.62117 Granger, Clive W. J.; Jeon, Yongil 2 2006 Introduction to m-m processes. Zbl 1337.62153 Granger, Clive W. J.; Hyung, Namwon 2 2006 Useful conclusions from surprising results. Zbl 1443.62263 Granger, Clive W. J. 2 2012 Identification of two-way causal systems. Zbl 0385.62073 Granger, C. W. J.; Newbold, P. 1 1977 Tendency towards normality of linear combinations of random variables. Zbl 0346.62024 Granger, C. W. J. 1 1976 Forecasting – looking back and forward: paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam. Zbl 1420.01019 Granger, Clive W. J. 1 2007 The use of \(R^2\) to determine the appropriate transformation of regression variables. Zbl 0333.62043 Granger, C. W. J.; Newbold, P. 1 1976 Positively related processes and cointegration. Zbl 0879.62080 Granger, C. W. J. 1 1993 Time series and spectral methods in econometrics. Zbl 0578.62095 Granger, C. W. J.; Watson, Mark W. 1 1984 Useful conclusions from surprising results. Zbl 1443.62263 Granger, Clive W. J. 2 2012 Consideration of trends in time series. Zbl 1266.62071 White, Halbert; Granger, Clive W. J. 10 2011 Modelling nonlinear economic time series. Zbl 1305.62010 Teräsvirta, Timo; Tjøstheim, Dag; Granger, Clive W. J. 81 2010 Some thoughts on the development of cointegration. Zbl 1431.62617 Granger, Clive W. J. 11 2010 Non-linear models: where do we go next - time varying parameter models? Zbl 1193.91115 Granger, Clive W. J. 20 2008 Management of supply chain: an alternative modelling technique for forecasting. Zbl 1163.90362 Datta, S.; Granger, C. W. J.; Barari, M.; Gibbs, T. 2 2007 Forecasting – looking back and forward: paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam. Zbl 1420.01019 Granger, Clive W. J. 1 2007 Handbook of economic forecasting. Volume 1. Zbl 1273.91014 111 2006 Common factors in conditional distributions for bivariate time series. Zbl 1337.62263 Granger, Clive W. J.; Teräsvirta, Timo; Patton, Andrew J. 11 2006 Dynamics of model overfitting measured in terms of autoregressive roots. Zbl 1126.62117 Granger, Clive W. J.; Jeon, Yongil 2 2006 Introduction to m-m processes. Zbl 1337.62153 Granger, Clive W. J.; Hyung, Namwon 2 2006 The past and future of empirical finance: some personal comments. Zbl 1334.62004 Granger, Clive W. J. 10 2005 A dialogue concerning a new instrument for econometric modeling. Zbl 1161.62453 Granger, Clive W. J.; Hendry, David F. 4 2005 A dependence metric for possibly nonlinear processes. Zbl 1062.62178 Granger, C. W.; Maasoumi, E.; Racine, J. 44 2004 Aggregation of space-time processes. Zbl 1034.62092 Giacomini, Raffaella; Granger, Clive W. J. 17 2004 Forecasting performance of information criteria with many macro series. Zbl 1121.62383 Granger, Clive W. J.; Jeon, Yongil 2 2004 Properties of nonlinear transformations of fractionally integrated processes. Zbl 1043.62071 Dittmann, Ingolf; Granger, Clive W. J. 27 2002 Large returns, conditional correlation and portfolio diversification: a value-at-risk approach. Zbl 1405.91573 Silvapulle, P.; Granger, C. W. J. 13 2001 Essays in econometrics: collected papers of Clive W. J. Granger. Vol. I: Spectral analysis, seasonality, nonlinearity, methodology, and forecasting. Edited by Eric Ghysels, Norman R. Swanson and Mark W. Watson. Zbl 1051.01013 Granger, Clive W. J. 9 2001 Essays in econometrics: collected papers of Clive W. J. Granger. Vol. II: Causality, integration and cointegration, and long memory. Edited by Eric Ghysels, Norman R. Swanson and Mark W. Watson. Zbl 1051.01014 Granger, Clive W. J. 9 2001 Overview of nonlinear macroeconometric empirical models. Zbl 1004.91063 Granger, Clive W. J. 4 2001 Macroeconometrics – past and future. (With comments). Zbl 1099.62550 Granger, Clive W. J. 2 2001 A simple nonlinear time series model with misleading linear properties. Zbl 0918.90044 Granger, Clive W. J.; Teräsvirta, Timo 37 1999 The effect of aggregation on nonlinearity. Zbl 1063.62605 Granger, Clive W. J.; Lee, Tae-Hwy 5 1999 Data mining with local model specification uncertainty: A discussion of Hoover and Perez. Zbl 0962.91529 Granger, Clive; Timmermann, Allan 3 1999 Extracting information from mega-panels and high-frequency data. Zbl 0924.62122 Granger, C. W. J. 5 1998 A time series approach to econometric models of Taiwan’s economy. (With comments and rejoinder). Zbl 0916.62088 Tiao, G. C.; Tsay, R. S.; Man, K. S.; Chu, Y. J.; Xu, K. K.; Chen, C.; Lin, J. L.; Hsu, C. M.; Lin, C. F.; Mao, C. S.; Ho, C. S.; Liou, R. W.; Yang, Y. F. 2 1998 An introduction to stochastic unit-root processes. Zbl 0885.62100 Granger, Clive W. J.; Swanson, Norman R. 41 1997 Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions. Zbl 0889.62076 Swanson, Norman R.; Granger, Clive W. J. 22 1997 Nonlinear stochastic trends. Zbl 0944.62122 Granger, Clive W. J.; Inoue, Tomoo; Morin, Norman 8 1997 Regime-sensitive cointegration with an application to interest-rate parity. Zbl 0916.90051 Siklos, Pierre L.; Granger, Clive W. J. 4 1997 Modeling volatility persistence of speculative returns: a new approach. Zbl 1075.91626 Ding, Zhuanxin; Granger, Clive W. J. 115 1996 Varieties of long memory models. Zbl 0854.62100 Granger, Clive W. J.; Ding, Zhuanxin 62 1996 Modelling nonlinear relationships between extended-memory variables. Zbl 0826.90022 Granger, C. W. J. 25 1995 Comments on testing economic theories and the use of model selection criteria. Zbl 0925.62521 Granger, Clive W. J.; King, Maxwell L.; White, Halbert 19 1995 Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence. Zbl 0925.62520 Granger, C. W. J.; Siklos, Pierre L. 12 1995 Using the mutual information coefficient to identify lags in nonlinear models. Zbl 0807.62067 Granger, Clive; Lin, Jin-Lung 30 1994 Modelling nonlinear economic relationships. Zbl 0893.90030 Granger, Clive W. J.; Teräsvirta, Timo 202 1993 Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests. Zbl 0766.62055 Lee, Tae-Hwy; White, Halbert; Granger, Clive W. J. 84 1993 Seasonal cointegration. The Japanese consumption function (with discussion). Zbl 0761.62164 Engle, R. F.; Granger, C. W. J.; Hylleberg, S.; Lee, H. S. 34 1993 Some generalizations on the algebra of I(1) processes. Zbl 0772.62065 Ermini, Luigi; Granger, Clive W. J. 8 1993 Implications of seeing economic variables through an aggregation window. Zbl 0808.90041 Granger, C. W. J. 6 1993 Positively related processes and cointegration. Zbl 0879.62080 Granger, C. W. J. 1 1993 Nonlinear transformations of integrated time series. Zbl 0721.62088 Granger, C. W. J.; Hallman, Jeff 35 1991 Seasonal integration and cointegration. Zbl 0709.62102 Hylleberg, S.; Engle, R. F.; Granger, C. W. J.; Yoo, B. S. 164 1990 Reasonable extreme-bounds analysis. Zbl 0693.62095 Granger, Clive W. J.; Uhlig, Harald F. 3 1990 Models that generate trends. Zbl 0669.93070 Granger, C. W. J. 3 1988 Co-integration and error correction: Representation, estimation, and testing. Zbl 0613.62140 Engle, Robert F.; Granger, C. W. J. 792 1987 Forecasting economic time series. 2nd ed. Zbl 0642.90001 Granger, C. W. J.; Newbold, Paul 105 1986 Time series and spectral methods in econometrics. Zbl 0578.62095 Granger, C. W. J.; Watson, Mark W. 1 1984 Time series analysis of error-correction models. Zbl 0547.62060 Granger, C. W. J.; Weiss, A. A. 22 1983 Applications of spectral analysis in econometrics. Zbl 0536.62096 Granger, C. W. J.; Engle, Robert 5 1983 Generating mechanisms, models, and causality. Zbl 0533.62095 Granger, C. W. J. 6 1982 An introduction to long-memory time series models and fractional differencing. Zbl 0503.62079 Granger, C. W. J.; Joyeux, Roselyne 550 1980 Long memory relationships and the aggregation of dynamic models. Zbl 0466.62108 Granger, C. W. J. 223 1980 On the synthesis of time series and econometric models. Zbl 0541.62106 Granger, C. W. J. 34 1980 Advertising and aggregate consumption: An analysis of causality. Zbl 0442.90012 Ashley, R.; Granger, C. W. J.; Schmalensee, R. 25 1980 Forecasting in business and economics. Zbl 0458.90003 Granger, C. W. J. 13 1980 Experience with using the Box-Cox transformation when forecasting economic time series. Zbl 0399.62116 Nelson, Harold L.; Granger, C. W. J. 10 1979 Nearer-normality and some econometric models. Zbl 0413.62010 Granger, C. W. J. 3 1979 An introduction to bilinear time series models. Zbl 0379.62074 Granger, Clive William John; Andersen, Allan Paul 168 1978 On the invertibility of time series models. Zbl 0387.62076 Granger, C. W. J.; Andersen, Allan 45 1978 Non-linear time series modelling. Zbl 0465.62085 Granger, C. W. J.; Andersen, A. 13 1978 Identification of two-way causal systems. Zbl 0385.62073 Granger, C. W. J.; Newbold, P. 1 1977 Forecasting transformed series. Zbl 0344.62076 Granger, C. W. J.; Newbold, P. 50 1976 Tendency towards normality of linear combinations of random variables. Zbl 0346.62024 Granger, C. W. J. 1 1976 The use of \(R^2\) to determine the appropriate transformation of regression variables. Zbl 0333.62043 Granger, C. W. J.; Newbold, P. 1 1976 Spurious regressions in econometrics. Zbl 0319.62072 Granger, C. W. J.; Newbold, P. 147 1974 “Infinite variance” and research strategy in time series analysis. Zbl 0237.62056 Granger, Clive W. J.; Orr, Daniel 22 1972 Investigating causal relations by econometric models and cross-spectral methods. Zbl 1366.91115 Granger, C. W. J. 552 1969 Prediction with a generalized cost of error function. Zbl 0174.21901 Granger, C. W. J. 57 1969 Spectral analysis of economic time series. Zbl 0128.14701 Granger, C. W. J. 43 1964 Economic processes involving feedback. Zbl 0123.37502 Granger, C. W. J. 23 1963 A quick test for serial correlation suitable for use with non-stationary time series. Zbl 0114.10704 Granger, C. W. J. 4 1963 all cited Publications top 5 cited Publications all top 5 Cited by 4,402 Authors 29 Phillips, Peter Charles Bonest 27 Surgailis, Donatas 27 Tjøstheim, Dag B. 25 Gil-Alana, Luis Alberiko 24 Franses, Philip Hans 24 Granger, Clive William John 23 Taylor, A. M. Robert 22 Beran, Jan 19 Hassler, Uwe 19 Kapetanios, George 18 Hendry, David F. 17 Teräsvirta, Timo 16 Petrović, Ljiljana 15 Leipus, Remigijus 15 Li, Wai Keung 15 Shang, Pengjian 14 Giraitis, Liudas 14 Peiris, M. Shelton 14 Rodrigues, Paulo M. M. 13 del Barrio Castro, Tomas 13 Gourieroux, Christian 13 Guégan, Dominique 13 Nielsen, Morten Ørregaard 13 Robinson, Peter Michael 13 Taqqu, Murad S. 12 Baillie, Richard T. 12 Gao, Jiti 12 Hong, Yongmiao 12 McAleer, Michael 12 Swanson, Norman Rasmus 12 Valjarević, Dragana 12 Wang, Shouyang 11 Bibi, Abdelouahab 11 Chen, Cathy W. S. 11 Chiu, Mei Choi 11 Lee, Tae-Hwy 11 Östermark, Ralf 11 Pesaran, M. Hashem 11 Reisen, Valdério Anselmo 11 Wong, Hoi Ying 10 Boswijk, H. Peter 10 Cook, Steven C. 10 Ghysels, Eric 10 Hallin, Marc 10 Hidalgo, Javier 10 Hualde, Javier 10 Leonenko, Nikolai N. 10 Lütkepohl, Helmut 10 Paruolo, Paolo 10 Saikkonen, Pentti 10 Shin, Yongcheol 10 Sibbertsen, Philipp 10 Triacca, Umberto 10 Wang, Qiying 10 White, Halbert Lynn jun. 10 Xiao, Zhijie 9 Dufour, Jean-Marie 9 Haldrup, Niels 9 Johansen, Søren Glud 9 King, Maxwell Leslie 9 Koul, Hira Lal 9 Lahiri, Soumendra Nath 9 Osborn, Denise R. 9 Perron, Pierre 9 Poskitt, Donald Stephen 9 Shin, Dongwan 9 Stanley, H. Eugene 9 Tarasov, Vasily E. 9 Zaffaroni, Paolo 8 Bollerslev, Tim 8 Caporale, Guglielmo Maria 8 Eichler, Michael 8 Ghosh, Sucharita 8 Inoue, Akihiko 8 Li, Degui 8 Lieberman, Offer 8 Lu, Zudi 8 Maasoumi, Esfandiar 8 McElroy, Tucker S. 8 Medeiros, Marcelo C. 8 Newbold, Paul 8 Park, Joon Y. 8 Timmermann, Allan G. 8 Trapani, Lorenzo 8 Tu, Yundong 8 Wong, Wing-Keung 7 Ahn, Sung Ki 7 Bisaglia, Luisa 7 Castle, Jennifer L. 7 Cubadda, Gianluca 7 Geweke, John F. 7 Hafner, Christian Matthias 7 Hansen, Bruce E. 7 Hecq, Alain W. 7 Horváth, Lajos 7 Hsiao, Cheng 7 Kokoszka, Piotr S. 7 Ling, Shiqing 7 Nordman, Daniel J. 7 Palma, Wilfredo ...and 4,302 more Authors all top 5 Cited in 334 Serials 517 Journal of Econometrics 196 Journal of Time Series Analysis 193 Economics Letters 113 Econometric Theory 103 Econometric Reviews 96 Journal of Economic Dynamics & Control 88 Computational Statistics and Data Analysis 72 Statistics & Probability Letters 72 Quantitative Finance 71 Journal of Applied Statistics 65 Studies in Nonlinear Dynamics and Econometrics 61 Communications in Statistics. Theory and Methods 60 Journal of Statistical Planning and Inference 58 Communications in Statistics. Simulation and Computation 50 Physica A 44 European Journal of Operational Research 44 Journal of Statistical Computation and Simulation 37 The Annals of Statistics 34 Mathematics and Computers in Simulation 32 Journal of Business and Economic Statistics 31 Chaos 31 Journal of Forecasting 28 Statistical Papers 26 Journal of Multivariate Analysis 24 Stochastic Processes and their Applications 22 The Econometrics Journal 21 Computational Statistics 18 Journal of the American Statistical Association 18 Mathematical and Computer Modelling 18 Annals of Operations Research 18 Communications in Nonlinear Science and Numerical Simulation 17 Biological Cybernetics 17 Automatica 17 Bernoulli 17 International Journal of Theoretical and Applied Finance 16 Open Economies Review 16 Asia-Pacific Financial Markets 16 Statistical Methods and Applications 15 Computational Economics 15 Applied Stochastic Models in Business and Industry 14 Electronic Journal of Statistics 14 Journal of Time Series Econometrics 13 Annals of the Institute of Statistical Mathematics 13 Insurance Mathematics & Economics 11 Lithuanian Mathematical Journal 11 International Statistical Review 11 Kybernetika 11 Physica D 11 Neural Computation 11 Macroeconomic Dynamics 11 Bulletin of Economic Research 11 Statistics and Computing 11 Environmetrics 10 Chaos, Solitons and Fractals 10 Applied Mathematics and Computation 10 Information Sciences 10 Statistical Science 10 Journal of Computational Neuroscience 10 Journal of Systems Science and Complexity 10 Annals of Finance 9 The Canadian Journal of Statistics 9 International Journal of Systems Science 9 Scandinavian Journal of Statistics 9 Stochastic Analysis and Applications 9 Statistics 9 Nonlinear Dynamics 8 Computers & Mathematics with Applications 8 International Journal of Control 8 Metrika 8 Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 8 Journal of Statistical Theory and Practice 8 European Journal of Pure and Applied Mathematics 8 The Annals of Applied Statistics 7 Advances in Applied Probability 7 International Economic Review 7 Journal of Applied Probability 7 Journal of Computational and Applied Mathematics 7 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 7 Mathematical Problems in Engineering 7 Entropy 7 North American Actuarial Journal 7 Journal of the Korean Statistical Society 7 Journal of the Italian Statistical Society 6 Statistica Neerlandica 6 International Journal of Approximate Reasoning 6 Fractals 6 Journal of Nonparametric Statistics 6 Statistical Inference for Stochastic Processes 6 Journal of Statistical Mechanics: Theory and Experiment 6 Japanese Journal of Statistics and Data Science 5 Probability Theory and Related Fields 5 Computers & Operations Research 5 Neural Networks 5 The Annals of Applied Probability 5 Test 5 Lifetime Data Analysis 5 Journal of the Royal Statistical Society. Series B. Statistical Methodology 5 Discrete Dynamics in Nature and Society 5 CEJOR. Central European Journal of Operations Research 5 Methodology and Computing in Applied Probability ...and 234 more Serials all top 5 Cited in 39 Fields 2,657 Statistics (62-XX) 1,123 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 402 Probability theory and stochastic processes (60-XX) 264 Numerical analysis (65-XX) 105 Biology and other natural sciences (92-XX) 77 Systems theory; control (93-XX) 76 Operations research, mathematical programming (90-XX) 73 Dynamical systems and ergodic theory (37-XX) 71 Computer science (68-XX) 55 Information and communication theory, circuits (94-XX) 34 Geophysics (86-XX) 30 Ordinary differential equations (34-XX) 29 Harmonic analysis on Euclidean spaces (42-XX) 23 Statistical mechanics, structure of matter (82-XX) 17 Combinatorics (05-XX) 17 Real functions (26-XX) 16 General and overarching topics; collections (00-XX) 15 Linear and multilinear algebra; matrix theory (15-XX) 14 History and biography (01-XX) 12 Difference and functional equations (39-XX) 11 Measure and integration (28-XX) 9 Calculus of variations and optimal control; optimization (49-XX) 8 Operator theory (47-XX) 7 Partial differential equations (35-XX) 7 Functional analysis (46-XX) 7 Fluid mechanics (76-XX) 6 Mathematical logic and foundations (03-XX) 5 Special functions (33-XX) 3 Approximations and expansions (41-XX) 2 Integral equations (45-XX) 2 Algebraic topology (55-XX) 2 Mechanics of particles and systems (70-XX) 2 Astronomy and astrophysics (85-XX) 1 Category theory; homological algebra (18-XX) 1 Sequences, series, summability (40-XX) 1 Differential geometry (53-XX) 1 General topology (54-XX) 1 Mechanics of deformable solids (74-XX) 1 Quantum theory (81-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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