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Granger, Clive W. J.


 SSRN Author Rank: 1,923 by Downloads
 Professor of Economics
 

University of California, San Diego (UCSD) - Department of Economics


 9500 Gilman Drive
 La Jolla, CA 92093-0508
 United States
 858-534-3383 (Phone)
 858-534-7040 (Fax)
 email address
 

Tinbergen Institute


 Burg. Oudlaan 50
 Rotterdam, 3062 PA
 Netherlands
 email address

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. Granger, Clive W. J.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
10,143
Total
Citations
426
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
15 Jun 01
3,338
(1,397)
160

2.   Incl. Electronic Paper
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
04 Dec 02
Last Revised:
14 Sep 08
3,298
(1,423)
163

3.  
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Huang, Ling-Ling
University of California at San Diego
Posted:
12 Jan 98
883
(13,485)
5

4.  
Hidden Cointegration | Show Abstract | Download |
U of California, Economics Working Paper No. 2002-02
Working Paper Series
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Yoon, Gawon
Kookmin University
Posted:
05 Jun 02
522
(28,597)
2

5.  
Poon, Ser-Huang
University of Manchester - Manchester Business School
Hyung, Namwon
University of Seoul - Department of Economics
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Posted:
26 May 06
491
(31,002)
6

6.  
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Jeon, Yongil
University of California, San Diego (UCSD) - Department of Economics
Posted:
02 Feb 98
317
(53,245)
1

7.  
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Haldrup, Niels
CREATES
Posted:
14 Mar 96
215
(81,417)
 

8.  
Common Factors in Conditional Distributions for Bivariate Time Series | Show Abstract | Download |
UCSD Economics Working Paper No. 2002-19
Working Paper Series
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Teräsvirta, Timo
Stockholm School of Economics - Department of Economics
Patton, Andrew J.
Duke University - Department of Economics
Posted:
06 Mar 04
201
(87,178)
15

9.  
Properties of Nonlinear Transformations of Fractionally Integrated Processes | Show Abstract | Download |
Journal of Econometrics, Vol. 110, No. 2, pp. 113-133, 2002, UCSD Economics Discussion Paper No. 2000-07
Working Paper Series
Dittmann, Ingolf
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Posted:
01 Dec 00
Last Revised:
07 Aug 09
201
(87,178)
7

10.  
Structurally-induced Volatility Clustering | Show Abstract | Download |
UCSD, Economics Working Paper No. 2002-15
Working Paper Series
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Machina, Mark J.
University of California at San Diego
Posted:
30 Jan 03
197
(88,958)
 

11.  
Introduction to M-M Processes | Show Abstract | Download |
University of California at San Diego, Department of Economics Discussion Paper No. 98-18
Working Paper Series
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Hyung, Namwon
University of Seoul - Department of Economics
Posted:
26 Feb 99
169
(102,610)
1

12.  
Aggregation of Space-Time Processes | Show Abstract | Download |
UCSD Economics Discussion Paper No. 2001-07
Working Paper Series
Giacomini, Raffaella
University of California, Los Angeles - Department of Economics
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Posted:
15 Jul 01
148
(115,515)
16

13.  
Efficient Market Hypothesis and Forecasting | Show Abstract | Download |
CEPR Discussion Paper No. 3593
Working Paper Series
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
20 Nov 02
69
(197,463)
28

14.  
Preface: Some Thoughts on the Future of Forecasting | Show Abstract | Download |
Oxford Bulletin of Economics & Statistics, Vol. 67, No. S1, pp. 707-711, December 2005
Accepted Paper Series
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Posted:
03 Feb 06
28
(287,424)
 

15.  
Modeling, Evaluation, and Methodology in the New Century | Show Abstract | Download |
Economic Inquiry, Vol. 43, Issue 1, pp. 1-12, 2005
Accepted Paper Series
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Posted:
05 Jun 06
20
(317,798)
1

16.  
Konishi, Toru
World Bank - Social Development
Ramey, Valerie A.
University of California at San Diego
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Posted:
04 Jul 04
16
(334,309)
4

17.  
Dynamics of Model Overfitting Measured in Terms of Autoregressive Roots | Show Abstract | Download |
Journal of Time Series Analysis, Vol. 27, No. 3, pp. 347-365, May 2006
Accepted Paper Series
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Jeon, Yongil
Central Michigan University - Department of Economics
Posted:
08 May 06
15
(338,378)
2

18.  
A Dependence Metric for Possibly Nonlinear Processes | Show Abstract | Download |
Journal of Time Series Analysis, Vol. 25, No. 5, pp. 649-669, September 2004
Accepted Paper Series
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Maasoumi, Esfandiar
Southern Methodist University (SMU) - Department of Economics
Racine, Jeffrey
Syracuse University
Posted:
07 Sep 04
13
(346,897)
11

19.  
The Evolution of the Phillips Curve: A Modern Time Series Viewpoint | Show Abstract | Download |
Economica, Vol. 78, Issue 309, pp. 51-66, 2009
Accepted Paper Series
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Jeon, Yongil
Sungkyunkwan University
Posted:
24 Jan 11
2
(394,200)
4

20.  
The Present and Future of Empirical Finance | Show Abstract |
Financial Analysts Journal, Vol. 61, No. 4, pp. 15-18, July/August 2005
Accepted Paper Series
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Posted:
17 Aug 05
 

21.  
Practical Issues in Forecasting Volatility | Show Abstract |
Financial Analysts Journal, Vol. 61, No. 1, pp. 45-56, January/February 2005
Accepted Paper Series
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
05 Feb 05
 

22.  
Self-Generating Variables in a Cointegrated VAR Framework | Show Abstract |
UCSD Economics Discussion Paper No. 2001-04
Working Paper Series
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Yoon, Gawon
Kookmin University
Posted:
25 Jul 01
 

23.  
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Ding, Zhuanxin
University of California, San Diego (UCSD) - Department of Economics
Posted:
14 Sep 99
 

24.  
Andersen, Lykke Eg
University of Aarhus - Department of Economics
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Huang, Ling-Ling
University of California at San Diego
Reis, Eustáquio José
IPEA - Institute of Applied Economic Research
Weinhold, Diana
London School of Economics & Political Science (LSE) - Department of International Development
Posted:
13 Sep 99
 

25.  
Spurious Regressions with Stationary Series | Show Abstract |
University of California at San Diego, Department of Economics Discussion Paper No. 98-25
Working Paper Series
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Hyung, Namwon
University of Seoul - Department of Economics
Jeon, Yongil
University of California, San Diego (UCSD) - Department of Economics
Posted:
12 Mar 99
 

26.  
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Huang, Bwo-Nung
National Chung Cheng University
Yang, Chin Wei
Clarion University - Department of Economics
Posted:
20 Aug 98
 

27.  
Extracting Information from Mega-Panels and High-Frequency Data | Show Abstract |
University of California at San Diego, Department of Economics, Discussion Paper No. 98-01
Working Paper Series
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Posted:
14 Aug 98
 

28.  
The Correlogram of a Long Memory Process Plus a Simple Noise | Show Abstract |
University of California at San Diego, Department of Economics, Discussion Paper No. 97-29
Working Paper Series
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Marmol, Francesc
Universidad Carlos III de Madrid - Department of Economics
Posted:
07 Mar 98
 

29.  
Separation in Cointegrated Systems and Persistent-Transitory Decompositions | Show Abstract |
Oxford Bulletin of Economics and Statistics, 59 (4), pp. 449-463
Accepted Paper Series
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Haldrup, Niels
CREATES
Posted:
23 Jan 98
 

30.  
Investigating the Relationship between Gold and Silver Prices | Show Abstract |
UCSD Economics Discussion Paper 96-38
Working Paper Series
Escribano, Álvaro
Universidad Carlos III de Madrid - Department of Economics
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Posted:
26 Feb 97
 

31.  
Some Properties of Absolute Return, An Alternative Measure of Risk | Show Abstract |
UCSD Department of Economics Discussion Paper 93- 38
Working Paper Series
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Ding, Zhuanxin
University of California, San Diego (UCSD) - Department of Economics
Posted:
26 Jan 95
 


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