Granger, C. W. J. (Clive William John) 19342009
Overview
Works:  215 works in 766 publications in 7 languages and 13,519 library holdings 

Roles:  Author, Editor, Honoree, Other, Contributor, Author of introduction, Dedicatee 
Classifications:  HB3730, 338.5442 
Publication Timeline
.
Most widely held works about
C. W. J Granger
 Trygve Haavelmo, James J. Heckman, Daniel L. McFadden, Robert F. Engle and Clive W.J. Granger.( Book )
 Granger's representation theorem and multicointegration by Tom Engsted( Book )
 Essays on dynamics of financial markets by Esin Cakan( )
 The advanced econometrics of tourism demand by Haiyan Song( Book )
 Clive Granger papers by C. W. J Granger( )
 Ekonometryczna analiza zależności przyczynowych by Magdalena Osińska( Book )
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Most widely held works by
C. W. J Granger
Forecasting economic time series by
C. W. J Granger(
Book
)
41 editions published between 1976 and 1992 in English and Undetermined and held by 1,265 WorldCat member libraries worldwide
Introduction to the theory of time series; Spectral analysis; Building linear series models; The theory of forecasting; Practical methods for univariate time series forecasting; Forecasting from regression models; Multiple modeling and forecasting; The combination and evaluation of forecasting; Nonlinearity, nonstationarity, and other topics
41 editions published between 1976 and 1992 in English and Undetermined and held by 1,265 WorldCat member libraries worldwide
Introduction to the theory of time series; Spectral analysis; Building linear series models; The theory of forecasting; Practical methods for univariate time series forecasting; Forecasting from regression models; Multiple modeling and forecasting; The combination and evaluation of forecasting; Nonlinearity, nonstationarity, and other topics
Forecasting in business and economics by
C. W. J Granger(
Book
)
34 editions published between 1980 and 2008 in English and Chinese and held by 1,166 WorldCat member libraries worldwide
Ben shu nei rong bao gua : yu ce ji ben gai nian, qu shi qu xian ni he yu yu ce, ren kou yu ce, xin lao yu ce fang fa deng 12 zhang
34 editions published between 1980 and 2008 in English and Chinese and held by 1,166 WorldCat member libraries worldwide
Ben shu nei rong bao gua : yu ce ji ben gai nian, qu shi qu xian ni he yu yu ce, ren kou yu ce, xin lao yu ce fang fa deng 12 zhang
Spectral analysis of economic time series by
C. W. J Granger(
Book
)
41 editions published between 1963 and 2016 in 4 languages and held by 749 WorldCat member libraries worldwide
Introduction to the analysis of time series; Nature of economic time series; Stationary time series; Spectral theory; Spectral analysis of economic data; Crossspectral analysis; Crossspectral analysis of economic data; Processes involving feedback; Nonstationary time series; Series with trending means; Series with spectrum changing with time; Demodulation; Nonstationarity and economic series; Application of crossspectral analysis and complex demodulation: business cycle indicators; Application of partial crossspectral analysis: tests of acceleration principle for inventory cycle; Problems remaining
41 editions published between 1963 and 2016 in 4 languages and held by 749 WorldCat member libraries worldwide
Introduction to the analysis of time series; Nature of economic time series; Stationary time series; Spectral theory; Spectral analysis of economic data; Crossspectral analysis; Crossspectral analysis of economic data; Processes involving feedback; Nonstationary time series; Series with trending means; Series with spectrum changing with time; Demodulation; Nonstationarity and economic series; Application of crossspectral analysis and complex demodulation: business cycle indicators; Application of partial crossspectral analysis: tests of acceleration principle for inventory cycle; Problems remaining
Predictability of stock market prices by
C. W. J Granger(
Book
)
15 editions published between 1970 and 1974 in English and held by 483 WorldCat member libraries worldwide
15 editions published between 1970 and 1974 in English and held by 483 WorldCat member libraries worldwide
Modelling economic series : readings in econometric methodology by
C. W. J Granger(
Book
)
31 editions published between 1989 and 1993 in English and Undetermined and held by 480 WorldCat member libraries worldwide
31 editions published between 1989 and 1993 in English and Undetermined and held by 480 WorldCat member libraries worldwide
Empirical modeling in economics : specification and evaluation by
C. W. J Granger(
Book
)
26 editions published between 1999 and 2004 in English and held by 478 WorldCat member libraries worldwide
These essays explain the process of constructing and evaluating an empirical model. Drawing on a wide range of cases and from economics, finance, politics and the entertainment industry, they provide an insight into this important field in economics
26 editions published between 1999 and 2004 in English and held by 478 WorldCat member libraries worldwide
These essays explain the process of constructing and evaluating an empirical model. Drawing on a wide range of cases and from economics, finance, politics and the entertainment industry, they provide an insight into this important field in economics
Modelling nonlinear economic relationships by
C. W. J Granger(
Book
)
23 editions published between 1993 and 2006 in 4 languages and held by 473 WorldCat member libraries worldwide
23 editions published between 1993 and 2006 in 4 languages and held by 473 WorldCat member libraries worldwide
Speculation, hedging, and commodity price forecasts by
Walter C Labys(
Book
)
23 editions published between 1970 and 1973 in English and Undetermined and held by 409 WorldCat member libraries worldwide
23 editions published between 1970 and 1973 in English and Undetermined and held by 409 WorldCat member libraries worldwide
Longrun economic relationships : readings in cointegration by
C. W. J Granger(
Book
)
13 editions published between 1991 and 1992 in English and Undetermined and held by 395 WorldCat member libraries worldwide
13 editions published between 1991 and 1992 in English and Undetermined and held by 395 WorldCat member libraries worldwide
Cointegration, causality, and forecasting : a festschrift in honour of Clive W.J. Granger(
Book
)
9 editions published in 1999 in English and held by 320 WorldCat member libraries worldwide
"Clive W.J. Granger is a pioneer in econometrics, perhaps best known for his work on cointegration: this book is a collection of essays dedicated to him and his work. Central themes of Granger's work are reflected in the book with attention given to tests for unit roots and cointegration, tests of misspecification, forecasting models and forecast evaluation, nonlinear and nonparametric econometric techniques, and overall, a careful blend of practical empirical work and strong theory. The book shows the scope of Granger's research and the range of the profession that has been influenced by his work."Jacket
9 editions published in 1999 in English and held by 320 WorldCat member libraries worldwide
"Clive W.J. Granger is a pioneer in econometrics, perhaps best known for his work on cointegration: this book is a collection of essays dedicated to him and his work. Central themes of Granger's work are reflected in the book with attention given to tests for unit roots and cointegration, tests of misspecification, forecasting models and forecast evaluation, nonlinear and nonparametric econometric techniques, and overall, a careful blend of practical empirical work and strong theory. The book shows the scope of Granger's research and the range of the profession that has been influenced by his work."Jacket
Essays in econometrics : collected papers of Clive W.J. Granger by
C. W. J Granger(
Book
)
61 editions published between 2001 and 2004 in English and Undetermined and held by 287 WorldCat member libraries worldwide
Annotation This book, and its companion volume, present a collection of papers by Clive W.J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades and touch on all aspects of time series analysis. The papers assembled in this volume explore topics in spectral analysis, seasonality, nonlinearity, methodology, and forecasting. Those in the companion volume investigate themes in causality, integration and cointegration, and long memory. The two volumes contain the original articles as well as an introduction written by the editors
61 editions published between 2001 and 2004 in English and Undetermined and held by 287 WorldCat member libraries worldwide
Annotation This book, and its companion volume, present a collection of papers by Clive W.J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades and touch on all aspects of time series analysis. The papers assembled in this volume explore topics in spectral analysis, seasonality, nonlinearity, methodology, and forecasting. Those in the companion volume investigate themes in causality, integration and cointegration, and long memory. The two volumes contain the original articles as well as an introduction written by the editors
Pricing, principles and practices by
André Gabor(
Book
)
9 editions published between 1977 and 1985 in English and held by 232 WorldCat member libraries worldwide
9 editions published between 1977 and 1985 in English and held by 232 WorldCat member libraries worldwide
Trading in commodities : an Investors chronicle guide by
C. W. J Granger(
Book
)
19 editions published between 1974 and 1983 in English and Undetermined and held by 207 WorldCat member libraries worldwide
19 editions published between 1974 and 1983 in English and Undetermined and held by 207 WorldCat member libraries worldwide
Modelling nonlinear economic time series by
Timo Teräsvirta(
Book
)
17 editions published between 2010 and 2011 in English and held by 169 WorldCat member libraries worldwide
This book contains an extensive uptodate overview of nonlinear time series models and their application to modelling economic relationships. It considers nonlinear models in stationary and nonstationary frameworks, and both parametric and nonparametric models are discussed. The book contains examples of nonlinear models in economic theory and presents the most common nonlinear time series models. Importantly, it shows the reader how to apply these models to practice. The building of various nonlinear models with its three stages of model building specification, estimation, and evaluation is discussed in detail and is illustrated by several examples involving both economic and noneconomic data. Since estimation of nonlinear time series models is carried out using numerical algorithms, the book contains a chapter on estimating parametric nonlinear models and another on estimating nonparametric ones. Forecasting is a major reason for building time series models, linear or nonlinear. The book contains a discussion on forecasting with nonlinear models, both parametric and nonparametric, and considers numerical techniques necessary for computing multiperiod forecasts from them. The main focus of the book is on models of the conditional mean, but models of the conditional variance, mainly those of autoregressive conditional heteroskedasticity, receive attention as well. A separate chapter is devoted to state space models. As a whole, the book is an indispensable tool for researchers interested in nonlinear time series and is also suitable for teaching courses in econometrics and time series analysis.  Back Cover
17 editions published between 2010 and 2011 in English and held by 169 WorldCat member libraries worldwide
This book contains an extensive uptodate overview of nonlinear time series models and their application to modelling economic relationships. It considers nonlinear models in stationary and nonstationary frameworks, and both parametric and nonparametric models are discussed. The book contains examples of nonlinear models in economic theory and presents the most common nonlinear time series models. Importantly, it shows the reader how to apply these models to practice. The building of various nonlinear models with its three stages of model building specification, estimation, and evaluation is discussed in detail and is illustrated by several examples involving both economic and noneconomic data. Since estimation of nonlinear time series models is carried out using numerical algorithms, the book contains a chapter on estimating parametric nonlinear models and another on estimating nonparametric ones. Forecasting is a major reason for building time series models, linear or nonlinear. The book contains a discussion on forecasting with nonlinear models, both parametric and nonparametric, and considers numerical techniques necessary for computing multiperiod forecasts from them. The main focus of the book is on models of the conditional mean, but models of the conditional variance, mainly those of autoregressive conditional heteroskedasticity, receive attention as well. A separate chapter is devoted to state space models. As a whole, the book is an indispensable tool for researchers interested in nonlinear time series and is also suitable for teaching courses in econometrics and time series analysis.  Back Cover
An introduction to bilinear time series models by
C. W. J Granger(
Book
)
14 editions published between 1976 and 1978 in English and German and held by 158 WorldCat member libraries worldwide
Nonlinear time series models; Bilinear models in economics; Methodology of time series analysis; The general bilinear model and stability analysis; Superdiagonal models; Diagonal models; Subdiagonal and other models; Forecasting and invertibility; Estimation and applications
14 editions published between 1976 and 1978 in English and German and held by 158 WorldCat member libraries worldwide
Nonlinear time series models; Bilinear models in economics; Methodology of time series analysis; The general bilinear model and stability analysis; Superdiagonal models; Diagonal models; Subdiagonal and other models; Forecasting and invertibility; Estimation and applications
Stochastic trends and shortrun relationships between financial variables and real activity by
Toru Konishi(
Book
)
9 editions published in 1993 in English and held by 49 WorldCat member libraries worldwide
Abstract: This paper reexamines the relationship between financial variables and real activity in a unified statistical framework. Using the methods of cointegration and separation. we characterize the longrun and shortrun relationships between three sets of variables and then use the framework to assess the predictive power of alternative financial variables for real activity. Three main results emerge from the analysis. First, we show that although two sets of variables may not share the longrun trend. the error correction terms from one set of variables may have important explanatory power for the variables in another set. Second, we show that some of the key variables discussed in the literature can be interpreted as error correction terms from another system. Third, comparing two key error correction terms, M2 velocity and the interest rate spread between commercial paper and Treasury bills, we find that M2 velocity appears to be a more consistent predictor of output than is the interest rate spread
9 editions published in 1993 in English and held by 49 WorldCat member libraries worldwide
Abstract: This paper reexamines the relationship between financial variables and real activity in a unified statistical framework. Using the methods of cointegration and separation. we characterize the longrun and shortrun relationships between three sets of variables and then use the framework to assess the predictive power of alternative financial variables for real activity. Three main results emerge from the analysis. First, we show that although two sets of variables may not share the longrun trend. the error correction terms from one set of variables may have important explanatory power for the variables in another set. Second, we show that some of the key variables discussed in the literature can be interpreted as error correction terms from another system. Third, comparing two key error correction terms, M2 velocity and the interest rate spread between commercial paper and Treasury bills, we find that M2 velocity appears to be a more consistent predictor of output than is the interest rate spread
Causality, integration and cointegration, and long memory by
C. W. J Granger(
Book
)
5 editions published in 2001 in English and held by 19 WorldCat member libraries worldwide
5 editions published in 2001 in English and held by 19 WorldCat member libraries worldwide
Spectral analysis, seasonality, nonlinearity, methodology, and forecasting by
C. W. J Granger(
Book
)
5 editions published between 2001 and 2006 in English and held by 18 WorldCat member libraries worldwide
5 editions published between 2001 and 2006 in English and held by 18 WorldCat member libraries worldwide
Spectral analysis of economic time series. (psme1) by
C. W. J Granger(
Book
)
3 editions published in 2015 in English and held by 2 WorldCat member libraries worldwide
3 editions published in 2015 in English and held by 2 WorldCat member libraries worldwide
Trygve Haavelmo, James J. Heckman, Daniel L. McFadden, Robert F. Engle and Clive W.J. Granger.(
Book
)
1 edition published in 2009 in English and held by 1 WorldCat member library worldwide
Provides readers with both information on the Nobel Laureates in Economics and, to the degree possible, the original papers for which they were honored. The names of the "contributing" Laureates speak for themselves
1 edition published in 2009 in English and held by 1 WorldCat member library worldwide
Provides readers with both information on the Nobel Laureates in Economics and, to the degree possible, the original papers for which they were honored. The names of the "contributing" Laureates speak for themselves
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Related Identities
 Ghysels, Eric 1956 Other Author Editor
 Swanson, Norman R. (Norman Rasmus) 1964 Other Honoree Author Editor
 Watson, Mark W. Other Editor
 Newbold, Paul Honoree Editor
 Engle, R. F. (Robert F.) Author of introduction Other Author Editor
 Teräsvirta, Timo Honoree Author
 Timmermann, Allan Author Editor
 Elliott, Graham 1965 Author Editor
 Morgenstern, Oskar 19021977
 Labys, Walter C. 1937 Author
Useful Links
Associated Subjects
Agricultural pricesForecasting Business forecasting Business forecastingMathematical models Cointegration Commodity exchanges Econometric models Econometrics EconometricsMathematical models Economic forecasting Economic forecastingEconometric models Economic forecastingMathematical models Economics Economics, Mathematical EconomicsMathematical models Economists England EnglandLondon Engle, R. F.(Robert F.) FinanceEconometric models Granger, C. W. J.(Clive William John), Haavelmo, Trygve Heckman, James J.(James Joseph) Inflation (Finance)Econometric models Influence (Literary, artistic, etc.) McFadden, Daniel Nonlinear theories PricesMathematical models Pricing Random walks (Mathematics) Stochastic processes Stock price forecasting Timeseries analysis TourismEconometric models TourismForecasting United States
Alternative Names
Clive Granger britisk økonom
Clive Granger Brits econoom (19342009)
Clive Granger brittisk ekonom
Clive Granger economista e statistico britannico
Clive Granger ekonomista brytyjski, noblista
Clive W. J. Granger
Clive W. J. Granger britischer Wirtschaftswissenschaftler
Clive W.J. Granger britisk økonom
Clive W. J. Granger économiste britannique
Clive William John Granger
Granger, C. W.
Granger , C. W. J.
Granger, C. W. J. 1934
Granger, C.W.J. 19342009
Granger, C. W. J. (Clive William John)
Granger, C. W. J. (Clive William John), 1934
Granger, Clive 19342009
Granger, Clive W.
Granger, Clive W. 19342009
Granger, Clive W. J.
Granger, Clive W. J. 1934
Granger, Clive W. J. 19342009
Granger, Clive W. J. (Clive William John), 1934
Granger, Clive Wiliam John 19342009
Granger , Clive William John
Granger, Clive William John 1934
Granger, Clive William John 19342009
Grendžer, K.
Kliv Qrendjer
Клайв Грейнджър
Клайв Гренджер
Клайв Грэнджер английский экономист
Клайв Грэнджэр
Клајв Гренџер британски економист
Քլեյվ Գրենջեռ
كليف غرانجر
کلائوگرینجر
کلو گرینجر
کلیو گرینجر اقتصاددان بریتانیایی
क्लाइव ग्रेंजर
ক্লাইভ গ্রেঞ্জার
კლაივ გრენჯერი
그레인저, 클라이브 W.J
클라이브 그레인저
クライヴ・グレンジャー
グレンジャー, C.W.J
グレンジャー, クライブ・W. J.
克莱夫·格兰杰
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