WorldCat Identities

Granger, C. W. J. (Clive William John) 1934-2009

Overview
Works: 229 works in 824 publications in 7 languages and 13,798 library holdings
Roles: Author, Editor, Honoree, Author of introduction, Dedicatee, Contributor, Other
Publication Timeline
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Most widely held works by C. W. J Granger
Essays in econometrics : collected papers of Clive W.J. Granger by C. W. J Granger( )

76 editions published between 2001 and 2006 in English and held by 3,265 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 causality, integration and cointegration, and long memory. 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
Empirical modeling in economics : specification and evaluation by C. W. J Granger( )

29 editions published between 1999 and 2004 in English and held by 1,970 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
Forecasting economic time series by C. W. J Granger( Book )

47 editions published between 1976 and 1992 in English and Undetermined and held by 1,340 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 )

35 editions published between 1980 and 2008 in English and Chinese and held by 1,211 WorldCat member libraries worldwide

An overview of seabirds around the world and the special adaptations they make to their marine environment
Spectral analysis of economic time series by C. W. J Granger( Book )

43 editions published between 1963 and 2016 in 3 languages and held by 746 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; Cross-spectral analysis; Cross-spectral analysis of economic data; Processes involving feedback; Non-stationary time series; Series with trending means; Series with spectrum changing with time; Demodulation; Non-stationarity and economic series; Application of cross-spectral analysis and complex demodulation: business cycle indicators; Application of partial cross-spectral analysis: tests of acceleration principle for inventory cycle; Problems remaining
Handbook of economic forecasting by Graham Elliott( Book )

31 editions published between 2006 and 2007 in 3 languages and held by 583 WorldCat member libraries worldwide

Research on forecasting methods has made important progress over recent years and these developments are brought together in the Handbook of Economic Forecasting. The handbook covers developments in how forecasts are constructed based on multivariate time-series models, dynamic factor models, nonlinear models and combination methods. The handbook also includes chapters on forecast evaluation, including evaluation of point forecasts and probability forecasts and contains chapters on survey forecasts and volatility forecasts. Areas of applications of forecasts covered in the handbook include economics, finance and marketing
Modelling economic series : readings in econometric methodology by C. W. J Granger( Book )

29 editions published between 1989 and 1993 in English and Undetermined and held by 491 WorldCat member libraries worldwide

Modelling nonlinear economic relationships by C. W. J Granger( Book )

21 editions published between 1993 and 2004 in 3 languages and held by 478 WorldCat member libraries worldwide

Predictability of stock market prices by C. W. J Granger( Book )

17 editions published between 1970 and 1974 in English and held by 471 WorldCat member libraries worldwide

Speculation, hedging, and commodity price forecasts by Walter C Labys( Book )

24 editions published between 1970 and 1973 in English and held by 407 WorldCat member libraries worldwide

Long-run economic relationships : readings in cointegration by C. W. J Granger( Book )

13 editions published in 1991 in English and Undetermined and held by 398 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 324 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, non-linear and non-parametric 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
Spectral analysis of economic time series. (psme-1) by C. W. J Granger( )

6 editions published between 2015 and 2016 in English and held by 271 WorldCat member libraries worldwide

The important data of economics are in the form of time series; therefore, the statistical methods used will have to be those designed for time series data. New methods for analyzing series containing no trends have been developed by communication engineering, and much recent research has been devoted to adapting and extending these methods so that they will be suitable for use with economic series. This book presents the important results of this research and further advances the application of the recently developed Theory of Spectra to economics. In particular, Professor Hatanaka demonstrates the new technique in treating two problems-business cycle indicators, and the acceleration principle existing in department store data.Originally published in 1964.The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These paperback editions preserve the original texts of these important books while presenting them in durable paperback editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905
Modelling nonlinear economic time series by Timo Teräsvirta( Book )

18 editions published between 2010 and 2011 in English and held by 261 WorldCat member libraries worldwide

This book contains an extensive up-to-date 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 non-economic 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 multi-period 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
Pricing, principles and practices by André Gabor( Book )

11 editions published between 1977 and 1985 in English and held by 228 WorldCat member libraries worldwide

An introduction to bilinear time series models by C. W. J Granger( Book )

13 editions published in 1978 in English and German and held by 155 WorldCat member libraries worldwide

Non-linear 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
Trading in commodities : an Investors chronicle guide by C. W. J Granger( Book )

10 editions published between 1979 and 1983 in English and held by 125 WorldCat member libraries worldwide

Stochastic trends and short-run relationships between financial variables and real activity by Toru Konishi( Book )

11 editions published in 1993 in English and held by 81 WorldCat member libraries worldwide

Abstract: This paper re-examines the relationship between financial variables and real activity in a unified statistical framework. Using the methods of cointegration and separation. we characterize the long-run and short-run 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 long-run 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
Trading in commodities by C. W. J Granger( Book )

10 editions published between 1974 and 1979 in English and Undetermined and held by 69 WorldCat member libraries worldwide

Stymied by an assignment to write her autobiography, Jenny decides to enhance her life story by using her considerable imagination
Investigating the future: statistical forecasting problems. Inaugural lecture by C. W. J Granger( Book )

5 editions published in 1967 in English and held by 57 WorldCat member libraries worldwide

 
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WorldCat IdentitiesRelated Identities
Essays in econometrics : collected papers of Clive W.J. Granger
Alternative Names
Clive Granger

Clive Granger British Economist

Clive Granger britisk økonom

Clive Granger Brits econoom (1934-2009)

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. 1934-2009

Granger, C. W. J. (Clive William John)

Granger, C. W. J. (Clive William John), 1934-

Granger, Clive 1934-2009

Granger, Clive W.

Granger, Clive W. 1934-2009

Granger, Clive W.J.

Granger, Clive W. J. 1934-

Granger, Clive W. J. 1934-2009

Granger, Clive W. J. (Clive William John), 1934-

Granger, Clive Wiliam John 1934-2009

Granger , Clive William John

Granger, Clive William John 1934-

Granger, Clive William John 1934-2009

Grendžer, K.

Kliv Qrendjer

Клайв Грейнджер английский экономист

Клайв Грейнджър

Клайв Гренджер

Клайв Грэнджер английский экономист

Клайв Грэнджэр

Клајв Гренџер британски економист

Քլեյվ Գրենջեռ

קלייב גריינג'ר

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

Languages
Covers
Empirical modeling in economics : specification and evaluationForecasting economic time seriesForecasting in business and economicsHandbook of economic forecastingModelling economic series : readings in econometric methodologyModelling nonlinear economic relationshipsLong-run economic relationships : readings in cointegrationCointegration, causality, and forecasting : a festschrift in honour of Clive W.J. GrangerModelling nonlinear economic time series