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Clive W. J. Granger | Researchclopedia

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Clive W. J. Granger

University of California, San Diego

520

Works

98,037

Citations

113

h-index

272

i10-index

Research Topics

Monetary Policy and Economic Impact Complex Systems and Time Series Analysis Forecasting Techniques and Applications

Affiliations

Vienna University of Economics and Business1991–1991

Springer Nature (Germany)1987–2018

University of Nottingham1961–1989

University of Liverpool1996–1996

Université du Québec à Montréal1996–1996

Top Works

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

Clive W. J. Granger

196922,574 citations

Market Dynamics and Volatility

Financial Risk and Volatility Modeling

Spurious regressions in econometrics

Clive W. J. Granger,Paul Newbold

19746,122 citations

AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

Clive W. J. Granger,Roselyne Joyeux

19803,355 citations

A long memory property of stock market returns and a new model

Zhuanxin Ding,Clive W. J. Granger,et al.

19933,278 citations

The Combination of Forecasts

John M. Bates,Clive W. J. Granger

19693,091 citations

Some recent development in a concept of causality

Clive W. J. Granger

19882,956 citations

DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES

Clive W. J. Granger

19862,585 citations

Some properties of time series data and their use in econometric model specification

Clive W. J. Granger

19812,384 citations

Testing for causality

Clive W. J. Granger

19801,720 citations