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Investigating causal relations by econometric models and cross-spectral methods
Granger, Clive William John - In: Econometrica : journal of the Econometric Society, an … 37 (1969) 3, pp. 424-438
Persistent link: https://www.econbiz.de/10002516807
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The impact of the use of forecasts in information sets
Gallo, Giampiero M.; Granger, Clive William John; Jeon, … - 1999
We analyze the properties of multiperiod forecasts which are formulated by a number of companies for a fixed horizon ahead which moves each month one period closer and are collected and diffused each month by some polling agency. Some descriptive evidence and a formal model suggest that knowing...
Persistent link: https://www.econbiz.de/10010301760
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Modelling economic series : readings in econometric methodology
Granger, Clive William John (ed.) - 1991
Persistent link: https://www.econbiz.de/10000336821
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Predictability of stock market prices
Granger, Clive William John; Morgenstern, Oskar - 1970
Persistent link: https://www.econbiz.de/10000025286
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Obituary: Sir Clive William John Granger, 1934 - 2009
Teräsvirta, Timo; Granger, Clive William John - In: New Zealand economic papers 44 (2010) 2, pp. 121-127
Persistent link: https://www.econbiz.de/10009938879
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The impact of the use of forecasts in information sets
Gallo, Giampiero M.; Granger, Clive William John; Jeon, … - Deutsche Bank Research - 1999
We analyze the properties of multiperiod forecasts which are formulated by a number of companies for a fixed horizon ahead which moves each month one period closer and are collected and diffused each month by some polling agency. Some descriptive evidence and a formal model suggest that knowing...
Persistent link: https://www.econbiz.de/10008677295