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Reasonable extreme-bounds analysis
Granger, C. W. J.
Persistent link: https://www.econbiz.de/10001274638
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Wholesale and retail prices : bivariate time-series modeling with forecastable error variances
Granger, C. W. J. - In: Model reliability, (pp. 1-17). 1986
Persistent link: https://www.econbiz.de/10001274970
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Properties of nonlinear transformations of fractionally integrated processes
Dittmann, Ingolf; Granger, C. W. J. - 2000
Persistent link: https://www.econbiz.de/10001500651
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Properties of nonlinear transformations of fractionally integrated processes
Dittmann, Ingolf; Granger, C. W. J. - In: Journal of econometrics 110 (2002) 2, pp. 113-133
Persistent link: https://www.econbiz.de/10001703504
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Hidden cointegration
Granger, C. W. J.; Yoon, Gawon - 2002
Persistent link: https://www.econbiz.de/10001659322
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Spectral analysis, seasonality, nonlinearity, methodology, and forecasting
Ghysels, Eric (contributor); Granger, C. W. J. (honouree) - 2001
Persistent link: https://www.econbiz.de/10001621177
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Causality, integration and cointegration, and long memory
Ghysels, Eric (contributor); Granger, C. W. J. (honouree) - 2001
Persistent link: https://www.econbiz.de/10001621178
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Structurally-induced volatility clustering
Granger, C. W. J.; Machina, Mark J. - 2002
Persistent link: https://www.econbiz.de/10001711705
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Common factors in conditional distributions
Granger, C. W. J. (contributor);  … - 2002 - [Elektronische Ressource]
The concept of common factors has in the econometrics literature been applied to conditional means or in some cases to conditional variances. In this paper we generalize this concept to bivariate distributions. This is done using the conditional bivariate copula as the statistical tool. The...
Persistent link: https://www.econbiz.de/10001714617
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Regime-sensitive cointegration with an application to interest-rate parity
Siklos, Pierre L.; Granger, C. W. J. - In: Macroeconomic dynamics 1 (1997) 3, pp. 640-657
Persistent link: https://www.econbiz.de/10001630084