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Probabilistic causality and economic models : Suppes, Keynes and Granger
Vercelli, Alessandro - In: Nonlinear and multisectoral macrodynamics : essays in …, (pp. 224-246). 1990
Persistent link: https://www.econbiz.de/10001274618
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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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Copycats and common swings : the impact of the use of forecasts in information sets
Gallo, Giampiero M.; Granger, C. W. J.; Jeon, Yongil - In: IMF staff papers 49 (2002) 1, pp. 4-21
Persistent link: https://www.econbiz.de/10001663876
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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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The distributional properties of shocks to a fractional I (d) process having a marginal exponential distribution
Granger, C. W. J.; Jeon, Yongil - In: Applied financial economics 11 (2001) 5, pp. 469-474
Persistent link: https://www.econbiz.de/10001621591