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A Bivariate Causality between...
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Estimation of common long-memory components in cointegrated systems
Gonzalo, Jesús
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Journal of business & economic statistics : JBES ; a …
13
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1995
)
1
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pp. 27-35
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Modelling nonlinear relationships between extended-memory variables
Granger, C. W. J.
- In:
Econometrica : journal of the Econometric Society, an …
63
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1995
)
2
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pp. 265-279
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263
An introduction to stochastic unit-root processes
Granger, C. W. J.
- In:
Journal of econometrics
80
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1997
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Investigating the relationship between gold and silver prices
Escribano, Álvaro
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Journal of forecasting
17
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1998
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2
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pp. 81-107
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Long memory series with attractors
Granger, C. W. J.
- In:
Oxford bulletin of economics and statistics
53
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1991
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pp. 11-26
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A cointegration analysis of treasury bill yields
Hall, Anthony D.
- In:
The review of economics and statistics
74
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1992
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1
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pp. 116-126
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Comments on the evaluation of policy models
Granger, C. W. J.
- In:
Journal of policy modeling : JPMOD ; a social science …
14
(
1992
)
4
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pp. 497-516
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268
A simple nonlinear time series model with misleading linear properties
Granger, C. W. J.
;
Teräsvirta, Timo
- In:
Economics letters
62
(
1999
)
2
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pp. 161-165
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Developments in the study of cointegrated economic variables
Granger, C. W. J.
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Causality, cointegration, and control
Granger, C. W. J.
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1988
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