Introduction to m-m processes

by GRANGER, Clive W. J, HYUNG, Namwon
Published in Journal of econometrics

Investigating the relationship between gold and silver prices

by Escribano, Alvaro, Granger, Clive W. J.
Published in Journal of forecasting

Modeling, Evaluation, and Methodology in the New Century

by Granger, Clive W. J.
Published in Economic inquiry

The effect of aggregation on nonlinearity

by Granger, Clive W. J., Lee, Tae-Hwy
Published in Econometric reviews

Large returns, conditional correlation and portfolio diversification: a value-at-risk approach

by Silvapulle, P., Granger, C.W.J.
Published in Quantitative finance

Forecasting Performance of Information Criteria with Many Macro Series

by Granger, Clive, Jeon, Yongil
Published in Journal of applied statistics

The Present and Future of Empirical Finance

by Granger, Clive W.J.
Published in Financial analysts journal

Causality in the Long Run

by Clive, W.J., Lin, Jin-Lung
Published in Econometric theory

Model evaluation based on residual analysis of two similar models

by Granger, Clive W. J., Jeon, Yongil
Published in Applied economics

Preface: Some Thoughts on the Future of Forecasting

by Granger, Clive W. J.
Published in Oxford bulletin of economics and statistics

Comparing forecasts of inflation using time distance

by Granger, Clive W.J., Jeon, Yongil
Published in International journal of forecasting

Macroeconometrics – Past and future

by Granger, Clive W.J
Published in Journal of econometrics

A time–distance criterion for evaluating forecasting models

by Granger, Clive W.J., Jeon, Yongil
Published in International journal of forecasting

What are We Learning About the Long-Run?

by Granger, Clive W. J.
Published in The Economic journal (London)

Economic and statistical measures of forecast accuracy

by Granger, Clive W. J., Pesaran, M. Hashem
Published in Journal of forecasting

Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets

by Gallo, Giampiero M., Clive W. J. Granger, Jeon, Yongil
Published in IMF staff papers

Comments on testing economic theories and the use of model selection criteria

by Granger, Clive W.J., King, Maxwell L., White, Halbert
Published in Journal of econometrics

Can we improve the perceived quality of economic forecasts?

by Granger, Clive W. J.
Published in Journal of applied econometrics (Chichester, England)

Modelling the absolute returns of different stock indices: exploring the forecastability of an alternative measure of risk

by Granger, Clive W. J., Sin, Chor-Yiu
Published in Journal of forecasting

Corrigendum to “Comparing forecasts of inflation using time distance” [International Journal of Forecasting 19 (2003) 339–349]

by Granger, Clive W.J, Jeon, Yongil
Published in International journal of forecasting