Concepedia

Clive W. J. Granger

CW

Statistics

Publications

213

Citations

83.5K

H-Index

93

Active since

1957

Affiliations

University of California San Diego(Current)

University of Nottingham

Tinbergen Institute

Clive W. J. Granger is an author at University of California San Diego specializing in economics, time series analysis, and econometrics.

Publications per year

1957–2011

212

Publications

213

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

Clive W. J. Granger · Econometrica · 1969 · 22.9K citations

Social Sciences, Economics, Causal Inference +8

Spurious regressions in econometrics

Clive W. J. Granger, Paul Newbold · Journal of Econometrics · 1974 · 6.2K citations

Social Sciences, Economics, Econometrics +7

AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

Clive W. J. Granger, Roselyne Joyeux · Journal of Time Series Analysis · 1980 · 3.4K citations

Computing, Meteorology, Forecasting +12

A long memory property of stock market returns and a new model

Zhuanxin Ding, Clive W. J. Granger, Robert F. Engle · Journal of Empirical Finance · 1993 · 3.3K citations

Business, Economics, Finance +16

The Combination of Forecasts

John M. Bates, Clive W. J. Granger · Journal of the Operational Research Society · 1969 · 3.1K citations

Business, Meteorology, Forecasting +9

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