American Economic Review · 2004 · 270 citations · 4 references
ComputingBusiness EconomicsEconomicsEconometricsForecastingTime Series AnalysisCointegration AnalysisStationarity AnalysisTime Series EconometricsTime Series ForecastingTrend AnalysisVolatility ModelingCointegration In Exchange RatesCointegration In Financial MarketsCointegration In Interest RatesCointegration In Stock PricesEngle-granger Two-step ProcedureLong-run CausalityTime Series Trend AnalysisTime-varying Cointegration
Author(s): Granger, Clive W.J. | Abstract: This is the speech that Professor Granger gave at Nobel Prize Awards 2004
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