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Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests

Lee, Tae-Hwy; White, Halbert; Granger, Clive W. J. - In: Journal of Econometrics 56 (1993) 3, pp. 269-290

Persistent link: https://www.econbiz.de/10005286073

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

Granger, Clive W. J.; King, Maxwell L.; White, Halbert - In: Journal of Econometrics 67 (1995) 1, pp. 173-187

Persistent link: https://www.econbiz.de/10005192395

Comments on the evaluation of policy models

Granger, Clive W. J.; Deutsch, Melinda - Federal Reserve Board (Board of Governors of the … - 1991

This paper examines the evaluation of models claimed to be relevant for policy making purposes. A number of tests are proposed to determine the usefulness of such models in the policy making process. These tests are applied to three empirical examples.

Persistent link: https://www.econbiz.de/10005498839

Efficient market hypothesis and forecasting

Timmermann, Allan; Granger, Clive W. J. - In: International Journal of Forecasting 20 (2004) 1, pp. 15-27

Persistent link: https://www.econbiz.de/10005428687

Forecasting stock market prices: Lessons for forecasters

Granger, Clive W. J. - In: International Journal of Forecasting 8 (1992) 1, pp. 3-13

Persistent link: https://www.econbiz.de/10005428738

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

Granger, Clive W. J.; Jeon, Yongil - In: International Journal of Forecasting 19 (2003) 4, pp. 767-767

Persistent link: https://www.econbiz.de/10005428828

The combination of forecasts using changing weights

Deutsch, Melinda; Granger, Clive W. J.; Terasvirta, Timo - In: International Journal of Forecasting 10 (1994) 1, pp. 47-57

Persistent link: https://www.econbiz.de/10005429197

Comparing forecasts of inflation using time distance

Granger, Clive W. J.; Jeon, Yongil - In: International Journal of Forecasting 19 (2003) 3, pp. 339-349

Persistent link: https://www.econbiz.de/10005429360

Aggregation of time series variables-a survey

Granger, Clive W. J. - Federal Reserve Bank of Minneapolis - 1988

Persistent link: https://www.econbiz.de/10005372820

Reasonable extreme bounds analysis

Granger, Clive W. J.; Uhlig, Harald F. - Federal Reserve Bank of Minneapolis - 1988

Persistent link: https://www.econbiz.de/10005372839