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Cointegration, causality, and forecasting : a festschrift in honour of Clive W.J. Granger
Engle, Robert F. (ed.); Granger, C. W. J. (honouree);  … - 1999
Persistent link: https://www.econbiz.de/10013479794
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Introducing non-linearity into cointegration
Granger, C. W. J. - In: Revista de econometria 16 (1996) 2, pp. 25-35
Persistent link: https://www.econbiz.de/10001535207
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Overview of nonlinear macroeconomic empirical models
Granger, C. W. J. - In: Macroeconomic dynamics 5 (2001) 4, pp. 466-481
Persistent link: https://www.econbiz.de/10001625151
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Some thoughts on the development of cointegration
Granger, C. W. J. - In: Journal of econometrics 158 (2010) 1, pp. 3-6
Persistent link: https://www.econbiz.de/10008826881
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Positively related processes and cointegration
Granger, C. W. J. - 1990
Persistent link: https://www.econbiz.de/10000790287
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Information-theoretic schemes for linearity testing under long-range dependence and cointegration
Aparicio Acosta, Felipe M.; Granger, C. W. J. - 1995
Persistent link: https://www.econbiz.de/10000914254
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A tutorial on linearity testing under long range dependence and cointegration
Aparicio Acosta, Felipe M.; Granger, C. W. J. - 1995
Persistent link: https://www.econbiz.de/10000914258
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Nonlinear cointegration and some new tests for comovements
Aparicio Acosta, Felipe M.; Granger, C. W. J. - 1995
Persistent link: https://www.econbiz.de/10000914264
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Temporary cointegration with an application to interest rate parity
Siklos, Pierre L.; Granger, C. W. J. - 1996
Persistent link: https://www.econbiz.de/10000939553
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Self-generating variables in a cointegrated VAR framework
Granger, C. W. J.; Yoon, Gawon - 2001
Persistent link: https://www.econbiz.de/10001574554