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Co-integrated variables and error-correcting models
Granger, C. W. J. - 1983
Persistent link: https://www.econbiz.de/10000887616
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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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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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Causality, integration and cointegration, and long memory
Ghysels, Eric (contributor); Granger, C. W. J. (honouree) - 2001
Persistent link: https://www.econbiz.de/10001621178
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Forecasting business cyles using deviations from long-run economic relationships
Granger, C. W. J.; Yau, Ruey; Francis, Neville - In: Macroeconomic dynamics 7 (2003) 4, pp. 734-758
Persistent link: https://www.econbiz.de/10001823468
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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