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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

Hidden cointegration

Granger, C. W. J.; Yoon, Gawon - 2002

Persistent link: https://www.econbiz.de/10001659322

Hidden Cointegration

Granger, C. W. J.; Yoon, Gawon - 2002

Possibly hitherto unnoticed cointegrating relationships among integrated components of data series are identified. If the components are cointegrated, the data are said to have hidden cointegration. The implication of hidden cointegration on modeling data series themselves is discussed through...

Persistent link: https://www.econbiz.de/10014115481

Modelling nonlinear economic relationships

Granger, C. W. J. - 1993

Persistent link: https://www.econbiz.de/10000347240

Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger

Hassler, Uwe - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 83 (2003) 12, pp. 811-816

Persistent link: https://www.econbiz.de/10001858207

Critical realism and econometrics : an econometrician's viewpoint

Granger, C. W. J. - In: Transforming economics : perspectives on the critical …, (pp. 96-106). 2004

Persistent link: https://www.econbiz.de/10002487050

Causality, cointegration, and control

Granger, C. W. J. - In: Journal of economic dynamics & control 12 (1988) 2, pp. 199-607

Persistent link: https://www.econbiz.de/10001269079

Some recent developments in a concept of causality

Granger, C. W. J. - In: Journal of econometrics 39 (1988) 1

Persistent link: https://www.econbiz.de/10001270929

Introduction to stochastic processes having equilibria as simple attractors : the Markov case

Granger, C. W. J. - 1986

Persistent link: https://www.econbiz.de/10000846388

Forecasting in business and economics

Granger, C. W. J. - 1980

Persistent link: https://www.econbiz.de/10000048340

A service of the