Clive W. J. Granger
Impact in
-
- Monetary Policy and Economic Impact
- Finance top 0.01%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
Papers in
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- Complex Systems and Time Series Analysis 86
- Market Dynamics and Volatility 66
- Economic theories and models 21
-
- Monetary Policy and Economic Impact 93
- Co-authors
- Paul Newbold (12 shared papers)Robert F. Engle (19 shared papers)Zhuanxin Ding (7 shared papers)Roselyne Joyeux (3 shared papers)Timo Teräsvirta (12 shared papers)John M. Bates (1 shared paper)Ser‐Huang Poon (9 shared papers)Jesús Gonzalo (3 shared papers)
- Journals
- Journal of Econometrics (31 papers)Journal of the American Statistical Association (16 papers)Journal of Business and Economic Statistics (10 papers)Journal of Forecasting (9 papers)Journal of Time Series Analysis (8 papers)
- Partner nations
- United StatesUnited KingdomNetherlands
In The Last Decade
Clive W. J. Granger
353 papers receiving 60.8k citations
Clive W. J. Granger's Hit Papers
Peers
Comparison fields: 5 of 218
- General Economics, Econometrics and Finance 24.7k
- Finance 23.5k
- Economics and Econometrics 42.5k
- Management Science and Operations Research 8.7k
- Statistics and Probability 3.7k
Countries citing papers authored by Clive W. J. Granger
This map shows the geographic impact of Clive W. J. Granger's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Clive W. J. Granger with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Clive W. J. Granger more than expected).
Fields of papers citing papers by Clive W. J. Granger
This network shows the impact of papers produced by Clive W. J. Granger. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Clive W. J. Granger. The network helps show where Clive W. J. Granger may publish in the future.
Co-authors
The 25 scholars most cited alongside Clive W. J. Granger, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 367 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Investigating Causal Relations by Econometric Models and Cross-spectral Methods Hit paper breakdown → | 1969 | 16895 |
| 2 | Spurious regressions in econometrics Hit paper breakdown → | 1974 | 4363 |
| 3 | AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING Hit paper breakdown → | 1980 | 2460 |
| 4 | A long memory property of stock market returns and a new model Hit paper breakdown → | 1993 | 2392 |
| 5 | The Combination of Forecasts Hit paper breakdown → | 1969 | 2377 |
| 6 | Some recent development in a concept of causality Hit paper breakdown → | 1988 | 2332 |
| 7 | DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES Hit paper breakdown → | 1986 | 1902 |
| 8 | Some properties of time series data and their use in econometric model specification Hit paper breakdown → | 1981 | 1679 |
| 9 | Testing for causality Hit paper breakdown → | 1980 | 1364 |
| 10 | Modelling Nonlinear Economic Relationships Hit paper breakdown → | 1993 | 1154 |
| 11 | Long memory relationships and the aggregation of dynamic models Hit paper breakdown → | 1980 | 1061 |
| 12 | Forecasting Volatility in Financial Markets: A Review Hit paper breakdown → | 2003 | 1004 |
| 13 | Modelling Nonlinear Economic Relationships Hit paper breakdown → | 1995 | 942 |
| 14 | Estimation of Common Long-Memory Components in Cointegrated Systems Hit paper breakdown → | 1995 | 934 |
| 15 | Improved methods of combining forecasts Hit paper breakdown → | 1984 | 883 |
| 16 | Forecasting Economic Time Series Hit paper breakdown → | 1979 | 782 |
| 17 | Long-Run Economic Relationships: Readings in Cointegration. Hit paper breakdown → | 1993 | 768 |
| 18 | Semiparametric Estimates of the Relation between Weather and Electricity Sales Hit paper breakdown → | 1986 | 739 |
| 19 | Experience with Forecasting Univariate Time Series and the Combination of Forecasts Hit paper breakdown → | 1974 | 633 |
| 20 | A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ Hit paper breakdown → | 2000 | 588 |
About Clive W. J. Granger
Clive W. J. Granger is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance, Finance, Management Science and Operations Research and Artificial Intelligence, having authored 367 papers that have together received 69.5k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (93 papers), Complex Systems and Time Series Analysis (86 papers), Market Dynamics and Volatility (66 papers), Financial Risk and Volatility Modeling (60 papers), Forecasting Techniques and Applications (46 papers), Economic theories and models (21 papers), Neural Networks and Applications (21 papers) and Stock Market Forecasting Methods (16 papers). The work is most often cited by research in General Economics, Econometrics and Finance (24.7k citations), Finance (23.5k citations), Economics and Econometrics (42.5k citations), Management Science and Operations Research (8.7k citations) and Statistics and Probability (3.7k citations). Clive W. J. Granger has collaborated with scholars based in United States, United Kingdom and Netherlands. Frequent co-authors include Paul Newbold, Robert F. Engle, Zhuanxin Ding, Roselyne Joyeux, Timo Teräsvirta, John M. Bates, Ser‐Huang Poon, Jesús Gonzalo, R. Ramanathan and Paul Newbold. Their work appears in journals such as Journal of Econometrics, Journal of the American Statistical Association, Journal of Business and Economic Statistics, Journal of Forecasting and Journal of Time Series Analysis.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.