Clive W. J. Granger

98.0k total citations · 40 hit papers
280 papers, 60.7k citations indexed

About

Clive W. J. Granger is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance and Finance. According to data from OpenAlex, Clive W. J. Granger has authored 280 papers receiving a total of 60.7k indexed citations (citations by other indexed papers that have themselves been cited), including 132 papers in Economics and Econometrics, 77 papers in General Economics, Econometrics and Finance and 61 papers in Finance. Recurrent topics in Clive W. J. Granger's work include Monetary Policy and Economic Impact (73 papers), Complex Systems and Time Series Analysis (68 papers) and Market Dynamics and Volatility (56 papers). Clive W. J. Granger is often cited by papers focused on Monetary Policy and Economic Impact (73 papers), Complex Systems and Time Series Analysis (68 papers) and Market Dynamics and Volatility (56 papers). Clive W. J. Granger collaborates with scholars based in United States, United Kingdom and Netherlands. Clive W. J. Granger's co-authors include Paul Newbold, Zhuanxin Ding, Robert F. Engle, Roselyne Joyeux, John M. Bates, Timo Teräsvirta, Ser‐Huang Poon, Jesús Gonzalo, R. Ramanathan and Namwon Hyung and has published in prestigious journals such as The Journal of Finance, Journal of the American Statistical Association and American Economic Review.

In The Last Decade

Clive W. J. Granger

272 papers receiving 53.7k citations

Hit Papers

Investigating Causal Rela... 1963 2026 1984 2005 1969 1974 1980 1993 1988 5.0k 10.0k 15.0k

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Clive W. J. Granger United States 86 37.6k 21.6k 20.6k 7.6k 3.6k 280 60.7k
David A. Dickey United States 37 28.3k 0.8× 19.4k 0.9× 11.6k 0.6× 2.6k 0.3× 4.5k 1.2× 102 43.3k
Wayne A. Fuller United States 47 29.7k 0.8× 20.1k 0.9× 12.1k 0.6× 3.4k 0.4× 4.5k 1.2× 162 48.2k
Robert F. Engle United States 85 63.6k 1.7× 34.3k 1.6× 50.7k 2.5× 6.1k 0.8× 5.3k 1.5× 255 84.7k
James D. Hamilton United States 50 24.8k 0.7× 17.0k 0.8× 13.8k 0.7× 2.3k 0.3× 5.4k 1.5× 118 35.5k
Halbert White United States 60 17.3k 0.5× 7.7k 0.4× 12.8k 0.6× 5.1k 0.7× 715 0.2× 178 57.8k
Peter C.B. Phillips United States 69 35.4k 0.9× 23.2k 1.1× 15.3k 0.7× 2.2k 0.3× 5.7k 1.6× 460 47.3k
Kenneth J. Arrow United States 78 25.4k 0.7× 4.5k 0.2× 3.6k 0.2× 7.4k 1.0× 1.6k 0.4× 303 48.2k
Christopher A. Sims United States 51 19.6k 0.5× 17.3k 0.8× 7.9k 0.4× 1.8k 0.2× 2.0k 0.6× 149 26.4k
James H. Stock United States 65 27.6k 0.7× 21.5k 1.0× 11.9k 0.6× 3.2k 0.4× 3.1k 0.8× 197 41.4k
Helmut Lütkepohl Germany 47 10.3k 0.3× 7.2k 0.3× 4.4k 0.2× 1.5k 0.2× 1.3k 0.4× 154 17.9k

Countries citing papers authored by Clive W. J. Granger

Since Specialization
Citations

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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-authorship network of co-authors of Clive W. J. Granger

This figure shows the co-authorship network connecting the top 25 collaborators of Clive W. J. Granger. A scholar is included among the top collaborators of Clive W. J. Granger based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Clive W. J. Granger. Clive W. J. Granger is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
White, Halbert & Clive W. J. Granger. (2011). Consideration of Trends in Time Series. 3(1). 32 indexed citations
2.
Granger, Clive W. J., Éric Ghysels, Norman R. Swanson, & Mark W. Watson. (2001). Causality, integration and cointegration, and long memory. Cambridge University Press eBooks. 3 indexed citations
3.
Granger, Clive W. J.. (2001). On Model Approximation for Long-Memory Processes: A Cautionary Result. Annals of economics and finance. 2(1). 97–100. 1 indexed citations
4.
Granger, Clive W. J., Éric Ghysels, Norman R. Swanson, & Mark W. Watson. (2001). Spectral analysis, seasonality, nonlinearity, methodology, and forecasting. Cambridge University Press eBooks. 1 indexed citations
5.
Granger, Clive W. J. & Namwon Hyung. (1999). Occasional Structural Breaks and Long Memory. Annals of economics and finance. 14(2). 739–764. 108 indexed citations
6.
Granger, Clive W. J. & Zhuanxin Ding. (1999). Stylized Facts on the Temporal and Distributional Properties of Daily Data from Speculative Markets. SSRN Electronic Journal. 49 indexed citations
7.
Granger, Clive W. J., Bwo‐Nung Huang, & Chin W. Yang. (1998). A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu. eScholarship (California Digital Library). 25 indexed citations
8.
Grossbard, Shoshana & Clive W. J. Granger. (1998). Women’s Jobs and Marriage: Baby-Boom versus Baby-Bust (Travail des Femmes et Mariage: du baby-boom au baby-bust). Munich Personal RePEc Archive (Ludwig Maximilian University of Munich). 1 indexed citations
9.
Granger, Clive W. J., et al.. (1997). The Correlogram of a Long Memory Process Plus a Simple Noise. e-Archivo (Carlos III University of Madrid). 9 indexed citations
10.
Ghysels, Éric, Clive W. J. Granger, & Pierre L. Siklos. (1996). Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?. Journal of Business and Economic Statistics. 14(3). 374–386. 55 indexed citations
11.
Granger, Clive W. J. & Zhuanxin Ding. (1995). Some Properties of Absolute Return, An Alternative Measure of Risk. Annals of Economics and Statistics. 67–91. 26 indexed citations
12.
Gonzalo, Jesús & Clive W. J. Granger. (1995). Estimation of Common Long-Memory Components in Cointegrated Systems. Journal of Business and Economic Statistics. 13(1). 27–35. 910 indexed citations breakdown →
13.
Granger, Clive W. J., et al.. (1990). Integración estacional y cointegración. Cuadernos Económicos de ICE. 83–108. 1 indexed citations
14.
Engle, Robert F., Clive W. J. Granger, John Rice, & Andrew Weiss. (1986). Semiparametric Estimates of the Relation between Weather and Electricity Sales. Journal of the American Statistical Association. 81(394). 310–320. 704 indexed citations breakdown →
15.
Granger, Clive W. J.. (1979). Seasonality: Causation, Interpretation, and Implications. RePEc: Research Papers in Economics. 33–56. 19 indexed citations
16.
Granger, Clive W. J.. (1979). Trading in commodities : an investors chronicle guide. 1 indexed citations
17.
Granger, Clive W. J. & Daniel Orr. (1972). “Infinite Variance” and Research Strategy in Time Series Analysis. Journal of the American Statistical Association. 67(338). 275–285. 100 indexed citations
18.
Granger, Clive W. J.. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica. 37(3). 424–424. 15766 indexed citations breakdown →
19.
Gabor, André, et al.. (1969). The influence of price differences on brand shares and switching. European Journal of Marketing. 3(4). 223–230. 9 indexed citations
20.
Granger, Clive W. J., et al.. (1969). Analyse spectrale des séries temporelles en économie. Dunod eBooks. 3 indexed citations

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.

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