Clive W. J. Granger
- Economics and Econometrics top 0.01%
- General Economics, Econometrics and Finance top 0.01%
- Finance top 0.01%
- Management Science and Operations Research top 0.01%
- Renewable Energy, Sustainability and the Environment top 0.5%
- Co-authors
- Paul NewboldZhuanxin DingRobert F. EngleRoselyne JoyeuxJohn M. BatesTimo TeräsvirtaSer‐Huang PoonJesús Gonzalo
- Topics
- Monetary Policy and Economic Impact (73 papers)Complex Systems and Time Series Analysis (68 papers)Market Dynamics and Volatility (56 papers)
- Journals
- The Journal of FinanceJournal of the American Statistical AssociationAmerican Economic Review
- Partner nations
- United StatesUnited KingdomNetherlands
In The Last Decade
Clive W. J. Granger
272 papers receiving 53.7k citations
Hit Papers
Peers
Comparison fields: 5 of 218
- Economics and Econometrics 37.6k
- General Economics, Econometrics and Finance 21.6k
- Finance 20.6k
- Management Science and Operations Research 7.6k
- Renewable Energy, Sustainability and the Environment 3.6k
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-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
| # | Work | Indexed citations |
|---|---|---|
| 1 | Spectral analysis, seasonality, nonlinearity, methodology, and forecasting | 1 |
| 2 | SELF-GENERATING VARIABLES IN A COINTEGRATED VAR FRAMEWORK | 1 |
| 3 | Causality, integration and cointegration, and long memory | 3 |
| 4 | Stylized Facts on the Temporal and Distributional Properties of Daily Data from Speculative Markets | 49 |
| 5 | Occasional Structural Breaks and Long Memory | 108 |
| 6 | A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu | 25 |
| 7 | Women’s Jobs and Marriage: Baby-Boom versus Baby-Bust (Travail des Femmes et Mariage: du baby-boom au baby-bust) | 1 |
| 8 | The Correlogram of a Long Memory Process Plus a Simple Noise | 9 |
| 9 | 55 | |
| 10 | Investigating the Relationship between Gold and Silver Prices | 4 |
| 11 | Some Properties of Absolute Return, An Alternative Measure of Risk | 26 |
| 12 | Estimation of Common Long-Memory Components in Cointegrated Systemsbreakdown → | 910 |
| 13 | A Review of Some Recent Textbooks of Econometrics | 8 |
| 14 | Integración estacional y cointegración | 1 |
| 15 | Semiparametric Estimates of the Relation between Weather and Electricity Salesbreakdown → | 704 |
| 16 | Trading in commodities : an investors chronicle guide | 1 |
| 17 | Seasonality: Causation, Interpretation, and Implications | 19 |
| 18 | 100 | |
| 19 | 9 | |
| 20 | Analyse spectrale des séries temporelles en économie | 3 |
About Clive W. J. Granger
Clive W. J. Granger is a scholar working on General Economics, Econometrics and Finance, Finance and Economics and Econometrics, having authored 280 papers that have together received 60.7k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (73 papers), Complex Systems and Time Series Analysis (68 papers) and Market Dynamics and Volatility (56 papers). The work is most often cited by research in General Economics, Econometrics and Finance (21.6k citations), Finance (20.6k citations) and Economics and Econometrics (37.6k citations). Clive W. J. Granger has collaborated with scholars based in United States, United Kingdom and Netherlands. Frequent 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. Their work appears in journals such as The Journal of Finance, Journal of the American Statistical Association and American Economic Review.
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.