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Time Series Analysis, Cointegration, and Applications

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Author Info
Clive Granger (University of California, San Diego)

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Abstract

This is the speech that Professor Granger gave at Nobel Prize Awards 2004

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File URL: http://repositories.cdlib.org/cgi/viewcontent.cgi?article=1019&context=ucsdecon
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Paper provided by Department of Economics, UC San Diego in its series University of California at San Diego, Economics Working Paper Series with number 2004-02.

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Date of creation: 29 Sep 2004
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Handle: RePEc:cdl:ucsdec:2004-02

Note: oai:cdlib1.org:ucsdecon-1019
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Related research
Keywords: Time Series; co-integration;

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This paper has been announced in the following NEP Reports: References listed on IDEAS
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  1. Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July. [Downloadable!] (restricted)
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Cited by:
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  1. Bevilacqua, Franco, 2006. "Random walks and cointegration relationships in international parity conditions between Germany and USA for the Bretton-Woods period," UNU-MERIT Working Paper Series 016, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
  2. Bevilacqua, Franco, 2006. "Random walks and cointegration relationships in international parity conditions between Germany and USA for the post Bretton-Woods period," UNU-MERIT Working Paper Series 012, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
Statistics
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This page was last updated on 2009-11-17.

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