Granger Clive W.J.

Clive W.J. Granger

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Found 8 papers in total
Linking series generated at different frequencies
Linking series generated at different frequencies
2008
This is a report on our studies of the systematical use of mixed-frequency datasets....
Comparing forecasts of inflation using time distance
Comparing forecasts of inflation using time distance
2003
When considering the relative quality of forecasts the method of comparison is...
Efficient market hypothesis and forecasting
Efficient market hypothesis and forecasting
2004
The efficient market hypothesis gives rise to forecasting tests that mirror those...
Economic and statistical measures of forecast accuracy
Economic and statistical measures of forecast accuracy
2000
This paper argues in favour of a closer link between the decision and the forecast...
Modelling the absolute returns of different stock indices: Exploring the forecastability of an alternative measure of risk
Modelling the absolute returns of different stock indices: Exploring the forecastability of an alternative measure of risk
2000
Conventional measures of the risk of a financial asset make use of the unobserved...
Short-run forecasts of electricity loads and peaks
Short-run forecasts of electricity loads and peaks
1997
This paper reports on the design and implementation of a short-run forecasting model...
The combination of forecasts using changing weights
The combination of forecasts using changing weights
1994
This paper considers the combination of forecasts using changing weights derived from...
Forecasting stock market prices: Lessons for forecasters
Forecasting stock market prices: Lessons for forecasters
1992
In recent years a variety of models which apparently forecast changes in stock market...
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