This book, and its companion volume in the Econometric Society Monographs series (ESM number 32), present a collection of papers by Clive W. J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades and touch on all aspects of time series analysis. The papers assembled in this volume explore topics in causality, integration and cointegration, and long memory. Those in the companion volume investigate themes in causality, integration and cointegration, and long memory. The two volumes contain the original articles as well as an introduction written by the editors.

These are econometrician Clive W. J. Granger's major essays in causality, integration, cointegration, and long memory.
Reviews
'Re-reading all these contributions is fascinating and eye-opening on the fundamental effect that Granger had on research in economics. ... this book constitutes a highly recommendable addition to your bookshelf.' De Economist



Book Information
ISBN 9780521796491
Author Clive W. J. Granger
Format Paperback
Page Count 398
Imprint Cambridge University Press
Publisher Cambridge University Press
Weight(grams) 530g
Dimensions(mm) 231mm * 136mm * 22mm