| Co-integration and error correction: representation, estimation, and testing RF Engle, CWJ Granger Econometrica: journal of the Econometric Society, 251-276, 1987 | 53779 | 1987 |
| Investigating causal relations by econometric models and cross-spectral methods CWJ Granger Econometrica: journal of the Econometric Society, 424-438, 1969 | 36074 | 1969 |
| Spurious regressions in econometrics CWJ Granger, P Newbold Journal of econometrics 2 (2), 111-120, 1974 | 11691 | 1974 |
| Some recent development in a concept of causality CWJ Granger Journal of econometrics 39 (1-2), 199-211, 1988 | 5337* | 1988 |
| A long memory property of stock market returns and a new model Z Ding, CWJ Granger, RF Engle Journal of empirical finance 1 (1), 83-106, 1993 | 5280 | 1993 |
| The combination of forecasts JM Bates, CWJ Granger Journal of the operational research society 20 (4), 451-468, 1969 | 5128 | 1969 |
| Forecasting economic time series CWJ Granger, P Newbold Academic press, 2014 | 5089 | 2014 |
| An introduction to long‐memory time series models and fractional differencing CWJ Granger, R Joyeux Journal of time series analysis 1 (1), 15-29, 1980 | 5011 | 1980 |
| Some properties of time series data and their use in econometric model specification CWJ Granger Journal of econometrics 16 (1), 121-130, 1981 | 4418 | 1981 |
| Developments in the study of cointegrated economic variables. CWJ Granger Oxford Bulletin of Economics & Statistics 48 (3), 1986 | 4394 | 1986 |
| Modelling nonlinear economic relationships CWJ Granger Oxford University Press, 1993 | 3881 | 1993 |
| Testing for causality: A personal viewpoint CWJ Granger Journal of Economic Dynamics and control 2, 329-352, 1980 | 2986 | 1980 |
| Forecasting volatility in financial markets: A review SH Poon, CWJ Granger Journal of economic literature 41 (2), 478-539, 2003 | 2856 | 2003 |
| Seasonal integration and cointegration S Hylleberg, RF Engle, CWJ Granger, BS Yoo Journal of econometrics 44 (1-2), 215-238, 1990 | 2360 | 1990 |
| Long memory relationships and the aggregation of dynamic models CWJ Granger Journal of econometrics 14 (2), 227-238, 1980 | 2123 | 1980 |
| Estimation of common long-memory components in cointegrated systems J Gonzalo, C Granger Journal of Business & Economic Statistics 13 (1), 27-35, 1995 | 1896 | 1995 |
| Unit-root tests and asymmetric adjustment with an example using the term structure of interest rates W Enders, CWJ Granger Journal of Business & Economic Statistics 16 (3), 304-311, 1998 | 1860 | 1998 |
| Improved methods of combining forecasts CWJ Granger, R Ramanathan Journal of forecasting 3 (2), 197-204, 1984 | 1660 | 1984 |
| Semiparametric estimates of the relation between weather and electricity sales RF Engle, CWJ Granger, J Rice, A Weiss Journal of the American statistical Association 81 (394), 310-320, 1986 | 1480 | 1986 |
| A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ CWJ Granger, BN Huangb, CW Yang The Quarterly Review of Economics and Finance 40 (3), 337-354, 2000 | 1400 | 2000 |
