Perspectives on Econometrics and Applied Economics : A Tribute to Sir Clive Granger (Hardcover)

1. Introduction: Special issue in honour of Clive Granger M. P. Taylor  2. Conference keynote: The Applied Economics journals: a personal reflection Sir C. W. J. Granger  3. Modelling the Phillips curve with unobserved components A. Harvey  4. Revisiting UK consumers’ expenditure: cointegration, breaks and robust forecasts D. F. Hendry  5. Combining forecasts ? forty years later K. F. Wallis  6. Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators N. A. Armah and N. R. Swanson  7. Does news on real Chinese GDP growth impact stock markets? P. H. Franses and H. Mees  8. Stylized facts of return series, robust estimates and three popular models of volatility T. Terasvirta and Z. Zhao  9. The euro introduction and noneuro currencies D. van Dijk, H. Munandar and C. M. Hafner