Further developments in the study of cointegrated variables

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Predictive ability with cointegrated variables (2001, unknown): “Granger, 1995; Granger and Swanson, 1996; Kuan andLiu, 1995), loss functions (e.g.”
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates (2006, methodology): “(the deviation from the long-run equilibrium) is measured by the stationary stochastic process (Granger 1986; Engle and Granger 1987).”
Informal self-employment and macroeconomic fluctuations (2010, background): “Although co-integration is sometimes given the economic interpretation of capturing “long run” relations, as Granger (1991) and Hakkio and Rush (1991) at core it is a statistical relationship existing among non-stationary series that can occur at any frequency or span.”
On Markov error‐correction models, with an application to stock prices and dividends (2004, methodology): “3 Examples include the nonlinear error-correction models discussed in Granger and Swanson (1996), threshold cointegration models (Balke and Fomby, 1997), smooth transition error-correction models (Michael et al.”
Macroeconomic determinants of Malaysian stock market (2009, methodology): “For instance, Granger (1986) has verified a long-term equilibrium existed between stock prices and macroeconomic variables via the co-integration approach.”