- Forecasting Economic Time Series (Economic theory and mathematical economics)
- Forecasting in Business and Economics, Second Edition (Economic Theory, Econometrics, and Mathematical Economics) (Economic Theory, Econometrics, and Mathematical Economics)
- Empirical Modelling in Economics: Specification and Evaluation
- Trading in Commodities
- Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs)