'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 The book is highly recommended as a reference for researchers on many important topics such as forecasting, non-linearity, causality, co-integration and long-memory. And it can also serve as a resource for applications of time series modeling to econometrics for practitioners. Mathematical Reviews