- Spectral Analysis of Economic Time Series, in association with M. Hatanaka, Princeton University Press, October 1964. (French translation: "Analyze spectrale des series temporelles en economie," Dunod, Paris 1969.)
- Predictability of Stock Market Prices, with O. Morgenstern, Heath and Co., Lexington, MA., November 1970.
- Speculation, Hedging and Forecasts of Commodity Prices, with W.C. Labys, Heath, and Co., December 1970. Japanese edition, 1976.
- Trading in Commodities, (Editor, plus author of three chapters), Woodhead-Faulkner, Cambridge, England in association with Investors Chronicle, 1974. Republished at Getting Started in London Commodities by Investor Publications, 1975. Third edition appeared 1980, fourth edition appeared 1983.
- Forecasting Economic Time Series, with Paul Newbold, Academic Press, March 1977. Second edition, October, 1986.
- Introduction to Bilinear Time Series Models, with A. Andersen, Vandenhoeck & Ruprect, Gottingen, 1978.
- Forecasting in Business and Economics, Academic Press, 1980. (Second edition 1989.) Chinese translation 1993. Japanese translation 1994.
- Modelling Economics Series: Readings in Econometric Methodology, Oxford University Press, 1990.
- Long Run Economic Relationships: Readings in Cointegration. Edited with R. Engle, Oxford University Press, 1991.
- Modelling Nonlinear Dynamic Relationships, with T. Teräsvirta. Oxford University Press, 1993.
- Empirical Modeling in Economics: Specification and Evaluation. Cambridge University Press, 1999.
- The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon with Lykke Andersen, Eustaquio Reis, Diana Weinhold, and Sven Wunder. Cambridge University Press, 2002.
Artikel
- Granger, C. W. J.: 1969, Investigating causal relations by econometric models and cross-spectral methods, Econometrica 37, 424—438.
- Granger, C. W. J.: 1981, Some properties of time series data and their use in econometric model specification, Journal of Econometrics 16, 121—130.
- Granger, C. W. J.: 2001, Spurious regressions in econometrics, in B. H. Baltagi (ed.), A Companion to Theoretical Econometrics, Blackwell, Oxford, pp.557–561.
- Granger, C. W. J. and Andersen, A. P.: 1978, Introduction to Bilinear Time Series Models, Vandenhoeck and Ruprecht, Göttingen.
- Granger, C. W. J. and Bates, J.: 1969, The combination of forecasts, Operations Research Quarterly 20, 451—468.
- Granger, C. W. J. and Hatanaka, M.: 1964, Spectral Analysis of Economic Time Series, Princeton University Press, Princeton, NJ.
- Granger, C. W. J. and Joyeux, R.: 1980, An introduction to long-memory time series models and fractional di:erencing, Journal of Time Series Analysis 1, 15—30.
- Granger, C. W. J. and Lee, T.-H.: 1990, Multicointegration, in G. F. Rhodes, Jr and T. B. Fomby (eds), Advances in Econometrics: Cointegration, Spurious Regressions and Unit Roots, JAI Press, New York, pp.17–84.
- Granger, C. W. J. and Morgenstern, O.: 1970, Predictability of Stock Market Prices, Heath, Lexington, MA.
- Granger, C. W. J. and Newbold, P.: 1974, Spurious regressions in econometrics, Journal of Econometrics 2, 111—120.
- Granger, C. W. J. and Swanson, N. R.: 1996, Further developments in the study of cointegrated variables, Oxford Bulletin of Economics and Statistics 58, 374—386.
- Granger, C.W. J. andWeiss, A. A.: 1983, Time series analysis of error-correction models, in S. Karlin, T. Amemiya and L. A. Goodman (eds), Studies in Econometrics, Time Series and Multivariate Statistics, in Honor of T.W. Anderson, Academic Press, San Diego, pp.255–278.