Clive Granger

Sir Clive Granger
Clive Granger in 2008
Born(1934-09-04)4 September 1934
Swansea, Wales, U.K.
Died27 May 2009(2009-05-27) (aged 74)
NationalityBritish
EducationUniversity of Nottingham
Academic career
InstitutionErasmus University Rotterdam
University of California, San Diego
University of Nottingham
FieldFinancial economics
Econometrics
Doctoral
advisor
Harry Pitt
Doctoral
students
Mark Watson
Tim Bollerslev
InfluencesDavid Hendry
Norbert Wiener
John Denis Sargan
Alok Bhargava
ContributionsCointegration
Granger causality
Autoregressive fractionally integrated moving average
AwardsNobel Memorial Prize in Economic Sciences (2003)
Information at IDEAS / RePEc

Sir Clive William John Granger (/ˈɡrnər/; 4 September 1934 – 27 May 2009) was a British econometrician known for his contributions to nonlinear time series analysis.[1] He taught in Britain, at the University of Nottingham and in the United States, at the University of California, San Diego. Granger was awarded the Nobel Memorial Prize in Economic Sciences in 2003 in recognition of the contributions that he and his co-winner, Robert F. Engle, had made to the analysis of time series data. This work fundamentally changed the way in which economists analyse financial and macroeconomic data.[2]

  1. ^ Teräsvirta, Timo (2017). "Sir Clive Granger s contributions to nonlinear time series and econometrics" (PDF). {{cite journal}}: Cite journal requires |journal= (help)
  2. ^ "Two Professors, Collaborators in Econometrics, Win the Nobel". The New York Times. 9 October 2003.

From Wikipedia, the free encyclopedia · View on Wikipedia

Developed by Nelliwinne