Clive Granger
Sir Clive Granger | |
|---|---|
Granger in 2008 | |
| Born | 4 September 1934 Swansea, Wales, U.K. |
| Died | 27 May 2009 (aged 74) San Diego, California, U.S. |
| Nationality | British |
| Academic background | |
| Education | University of Nottingham |
| Doctoral advisor | Harry Pitt |
| Influences | David Hendry Norbert Wiener John Denis Sargan Alok Bhargava |
| Academic work | |
| Discipline | Financial economics Econometrics |
| Institutions | Erasmus University Rotterdam University of California, San Diego University of Nottingham |
| Doctoral students | Mark Watson Tim Bollerslev |
| Notable ideas | Cointegration Granger causality Autoregressive fractionally integrated moving average |
| Awards | Nobel Memorial Prize in Economic Sciences (2003) |
| Website | |
Sir Clive William John Granger (/ˈɡreɪndʒər/; 4 September 1934 – 27 May 2009) was a British econometrician known for his contributions to nonlinear time series analysis. 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.