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Clive Granger
Sign in to saveAlso known as Sir Clive William John Granger, C.W.J. Granger, C. W. J. Granger
British economist
Clive Granger was a British economist who made significant contributions to the field of econometrics, the statistical study of economic data. His work, particularly on time series analysis and methods for testing causal relationships between economic variables, became foundational tools that economists use to understand how different factors influence each other.
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Person · Open Library
- Works
- 2
Top works
- How to Achieve a Heaven on Earth
- Empirical Modelling in Economics
via Open Library + Wikidata
Recent publications · Crossref
5 total works indexed
- Co-Integration and Error Correction: Representation, Estimation, and Testing
· 1987 · cited 19,143x
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
· 1969 · cited 16,650x
- Critical Review of rate constants for reactions of hydrated electrons, hydrogen atoms and hydroxyl radicals (⋅OH/⋅O− in Aqueous Solution
· 1988 · cited 10,947x
- The Sequence of the Human Genome
· 2001 · cited 10,177x
- Dementia prevention, intervention, and care: 2020 report of the Lancet Commission
· 2020 · cited 8,887x
via Crossref · CC0
Key facts
- Born
- ( 1934-09-04 ) 4 September 1934, Swansea , Wales, U.K.
- Died
- 27 May 2009 (2009-05-27) (aged 74), San Diego , California , U.S.
- Education
- University of Nottingham
- Doctoral advisor
- Harry Pitt
- Influences
- David Hendry , Norbert Wiener , John Denis Sargan , Alok Bhargava
- Discipline
- Financial economics , Econometrics
- Institutions
- Erasmus University Rotterdam , University of California, San Diego , University of Nottingham
- Doctoral students
- Heather M. Anderson Tim Bollerslev Kuan Chung-ming Mark Watson
- Notable ideas
- Cointegration , Granger causality , Autoregressive fractionally integrated moving average
- Awards
- Nobel Memorial Prize in Economic Sciences (2003)
- Website
- Information at IDEAS / RePEc
via Wikipedia infobox
Wikidata facts
- Image
- Clive Granger by Olaf Storbeck.jpg
Show 4 more facts
- Commons category
- Clive Granger
- date of birth
- 1934-09-04
- date of death
- 2009-05-27
- name in native language
- Sir Clive William John Granger
via Wikidata · CC0
~8 min read
Article
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.
Biography