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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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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
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Key facts
- Born
- ( 1934-09-04 ) 4 September 1934, Swansea , Wales, U.K.
- Died
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.
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1934 births2009 deaths20th-century British economists20th-century British statisticians20th-century Welsh mathematicians21st-century statisticians21st-century Welsh mathematiciansAcademics of the University of NottinghamAlumni of the University of NottinghamBritish expatriates in the United StatesBritish Nobel laureatesCorresponding fellows of the British Academy