File:Clive_Granger_by_Olaf_Storbeck_(3x4_cropped).jpg · Wikimedia Commons · See Wikimedia Commons
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.
AI-generated from the Wikipedia summary — may contain errors.
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
Nobel Prize
- The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel2003
“for methods of analyzing economic time series with common trends (cointegration)”
Shared · 1/2 portion
Wikidata facts
- Instance of
- human
- Gender
- male
- Citizenship
- United Kingdom
- Place of birth
- Swansea
- Place of death
- La Jolla
- Employer
- University of Nottingham
- Languages spoken
- English language
- Noble title
- Knight Bachelor
- Doctoral advisor
- Harry Pitt
- Field of work
- econometrics
- Image
- Clive Granger by Olaf Storbeck.jpg
Show 7 more facts
- Commons category
- Clive Granger
- date of birth
- 1934-09-04
- date of death
- 2009-05-27
- member of
- Econometric Society
- name in native language
- Sir Clive William John Granger
- maintained by WikiProject
- WikiProject Mathematics
- interested in
- economics
via Wikidata · CC0
~8 min read
Encyclopedic overview
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
Excerpted from Wikipedia’s “Clive Granger” article, available under the CC BY-SA 4.0 licence.