CLIVE W. J. GRANGER

2003 Nobel Laureate in Economics

for methods of analyzing economic time series with common trends (cointegration)

• Born: September 4, 1934
• Place of birth: Swansea, Wales, UK
• Citizenship: British Citizen
• Affiliation: University of California, San Diego
  • Address:
    Department of Economics
    University of California, San Diego
    9500 Gilman Drive
    La Jolla, CA 92093-0508
    USA
    
• E-mail: cgranger@ecsd.edu
• Education:
  • University of Nottingham, B.A. Mathematics, 1955
  • University of Nottingham, Ph.D. Statistics, 1959

• Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger by Robert F. Engle (Editor), Halbert White (Editor), C. W. J. Granger (Editor)
• Modelling Economic Series: Readings in Econometric Methodology by C.W.J. Granger (Editor)
• Forecasting Economic Time Series by Paul Newbold, C. W. J. Granger, Paul Newhold
• Books on Cointegration
• Books on Econometrics
• Books by Clive W. J. Granger

• Prize co-recipient: Robert F. Engle
• Home page at UCSD
• Official award announcement and background
• Information on research from the Nobel Foundation
• Advanced Information on research from the Nobel Foundation (PDF file)

  Search WWW Search The Nobel Prize Internet Archive

• Professor Granger's homepage (submitted by Abdulnasser Hatemi-J)
• methods of analyzing economic time series with common trends (cointegration) (submitted by Gil Koll)
• Clive W.J. Granger – Autobiography (submitted by Jim)
• Clive W.J. Granger Biography from Encyclopedia Britannica (submitted by www.britannica.com)
• Clive William John Granger - Biography (submitted by Lukas)
• Granger the method of cointegration (submitted by tom miller)

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