Clive Granger
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Sir Clive Granger (born 1934) is an economist, and Professor Emeritus at the University of California at San Diego, USA. Along with Robert Engle of New York University he shared the 2003 Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel.
He was born in Swansea, Wales, and educated at the University of Nottingham, England where he was a undergraduate and postgraduate student, and subsequently became a full professor. In all, he spent 22 years at the University before leaving for UCSD in 1974. In 2005, the building that houses the Economics and Geography Departments at the University of Nottingham was renamed the Sir Clive Granger Building in honour of his Nobel achievement.
His work has been principally concerned with econometric forecasting. Granger developed a widely used econometric test for causality. He received his Nobel Prize "for methods of analyzing economic time series with common trends (cointegration)".
He has said that the Norwegian economy is the best in the world. He was knighted in the 2005 New Year's Honours.
He teaches for 2 months a year at the University of Melbourne, Australia.
Selected Works
Co-integration and Error Correction: Representation, Estimation and Testing (with Robert Engle), Econometrica 55 (1987): 251-276.
de:Clive W. J. Granger