2003
Clive Granger
Picture
(1934 - 2009)
Nationality
UK
Area of specialisation
Econometrics
Price Motivation
For methods of analysing economic time series with common trends (Co -integration)
Affiliation at the time of Award
University of California
CONTRIBUTION
1 Developed and applied new statistical methods, based on so called “co- integration”, to differentiate between, and combine the analysis of, short term fluctuations and long term trends.
PUBLICATIONS
1 The typical spectral shape of an economic variable (1966) 2 The combination of Forecasts(1969) 3 Investigating casual relations by econometric models and cross-spectral methods(1969)