Clive Granger

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, then an academic, becoming a full professor for 22 years before leaving for UCSD in 1974. In 2004, the Economics and Geography Building in the University of Nottingham was renamed as Clive Granger Building in honour of his Nobel achievement.

His work has been principally concerned with econometric forecasting, and 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.

Selected Works

Co-integration and Error Correction: Representation, Estimation and Testing (with Robert Engle), Econometrica 55 (1987): 251-276.