The New Palgrave Dictionary of Economics

2018 Edition
| Editors: Macmillan Publishers Ltd

Granger, Clive W. J. (1934–2009)

  • Timo Teräsvirta
Reference work entry


Granger, Clive William John, born 4 September 1934, Swansea, Wales. British citizen, knighted in the 2005 New Year’s Honours. Emeritus Professor of Economics, University of California, San Diego. Degrees: BA, University of Nottingham 1955, Ph.D., University of Nottingham 1959. Career: Lecturer, then Professor of Applied Statistics and Econometrics, University of Nottingham, 1956–73; Professor of Economics, University of California, San Diego, 1974–2003. Honours and awards: Fellow, Econometric Society 1972; Fellow, American Academy of Arts and Sciences 1994; Fellow, International Institute of Forecasters 1996; Foreign member, Finnish Society of Sciences and Letters 1997; Corresponding Fellow, British Academy 2002; Distinguished Fellow of American Economic Association 2002; Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 2003 ‘for methods of analyzing economic time series with common trends (cointegration)’. Honorary degrees: University of Nottingham, Universidad Carlos III de Madrid, Stockholm School of Economics, University of Loughborough, Aarhus University, Aristotle University.


Cointegration Conditional variance models Degree of integration Econometrics Forecasting Fractional integration GARCH models Granger representation theorem Granger, C.W. J. Granger-causality Haavelmo, T. Long memory models Maximum likelihood Nonlinear time series Non-stationary variables Reduced rank regression Spectral analysis Spurious regressions Time series analysis Vector autoregressions 

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© Macmillan Publishers Ltd. 2018

Authors and Affiliations

  • Timo Teräsvirta
    • 1
  1. 1.