Clive W. J. Granger

Clive W. J. Granger
Lair	(1934-09-04) Sèptèmber 4, 1934 Swansea, Wales
Kabangsan	Karajan Manunggal
Babagan	Ékonomi
Alma mater	Universitas Nottingham
Doctoral advisor	Harry Pitt
Doctoral students	Mark Watson
Misuwur amarga	kointegrasi Kasualitas Granger Differintegral
Notable awards	Penghargaan Nobel dalam Ékonomi taun 2003

Sir Clive William John Granger (lair ing Swansea, 4 Sèptèmber 1934; umur 90 taun) inggih punika salah satunggaling ékonom asal Wales, Britania Raya. Pikantuk Penghargaan Nobel babagan Ékonomi nalika taun 2003 sareng kaliyan Robert Engle, "Kanggé metode analisis rerangkén wekdal ékonomi kaliyan trén umum (kointegrasi).

Sinau wonten ing Universitas Nottingham, pikantuk gelar sarjana nalika taun 1955 lan dhoktor nalika taun 1959. Sadangunipun 22 taun, piyambakipun nelasaken kariér wonten ing wewengkon Nottingham. Nalika taun 1974 piyambakipun pindhah dhateng Universitas California, San Diego, papanipun makarya dumugi sapunika.

Wekdal punika, piyambakipun makarya wonten ing almamateripun wonten ing babagan demografi, prospék ékonomi, ékonomi keuangan lan metodologi.

Piyambakipun minangka salah satunggaling anggota saking American Economic Association lan Western Economic Association, ing pundi antawising taun 2002-2003 piyambakipun njabat minangka pamimpinipun.

Piyambakipun pikantuk gelar doctor honoris causa saking sajumlah perguruan tinggi:

1. Universitas Loughborough, 2002
2. Sekolah Tinggi Ékonomi Stockholm, 1998
3. Universitas Carlos III Madrid, 1996
4. University of Nottingham, 1992

Buku

1. Spectral Analysis of Economic Time Series, in association with M. Hatanaka, Princeton University Press, October 1964. (French translation: "Analyze spectrale des series temporelles en economie," Dunod, Paris 1969.)
2. Predictability of Stock Market Prices, with O. Morgenstern, Heath and Co., Lexington, MA., November 1970.
3. Speculation, Hedging and Forecasts of Commodity Prices, with W.C. Labys, Heath, and Co., December 1970. Japanese edition, 1976.
4. Trading in Commodities, (Editor, plus author of three chapters), Woodhead-Faulkner, Cambridge, England in association with Investors Chronicle, 1974. Republished at Getting Started in London Commodities by Investor Publications, 1975. Third edition appeared 1980, fourth edition appeared 1983.
5. Forecasting Economic Time Series, with Paul Newbold, Academic Press, March 1977. Second edition, October, 1986.
6. Introduction to Bilinear Time Series Models, with A. Andersen, Vandenhoeck & Ruprect, Gottingen, 1978.
7. Forecasting in Business and Economics, Academic Press, 1980. (Second edition 1989.) Chinese translation 1993. Japanese translation 1994.
8. Modelling Economics Series: Readings in Econometric Methodology, Oxford University Press, 1990.
9. Long Run Economic Relationships: Readings in Cointegration. Edited with R. Engle, Oxford University Press, 1991.
10. Modelling Nonlinear Dynamic Relationships, with T. Teräsvirta. Oxford University Press, 1993.
11. Empirical Modeling in Economics: Specification and Evaluation. Cambridge University Press, 1999.
12. The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon with Lykke Andersen, Eustaquio Reis, Diana Weinhold, and Sven Wunder. Cambridge University Press, 2002.

Artikel

1. Granger, C. W. J.: 1969, Investigating causal relations by econometric models and cross-spectral methods, Econometrica 37, 424—438.
2. Granger, C. W. J.: 1981, Some properties of time series data and their use in econometric model specification, Journal of Econometrics 16, 121—130.
3. Granger, C. W. J.: 2001, Spurious regressions in econometrics, in B. H. Baltagi (ed.), A Companion to Theoretical Econometrics, Blackwell, Oxford, pp. 557–561.
4. Granger, C. W. J. and Andersen, A. P.: 1978, Introduction to Bilinear Time Series Models, Vandenhoeck and Ruprecht, Göttingen.
5. Granger, C. W. J. and Bates, J.: 1969, The combination of forecasts, Operations Research Quarterly 20, 451—468.
6. Granger, C. W. J. and Hatanaka, M.: 1964, Spectral Analysis of Economic Time Series, Princeton University Press, Princeton, NJ.
7. Granger, C. W. J. and Joyeux, R.: 1980, An introduction to long-memory time series models and fractional di:erencing, Journal of Time Series Analysis 1, 15—30.
8. Granger, C. W. J. and Lee, T.-H.: 1990, Multicointegration, in G. F. Rhodes, Jr and T. B. Fomby (eds), Advances in Econometrics: Cointegration, Spurious Regressions and Unit Roots, JAI Press, New York, pp. 17–84.
9. Granger, C. W. J. and Morgenstern, O.: 1970, Predictability of Stock Market Prices, Heath, Lexington, MA.
10. Granger, C. W. J. and Newbold, P.: 1974, Spurious regressions in econometrics, Journal of Econometrics 2, 111—120.
11. Granger, C. W. J. and Swanson, N. R.: 1996, Further developments in the study of cointegrated variables, Oxford Bulletin of Economics and Statistics 58, 374—386.
12. Granger, C.W. J. andWeiss, A. A.: 1983, Time series analysis of error-correction models, in S. Karlin, T. Amemiya and L. A. Goodman (eds), Studies in Econometrics, Time Series and Multivariate Statistics, in Honor of T.W. Anderson, Academic Press, San Diego, pp. 255–278.