Clive Granger

Clive W. J. Granger
Clive Granger by Olaf Storbeck.jpg
Lahir4 September 1934 (umur 83)
Swansea, Wales
KebangsaanBritania Raya
BidangEkonomi
Alma materUniversitas Nottingham
Pembimbing doktoralHarry Pitt
Mahasiswa doktoralMark Watson
Dikenal karenakointegrasi
Kasualitas Granger
Differintegral
PenghargaanPenghargaan Nobel dalam Ekonomi tahun 2003

Sir Clive William John Granger (lahir di Swansea, 4 September 1934; umur 83 tahun) ialah seorang ekonom asal Wales, Britania Raya. Menerima Nobel Ekonomi pada tahun 2003 bersama dengan Robert Engle, "untuk metode analisis rangkaian waktu ekonomi dengan tren umum (kointegrasi).

Belajar di Universitas Nottingham, menerima gelar sarjana pada tahun 1955 dan doktor pada tahun 1959. Selama 22 tahun ia menghabiskan karier di Nottingham. Pada tahun 1974 ia pindah ke Universitas California, San Diego, tempatnya bekerja sampai kini.

Sekarang, ia berkarya di alma maternya dalam bidang demografi, prospek ekonomi, ekonomi keuangan dan metodologi.

Ia adalah anggota American Economic Association dan Western Economic Association, di mana antara tahun 2002-2003 ia menjabat sebagai pimpinannya.

Ia mendapatkan gelar doctor honoris causa dari sejumlah perguruan tinggi:

  1. - Universitas Loughborough, 2002
  2. - Sekolah Tinggi Ekonomi 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.
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