Clive WJ Granger

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Clive Granger

Sir Clive William John Granger (born September 4, 1934 in Swansea , Wales - † May 27, 2009 ) was a British economist .

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Granger received his PhD from the University of Nottingham in 1959 . He was Professor of Economics at the University of California, San Diego , USA . On October 8, 2003, he was awarded the Nobel Prize in Economics for his work on “Methods for analyzing economic time series with mutually changing trends ( cointegration )” . The Royal Swedish Academy of Sciences named the relationship between wealth and consumption , exchange rates and price levels, or short-term and long-term interest rates as examples of the stationary time series investigated by Granger, which fluctuate only slightly around a given value .

He shared half of the Nobel Prize 2003 with Robert F. Engle , from New York University , USA, who received the award "for methods for analyzing economic time series with time-variable volatility ( ARCH )".

Furthermore, Granger is known for his concept of causality in econometrics (see Granger causality ).

In 2005, Clive Granger was knighted. Since 2003 he has been a corresponding member of the British Academy . He was also elected to the American Academy of Arts and Sciences in 1994.


  • Clive Granger , in: Internationales Biographisches Archiv 35/2009 from August 25, 2009, in the Munzinger archive ( beginning of article freely available)
  • David F. Hendry, Timo Teräsvirta: Clive William John Granger, 1934–2009 . In: Biographical Memoirs of Fellows of the British Academy . tape XII , 2013, p. 453-469 ( [PDF]).

Web links

Commons : Clive Granger  - collection of images, videos and audio files

Individual evidence

  1. ^ Deceased Fellows. British Academy, accessed June 3, 2020 .