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Sir Clive Granger
Clive Granger by Olaf Storbeck.jpg
Clive Granger in 2008
Born (1934-09-04)4 September 1934
Swansea, Wales, U.K.
Died 27 May 2009(2009-05-27) (aged 74)
Nationality United Kingdom
Institution Erasmus University Rotterdam
University of California, San Diego
University of Nottingham
Field Financial economics
Econometrics
Alma mater University of Nottingham
Doctoral
advisor
Harry Pitt
Doctoral
students
Mark Watson
Tim Bollerslev
Influences David Hendry
Norbert Wiener
John Denis Sargan
Alok Bhargava
Contributions Cointegration
Granger causality
Autoregressive fractionally integrated moving average
Awards Nobel Memorial Prize in Economic Sciences (2003)
Information at IDEAS / RePEc

Sir Clive William John Granger ( 4 September 1934 – 27 May 2009) was a British econometrician known for his works to non-linear time series. He taught in Britain, at the University of Nottingham and in the United States, at the University of California, San Diego.

In 2003, Granger was awarded the Nobel Prize in Economic Sciences.

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