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Economics and Finance
USA
2024

D-Index & Metrics

Economics and Finance

D-Index
119
Citations
225198
World Ranking
36
National Ranking
28

Research.com Recognitions

  • 2024 - Research.com Economics and Finance in United States Leader Award
  • 2003 - Nobel Memorial Prize laureates in Economics for methods of analyzing economic time series with common trends (cointegration)
  • 2003 - Nobel Prize for methods of analyzing economic time series with common trends (cointegration)
  • 2002 - Distinguished Fellow of the American Economic Association
  • 1987 - Fellow of John Simon Guggenheim Memorial Foundation

Overview

Clive W. J. Granger was affiliated with the University of California, San Diego in the United States. Their research primarily focused on economics, econometrics, and finance, specifically addressing topics within housing markets, urban transport, energy, environment, and financial literacy.

The scientist's body of work included publications in several key venues, notably:

  • SSRN Electronic Journal (4 publications)
  • Heliyon (1 publication)

Frequent co-authors collaborating with Clive W. J. Granger included Laurence Carleton, George Milunovich, Éric Girardin, Peter Abelson, and Raymond Li.

Their recent published papers covered a range of interdisciplinary subjects linking economic factors with environmental and urban dynamics. These papers included:

  • "Housing Prices and Rents in Australia 1980-2023: Facts, Explanations and Outcomes," 2023, SSRN Electronic Journal
  • "Income and energy consumption in Asia-Pacific countries - A panel cointegration analysis enhanced with common factors," 2021, Heliyon
  • "Rail Location Neighbourhoods: Proximity Premiums and Residential Sorting in the Sydney Metropolitan Area," 2021, SSRN Electronic Journal
  • "Rail Accessibility and Residential Property Values: Estimating Value Capture Potential," 2023, SSRN Electronic Journal
  • "Do Bubbles and Crashes Migrate within and from China?," 2024, SSRN Electronic Journal

Their research addressed several main and subfields of economy and social science, including:

  • Economics, Econometrics and Finance
  • Social Sciences
  • Economics and Econometrics
  • Finance
  • Transportation
  • Accounting
  • Renewable Energy, Sustainability and the Environment

The prominent topics that appeared across their works were:

  • Housing Market and Economics
  • Urban Transport and Accessibility
  • Housing, Finance, and Neoliberalism
  • Financial Literacy, Pension, Retirement Analysis
  • Energy, Environment, Economic Growth
  • Energy, Environment, and Transportation Policies
  • Environmental Impact and Sustainability

Throughout their career, Clive W. J. Granger received notable recognitions, including:

  • Nobel Memorial Prize in Economics (2003) for methods of analyzing economic time series with common trends (cointegration)
  • Nobel Prize (2003) with the same citation
  • Distinguished Fellow of the American Economic Association (2002)
  • Fellow of John Simon Guggenheim Memorial Foundation (1987)

Best Publications

  • Co-integration and Error Correction: Representation, Estimation and Testing

    Robert F. Engle;Clive W. J. Granger

  • Investigating Causal Relations by Econometric Models and Cross-Spectral Methods

    Clive W. J. Granger

  • Spurious regressions in econometrics

    C.W.J. Granger;P. Newbold

  • An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis

    M. Hashem Pesaran;Yongcheol Shin

  • The combination of forecasts

    J. M. Bates;C. W. J. Granger

  • Investigating causal relations by econometric models and cross-spectral methods

    C. W. J. Granger

  • AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

    C. W. J. Granger;Roselyne Joyeux

  • A long memory property of stock market returns and a new model

    Zhuanxin Ding;Clive W.J. Granger;Robert F. Engle

  • Some recent development in a concept of causality

    C.W.J. Granger

  • Developments in the study of cointegrated economic variables

    C. W. J. Granger

  • Some properties of time series data and their use in econometric model specification

    C.W.J. Granger

  • Modelling Non-Linear Economic Relationships

    Clive Granger;Timo Teräsvirta

  • Long memory relationships and the aggregation of dynamic models

    C. W. J. Granger

  • Forecasting Volatility in Financial Markets: A Review

    Ser Huang Poon;Clive W J Granger

  • Seasonal integration and cointegration

    Svend Hylleberg;Robert F. Engle;Clive W. J. Granger;Byung Sam Yoo

  • Testing for causality

    C.W.J. Granger

  • Modelling nonlinear economic relationships

    C. W. J. Granger;Timo Teräsvirta

  • Estimation of Common Long-Memory Components in Cointegrated Systems

    Jesus Gonzalo;Clive Granger

  • Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates

    Walter Enders;Clive W. J. Granger

  • Some properties of time series data and their use in econometric model specification

    C. W. J. Granger

  • Spurious regressions in econometrics

    C. W. J. Granger;P. Newbold

  • Modelling Nonlinear Economic Relationships.

    Sandra McKenzie;C. W. J. Granger;T. Terasvirta

Frequent Co-Authors

Robert F. Engle
Robert F. Engle New York University
Norman R. Swanson
Norman R. Swanson Rutgers, The State University of New Jersey
Eric Ghysels
Eric Ghysels University of North Carolina at Chapel Hill
Mark W. Watson
Mark W. Watson Princeton University
Sven Wunder
Sven Wunder European Forest Institute
Timo Teräsvirta
Timo Teräsvirta Aarhus University
Halbert White
Halbert White University of California, San Diego
Pierre L. Siklos
Pierre L. Siklos Wilfrid Laurier University
Allan Timmermann
Allan Timmermann University of California, San Diego
Richard T. Carson
Richard T. Carson University of California, San Diego

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