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
Clive W. J. Granger mainly investigates Econometrics, Series, Cointegration, Applied mathematics and Mathematical economics. His Econometrics study combines topics in areas such as Statistics, Time series and Autocorrelation. His biological study spans a wide range of topics, including Test, Score test, Moving average, Artificial neural network and Spectrum.
Clive W. J. Granger has included themes like Autoregressive fractionally integrated moving average, Long memory, Function, Linear function and White noise in his Applied mathematics study. His research investigates the link between Error correction model and topics such as Vector autoregression that cross with problems in Unit root test. His work deals with themes such as Autoregressive model and Portfolio, which intersect with Unit root.
His main research concerns Econometrics, Series, Cointegration, Statistics and Nonlinear system. His Econometrics study combines topics from a wide range of disciplines, such as Bivariate analysis and Mathematical economics. His Series research incorporates themes from Statistical physics, Applied mathematics and Time series.
His work in Cointegration addresses subjects such as Error detection and correction, which are connected to disciplines such as Error correction model. His specific area of interest is Statistics, where he studies Autocorrelation. His Moving average research extends to the thematically linked field of Autoregressive model.
Clive W. J. Granger focuses on Econometrics, Volatility, Financial economics, Amazon rainforest and Conditional probability distribution. His Econometrics research includes themes of Bivariate analysis, Statistics and Series. His work focuses on many connections between Volatility and other disciplines, such as Financial market, that overlap with his field of interest in Working hypothesis, Valuation of options and Long memory.
His Amazon rainforest study integrates concerns from other disciplines, such as Deforestation, Econometric model, Public policy and Environmental protection. His Conditional probability distribution research also works with subjects such as
His primary areas of study are Econometrics, Volatility, Financial economics, Series and Time series. While working in this field, Clive W. J. Granger studies both Econometrics and Market activity. His study in the fields of Portfolio and Diversification under the domain of Financial economics overlaps with other disciplines such as Risk level and As is.
The various areas that Clive W. J. Granger examines in his Series study include Bivariate analysis, Measure, Positive economics, Variety and Estimation. His Time series research incorporates elements of Statistical hypothesis testing, Mathematical economics, Outlier, Conditional probability distribution and Conditional expectation. His Autoregressive model research is multidisciplinary, relying on both Curse of dimensionality, Aggregate, Efficiency and A priori and a posteriori.
This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.
Co-integration and error correction: representation, estimation and testing
Robert F. Engle;C. W. J. Granger.
Investigating Causal Relations by Econometric Models and Cross-Spectral Methods.
C. W. J. Granger.
Spurious regressions in econometrics
C. W. J. Granger;P. Newbold.
Journal of Econometrics (1974)
AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
C. W. J. Granger;Roselyne Joyeux.
Journal of Time Series Analysis (1980)
A long memory property of stock market returns and a new model
Zhuanxin Ding;Clive W. J. Granger;Robert F. Engle.
Journal of Empirical Finance (1993)
Some recent development in a concept of causality
Journal of Econometrics (1988)
The Combination of Forecasts
J. M. Bates;C. W. J. Granger.
Journal of the Operational Research Society (1969)
Developments in the study of cointegrated economic variables
C. W. J. Granger.
Oxford Bulletin of Economics and Statistics (2001)
Some properties of time series data and their use in econometric model specification
C. W. J. Granger.
Journal of Econometrics (1981)
Modelling Non-Linear Economic Relationships
Clive Granger;Timo Teräsvirta.
Research Papers in Economics (1993)
Profile was last updated on December 6th, 2021.
Research.com Ranking is based on data retrieved from the Microsoft Academic Graph (MAG).
The ranking h-index is inferred from publications deemed to belong to the considered discipline.
If you think any of the details on this page are incorrect, let us know.
We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below: