Clive W. J. Granger

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Clive Granger

Clive W. J. Granger (1934-2009) es un economista británico. Recibió el Premio Nobel de Economía en el año 2003 compartido con Robert F. Engle, “por haber desarrollado métodos de análisis temporales con tendencias comunes (cointegración)”.

Estudió en la Universidad de Nottingham, acabando su graduado en el año 1955 y su doctorado en el año 1959. Desde su graduación ocupó diversos puestos en distintos departamentos (matemáticas, economía y econometría). En el año 1974 se fue a la Universidad de California, en San Diego, donde sigue desempeñando trabajos en la actualidad.

También ha trabajado en campos como la demografía, prospección económica, economía financiera y metodología.

Pertenece a la “American Economic Association” y a la “Western Economic Association”, siendo su presidente en el período 2002-2003.

Ha sido nombrado doctor “honoris causa” por las siguientes universidades:

  1. - University of Loughborough, 2002
  2. - Stockholm School of Economics, 1998
  3. - Universidad Carlos III de Madrid, 1996
  4. - University of Nottingham, 1992


Libros[editar]

  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.

Artículos destacados[editar]

  1. - Granger, C. W. J.: 1969, Investigating causal relations by econometric models and cross-spectral methods, Econometrica 37, 424—438.
  2. - Granger, C. W. J.: 1981, Some properties of time series data and their use in econometric model specification, Journal of Econometrics 16, 121—130.
  3. - Granger, C. W. J.: 2001, Spurious regressions in econometrics, in B. H. Baltagi (ed.), A Companion to Theoretical Econometrics, Blackwell, Oxford, pp. 557—561.
  4. - Granger, C. W. J. and Andersen, A. P.: 1978, Introduction to Bilinear Time Series Models, Vandenhoeck and Ruprecht, Göttingen.
  5. - Granger, C. W. J. and Bates, J.: 1969, The combination of forecasts, Operations Research Quarterly 20, 451—468.
  6. - Granger, C. W. J. and Hatanaka, M.: 1964, Spectral Analysis of Economic Time Series, Princeton University Press, Princeton, NJ.
  7. - Granger, C. W. J. and Joyeux, R.: 1980, An introduction to long-memory time series models and fractional di:erencing, Journal of Time Series Analysis 1, 15—30.
  8. - Granger, C. W. J. and Lee, T.-H.: 1990, Multicointegration, in G. F. Rhodes, Jr and T. B. Fomby (eds), Advances in Econometrics: Cointegration, Spurious Regressions and Unit Roots, JAI Press, New York, pp. 17—84.
  9. - Granger, C. W. J. and Morgenstern, O.: 1970, Predictability of Stock Market Prices, Heath, Lexington, MA.
  10. - Granger, C. W. J. and Newbold, P.: 1974, Spurious regressions in econometrics, Journal of Econometrics 2, 111—120.
  11. - Granger, C. W. J. and Swanson, N. R.: 1996, Further developments in the study of cointegrated variables, Oxford Bulletin of Economics and Statistics 58, 374—386.
  12. - Granger, C.W. J. andWeiss, A. A.: 1983, Time series analysis of error-correction models, in S. Karlin, T. Amemiya and L. A. Goodman (eds), Studies in Econometrics, Time Series and Multivariate Statistics, in Honor of T.W. Anderson, Academic Press, San Diego, pp. 255—278.