Clive W. J. Granger

Clive W. J. Granger

clive w j granger - Wikilingue - Encydia

Clive W. J. Granger (1934-2009) é um economista britânico. Recebeu o Prêmio Nobel de Economia no ano 2003 compartilhado com Robert F. Engle, “por ter desenvolvido métodos de análise temporários com tendências comuns (cointegración)”.

Estudou na Universidade de Nottingham, acabando sua graduado no ano 1955 e seu doctorado no ano 1959. Desde seu graduación ocupou diversos postos em diferentes departamentos (matemáticas, economia e econometría). No ano 1974 foi-se à Universidade de Califórnia, em San Diego, onde segue desempenhando trabalhos na actualidade.

Também tem trabalhado em campos como a demografía, prospección económica, economia financeira e metodología.

Pertence à “American Economic Association” e à “Western Economic Association”, sendo seu presidente no período 2002-2003.

Tem sido nomeado doutor “honoris causa” pelas seguintes universidades:

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

Livros

1. - Spectral Analysis of Economic Time Séries, in association with M. Hatanaka, Princeton University Press, October 1964. (French translation: "Analyze spectrale dês séries temporelles em economie," Dunod, Paris 1969.)
2. - Predictability of Estoque Market Prices, with Ou. 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 Séries, with Paul Newbold, Academic Press, March 1977. Second edition, October, 1986.
6. - Introduction to Bilinear Time Séries 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 Séries: 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.

Artigos destacados

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 séries 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 Séries 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 Séries, Princeton University Press, Princeton, NJ.
7. - Granger, C. W. J. and Joyeux, R.: 1980, An introduction to long-memory time séries models and fractional dei:erencing, Journal of Time Séries Analysis 1, 15—30.
8. - Granger, C. W. J. and Lê, 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, Ou.: 1970, Predictability of Estoque 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 variáveis, Oxford Bulletin of Economics and Statistics 58, 374—386.
12. - Granger, C.W. J. andWeiss, A. A.: 1983, Time séries analysis of erro-correction models, in S. Karlin, T. Amemiya and L. A. Goodman (eds), Studies in Econometrics, Time Séries and Multivariate Statistics, in Honra of T.W. Anderson, Academic Press, San Diego, pp. 255—278.

• Causalidad de Grangerpnb:کلو گرینجر

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