Clive W.J. Granger

著者について

Clive W.J. Granger was a renowned economist, best known for his work in time series analysis and for developing methodologies that have greatly influenced econometrics. Born in Oxford, England, Granger pursued an academic career that would lead him to significant contributions in the fields of economic forecasting and the study of economic relationships over time. His innovative approaches helped researchers and policymakers better understand the complexities of economic data, particularly in the context of nonlinear dynamics.

Granger's work earned him the Nobel Memorial Prize in Economic Sciences in 2003, a testament to his impact on the field. He is perhaps most famous for the Granger causality concept, which provides a statistical hypothesis test to determine whether one time series can predict another. Throughout his career, Granger published numerous influential papers and books, establishing himself as a key figure in econometrics and time series analysis.