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Clive W.J. Granger

AKA Clive William John Granger

Born: 4-Sep-1934
Birthplace: Swansea, Wales
Died: 27-May-2009
Location of death: San Diego, CA
Cause of death: unspecified

Gender: Male
Race or Ethnicity: White
Sexual orientation: Straight
Occupation: Economist

Nationality: Wales
Executive summary: Granger causality

Clive W.J. Granger and Robert F. Engle III were jointly awarded the Nobel Prize in Economics in 2003, for developing "methods of analyzing economic time series with time-varying volatility or common trends". Granger also pioneered the concepts of cointegration and 'Granger-causality', now considered fundamentals of econometrics.

Father: Edward John Granger (jam salesman)
Mother: Evelyn Granger
Wife: Patricia Granger (m. 1960, until his death, one son, one daughter)
Son: Mark William John Granger (software designer, b. circa 1964)
Daughter: Claire Amanda Jane Granger (biologist, b. circa 1968)

    High School: Hills Road Sixth Form College, Cambridge, UK
    High School: West Bridgeford Grammar School, London, UK (1951)
    University: BA Mathematics, University of Nottingham (1955)
    University: PhD Statistics, University of Nottingham (1959)
    Teacher: Statistics, University of Nottingham (1959-66)
    Scholar: Economics, Princeton University (1959-60)
    Professor: Applied Statistics and Econometrics, University of Nottingham (1966-74)
    Professor: Economics, University of California at San Diego (1974-2009)

    Guggenheim Fellowship 1988
    Nobel Prize for Economics 2003 (with Robert F. Engle III)
    Knight of the British Empire 2005
    American Academy of Arts and Sciences
    American Economic Association
    British Academy Corresponding Fellow (2002)
    Econometric Society
    Western Economic Association President (2002-03)
    English Ancestry

Official Website:

Author of books:
Spectral Analysis in Economic Time Series (1969, with Michio Hatanaka)
Forecasting Economic Time Series (1977, with Paul Newbold)
Empirical Modeling in Economics: Specification and Evaluation (1999)
Essays in econometrics: Collected Papers (2001)

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