Clive Granger

Sir Clive William John Granger (1934 to 2009) was a British econometrician known for his contributions to nonlinear time series analysis. He taught in Britain at the University of Nottingham and later in the United States at the University of California, San Diego. In 2003 he was awarded the Nobel Memorial Prize in Economic Sciences, shared with Robert F. Engle, in recognition of the work the two had done on the analysis of time series data. That work fundamentally changed the way economists analyse financial and macroeconomic data. He was born on 4 September 1934 and died on 27 May 2009.