Clive Granger

Dari Wikipedia bahasa Indonesia, ensiklopedia bebas
Langsung ke: navigasi, cari
Clive W. J. Granger
Lahir 4 September 1934 (umur 79)
Swansea, Wales
Kebangsaan Britania Raya
Bidang Ekonomi
Alma mater Universitas Nottingham
Pembimbing
akademik
Harry Pitt
Mahasiswa
doktoral
Mark Watson
Dikenal atas kointegrasi
Kasualitas Granger
Differintegral
Penghargaan Penghargaan Nobel dalam Ekonomi tahun 2003

Sir Clive William John Granger (lahir di Swansea, 4 September 1934; umur 79 tahun) ialah seorang ekonom asal Wales, Britania Raya. Menerima Nobel Ekonomi pada tahun 2003 bersama dengan Robert Engle, "untuk metode analisis rangkaian waktu ekonomi dengan tren umum (kointegrasi).

Belajar di Universitas Nottingham, menerima gelar sarjana pada tahun 1955 dan doktor pada tahun 1959. Selama 22 tahun ia menghabiskan karier di Nottingham. Pada tahun 1974 ia pindah ke Universitas California, San Diego, tempatnya bekerja sampai kini.

Sekarang, ia berkarya di alma maternya dalam bidang demografi, prospek ekonomi, ekonomi keuangan dan metodologi.

Ia adalah anggota American Economic Association dan Western Economic Association, di mana antara tahun 2002-2003 ia menjabat sebagai pimpinannya.

Ia mendapatkan gelar doctor honoris causa dari sejumlah perguruan tinggi:

  1. - Universitas Loughborough, 2002
  2. - Sekolah Tinggi Ekonomi Stockholm, 1998
  3. - Universitas Carlos III Madrid, 1996
  4. - University of Nottingham, 1992

Buku[sunting | sunting sumber]

  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.

Artikel[sunting | sunting sumber]

  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.

Lihat pula[sunting | sunting sumber]