In Memoriam, Sir Clive Granger 1934-2009

For several decades Clive Granger had close ties to Aarhus University. Many CREATES and Aarhus University faculty members were privileged to collaborate with Clive Granger over the years and at numerous occasions he hosted PhD students and faculty members from Aarhus during visits at University of California at San Diego. In September 2003 Clive Granger became an honorary doctor (Honoris Causa) at Aarhus University. Three weeks later he shared "The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel" with his colleague and collaborator Professor Robert Engle. Clive Granger remained active until his death. He served in CREATES' advisory board and a book on the modelling of non-linear economic time series is currently in press at Oxford University Press (with Timo Teräsvirta, Aarhus University, and Dag Tjöstheim, University of Bergen).

It is difficult to find fields and sub-fields of econometrics where Clive Granger did not contribute with significant research results. However, his main achievements relate to the development of the notion of Granger causality and the development of a theory for cointegrated time series and common stochastic trends for which he received the Nobel Prize.

Clive Granger was an exceptional person in all respects. He was one of the most creative and innovative econometricians ever and moreover, he was  generously sharing his research ideas and opinions with students and colleagues.

Clive will be missed as an intellectual capacity and as a kind, wonderful and charming person.


1 June 2009
Niels Haldrup


External links:
New York Times
Nobel Foundation