Interview with Professor Clive W.J. Granger at the 3rd Meeting in Economic Sciences in Lindau, Germany, August 2008. The interviewer is Adam Smith, Editor-in-Chief of Nobelprize.org. Clive Granger discusses being awarded the Prize in Economic Sciences, retirement and his subsequent research in long term forecasting. He then recalls his early education (4:23), explaining why his PhD topic was in Economic Time Series (7:11), how this work parlays into other academic fields (10:31), his decision to move to the University of California (19:17), and the atmosphere there which helped galvanized his discovery of cointegration (25:29). He concludes by listing what he perceives to be the new frontiers of economic research (29:23).
Credits: Ladda Productions AB (camera)
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The Prize in Economic Sciences 2003