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The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2003
Robert F. Engle III, Clive W.J. Granger

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Useful Links / Further Reading

The Laureates
Robert F. Engle, New York University
Clive W. J. Granger, University of California, San Diego
 
ARCH
Engle, R.F., “GARCH101: The Use of ARCH/GARCH Models in Applied Econometrics,” Journal of Economic Perspectives, Vol. 15, No. 4, Fall 2001, pp. 157–168.
Poon, S-H., and C.W.J. Granger, “Forecasting Financial Market Volatility,” Journal of Economic Literature, Vol. 41, No. 2, June 2003, pp. 478–539.
 
Cointegration
Granger, C.W.J., “Developments in the Study of Cointegrated Variables”, Oxford Bulletin of Economics and Statistics, Vol. 48, 1986, pp. 213–228.
Murray, M.P., “A Drunk and her Dog: An Illustration of Cointegration and Error Correction”, The American Statistician, Vol. 48, No.1, Feb 1994, pp. 37–39.
Phillips, P.C.B., “ET Interview: Clive Granger”, Econometric Theory, Vol. 13, 1997, pp. 253–304.

 

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MLA style: "The Prize in Economics 2003 - Further Reading". Nobelprize.org. Nobel Media AB 2014. Web. 25 Jul 2014. <http://www.nobelprize.org/nobel_prizes/economic-sciences/laureates/2003/ecoreading.html>

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This Prize was established in memory of Alfred Nobel.