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1969 2012
Prize category:
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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
The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2003
Nobel Prize Award Ceremony
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. |
TO CITE THIS PAGE:
MLA style: "The Prize in Economics 2003 - Further Reading". Nobelprize.org. 18 May 2013 http://www.nobelprize.org/nobel_prizes/economics/laureates/2003/ecoreading.html
MLA style: "The Prize in Economics 2003 - Further Reading". Nobelprize.org. 18 May 2013 http://www.nobelprize.org/nobel_prizes/economics/laureates/2003/ecoreading.html