Useful Links / Further Reading

The Laureates

Robert F. Engle, New York University

Clive W. J. Granger, University of California, San Diego


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.



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 section
MLA style: Useful Links / Further Reading. Nobel Prize Outreach AB 2023. Tue. 5 Dec 2023. <>

Back to top Back To Top Takes users back to the top of the page

Streams during Nobel Week

Watch the 2023 Nobel Prize lectures, the Nobel Prize Concert, Nobel Week Dialogue, the prize award ceremonies in Oslo and Stockholm and Nobel Peace Prize Forum here at
Watch lectures and award ceremonies

Explore prizes and laureates

Look for popular awards and laureates in different fields, and discover the history of the Nobel Prize.