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).
Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III, December 11, 2003. Interviewers are Professor Karl-Gustaf Löfgren, Umeå University, and Assistant Professor Anne-Sophie Crépin, Stockholm University.
The Laureates talk about their different backgrounds and studies, how a day at work may look like (4:48), how they made their discovery (7:47), the developments in econometrics (13:32) and about their respective hobbies and family life (19:02).