Welcome to the Granger Centre
The Granger Centre for Time Series Econometrics was established in December 2006 in The University of Nottingham's School of Economics to provide a research forum for the development and dissemination of new research initiatives in both theoretical and applied time series econometric analysis, including panel data methods.
The Centre is named in honour of Professor Sir Clive Granger (1934-2009) in recognition both of his invaluable contributions to the discipline of time series econometrics and his long association with The University of Nottingham.
Sir Clive, who was awarded the Nobel Prize in Economic Sciences in 2003, had a profound influence in the field of time series analysis over almost half a century, becoming one of the most prominent econometricians in the world.
He died on May 27, 2009, at Scripps Memorial Hospital in San Diego, California. He leaves a legacy of research and analysis that will continue to be important for years to come.
Key aims and expertise
The primary roles of the Granger Centre are to:
develop and encourage new research methods in time series specifically relevant to the detailed analysis of economic data
place strong emphasis on the use of rigorous theoretical, applied and computational research methods to answer questions of interest to academic and professional economists alike
facilitate rapid dissemination of new research in time series econometrics through a discussion paper programme, an annual themed conference, a workshop series and other occassional seminars
have active External Fellowship and International Visitor schemes and to encourage collaboration between these researchers and Internal Fellows
Recent discussion papers
- Yiannis Karavias and Elias Tzavalis propose panel data tests of the unit root hypothesis which can be applied in data which exhibit structural changes, non-linear trends, spatial and temporal dependence, while having only a small number of time series observations.
- July 2014
- David Harvey and Stephen Leybourne
- June 2014
View all discussion papers