The Granger Centre for Time Series Econometrics

The Granger Centre for Time Series Econometrics

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.

Sir Clive GrangerThe 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

Research team

The Centre is co-directed by Professor David Harvey and Professor Steve Leybourne

Dr Patrick Marsh is the Centre's Seminar Series and Workshop Coordinator.

View all the research centre fellows.


Upcoming seminars

The 2015/16 seminar programme will be announced shortly

View all seminars

Recent discussion papers

GC 14/03: Testing for unit roots in panels with structural changes, spatial and temporal dependence when the time dimension is finite

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

View all discussion papers



The Granger Centre for Time Series Econometrics

The University of Nottingham
School of Economics
University Park
Nottingham, NG7 2RD

telephone: +44 (0)115 951 5481
fax: +44 (0)115 951 4159
email: dave.harvey@nottingham.ac.uk