The Granger Centre for Time Series Econometrics
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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 directed by Professor Lorenzo Trapani

Dr Yang Zu is the centre's depty director and seminar series coordinator.

View all the research centre fellows.

 

 

Upcoming seminars

Granger Centre Seminar: Maurice Bun (Netherlands Central Bank)

Date
14 November 2019 (16:00-17:00)
Location:
C43 Sir Clive Granger
Description
Measuring trends and persistence in capital and labor misallocation (C43, SCGB)

Granger Centre Seminar: Guillaume Chevillon (ESSEC Business School, Paris)

Date
21 November 2019 (16:00-17:00)
Location:
C43 Sir Clive Granger
Description
Forecasting long memory through a VAR model (C43, SCGB)

View all seminars

Recent discussion papers

GC 19/05: Dynamic discrete mixtures for high frequency prices

Description
Leopoldo Catania, Roberto Di Mari and Paolo Santucci de Magistris
Date:
March 2019

View all discussion papers

 

 

The Granger Centre for Time Series Econometrics

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


lorenzo.trapani@nottingham.ac.uk