The Granger Centre for Time Series Econometrics
The Granger Centre for Time Series Econometrics

Annual Granger Lectures

Previous lectures

Annual Granger Lecture 2020
Jianqing Fan, Princeton University 
"title to be announced"
2 October 2020, time and venue tbc

Annual Granger Lecture 2019
Francis Diebold, University of Pennsylvania
"On the evolution of temperature volatility"
26 June 2019 (3-4.30pm),  A39, Sir Clive Granger Building

Annual Granger Lecture 2018 
Andrew Harvey, University of Cambridge
"Co-integration and control: California smoking and German re-unification"
8 May 2018 (3-4.30pm), A39, Sir Clive Granger Building

Annual Granger Lecture 2017
Bruce Hansen, University of Wisconsin-Madison
"Stein combination shrinkage for vector autoregressions"
16 May 2017 (3-4.30pm), A39, Sir Clive Granger Building

Annual Granger Lecture 2016
Søren Johansen, University of Copenhagen
"Estimation of nonstationary fractional time series models"
4 May 2016 (3-4.30pm), A39, Sir Clive Granger Building

Annual Granger Lecture 2015
Graham Elliott, University of California, San Diegor
"Model averaging for forecasting"
21 October 2015 (3-4.30pm), A39, Sir Clive Granger Building

Annual Granger Lecture 2013
Denise Osborn, University of Manchester
"Changes in international inflation since the 1970s"
4 June 2013 (1-3pm), A39, Sir Clive Granger Building

Annual Granger Lecture 2012
Harald Uhlig, University of Chicago
"Shocks and Sharpe ratios: recent advances in empirical macroeconomics"
12 June 2012 (3-5pm), A39, Sir Clive Granger Building

Annual Granger Lecture 2011
Peter Robinson, London School of Economics
"Parametric inference on strong dependence"
6 October 2011 (1-3pm), A39, Sir Clive Granger Building

Annual Granger Lecture 2010
Hashem Pesaran, University of Cambridge, CIMF and USC
"Aggregation in large dynamic panels"
25 May 2010 (11.45am-1.45pm), East Midlands Conference Centre

Annual Granger Lecture 2009
James Stock, Harvard University
"Instrumental Variables Regression, GMM, and Weak Instruments in Time Series"
11 June 2009 (1-3pm), A48, Sir Clive Granger Building

Annual Granger Lecture 2008
Peter Phillips, Yale University
"Time Series Econometrics: Some Thoughts from the Toolroom"
4 June 2008 (1-3pm), A48, Sir Clive Granger Building

Inaugural Annual Granger Lecture 2007
Sir Clive Granger, University of California, San Diego
"Time Series Analysis of Quantiles"
22 June 2007 (12 noon-1pm), B63, Law and Social Science Building

The Granger Centre for Time Series Econometrics

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


lorenzo.trapani@nottingham.ac.uk