Early life Clive Granger was born in 1934 in
Swansea, south
Wales,
United Kingdom, to Edward John Granger and Evelyn Granger. The next year his parents moved to
Lincoln. During
World War II Granger and his mother moved to
Cambridge because Edward joined the Royal Air Force and deployed to North Africa. Here they stayed first with Evelyn's mother, then later Edward's parents, while Clive began school. Clive would later recall a primary school teacher telling his mother that "[Clive] would never be successful". Clive started secondary school in Cambridge, but continued in
Nottingham, where his family moved after the war. Here two teachers encouraged Granger's interest in physics and applied mathematics. He had anticipated following the convention of completing schooling at age 16 to enter the workforce and saw himself working in a bank or insurance company. However, positive social influence from his peers and support from his father led him to enroll in
sixth-form for two years as preparation for a university degree. Granger became interested in forecasting. For the next few years he worked on this subject with his post-doctoral student,
Paul Newbold; and they wrote a book which became a standard reference in time series forecasting (published in 1977). Using simulations, Granger and Newbold also wrote the famous 1974 paper on
spurious regression which led to a re-evaluation of previous empirical work in economics and to the econometric methodology. Granger spent 22 years at the University of Nottingham. In 2005, the building that houses the Economics and Geography Departments was renamed the
Sir Clive Granger Building in honor of his Nobel prize award. In 1974 Granger moved to the
University of California at San Diego. In 1975 he participated in a
US Bureau of Census committee, chaired by
Arnold Zellner, on
seasonal adjustment. At UCSD, Granger continued his research on time series, collaborating closely with Nobel prize co-recipient
Robert Engle (whom he helped bring to UCSD),
Roselyne Joyeux (on
fractional integration),
Timo Teräsvirta (on
nonlinear time series) and others. Working with Robert Engle, he developed the concept of
cointegration, introduced in a 1987 joint paper in
Econometrica; for which he was awarded the Nobel prize in 2003. Granger also supervised many PhD students, including
Mark Watson (co-advisor with Robert Engle). In later years Granger also used time series methods to analyse data outside economics. He worked on a project forecasting deforestation in the
Amazon rainforest. In 2003, Granger retired from UCSD as a
professor emeritus. He was a Visiting Eminent Scholar of the
University of Melbourne and the
University of Canterbury. He was a supporter of the
Campaign for the Establishment of a United Nations Parliamentary Assembly, an organisation which campaigns for democratic reform of the United Nations. Granger was married to Patricia (Lady Granger) from 1960 until his death. He was survived by their son, Mark William John, and their daughter, Claire Amanda Jane. ==Honors and awards==