Forecasting Economic Time Series

by Clive W.J. Granger, Karl Shell (Series Editor), Paul Newbold (Contributor)

This book has been updated to reflect developments in time series analysis and forecasting theory and practice, particularly as applied to economics. The second edition pays attention to such problems as how to evaluate and compare forecasts.

352 pages, Paperback

First published January 1, 1977

About the author

Sir Clive William John Granger (4 September 1934 – 27 May 2009) was a British economist, who taught in Britain at the University of Nottingham and in the United States at the University of California, San Diego. In 2003, Granger was awarded the Nobel Memorial Prize in Economic Sciences, in recognition that he and his co-winner, Robert F. Engle, had made contributions to the analysis of time series data that had changed fundamentally the way in which economists analyse financial and macroeconomic data