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Sir Clive W.J. Granger's Contributions to Forecasting

Michael Clements

No icma-dp2016-09, ICMA Centre Discussion Papers in Finance from Henley Business School, Reading University

Abstract: Some of Clive Granger?s many and varied contributions to economic forecasting are reviewed. These include contributions to forecast combination and forecast efficiency, to improving forecast practice, to forecast evaluation, and to the theory of forecasting. We also discuss some of the subsequent research and developments in these areas, which have sought to generalize the applicability of Grangers work. We also consider research in related areas motivated at least in part by Grangers work.

Date: 2016-10
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