• Spectral Analysis of Economic Time Series.

Spectral Analysis of Economic Time Series.


Item Number: 3709

Princeton, NJ: Princeton University Press, 1964.

First edition. Octavo, original cloth. Fine in a near fine dust jacket with a few small closed tears. Signed by Clive Granger on the title page. Books signed by the Nobel Prize-winning economist are uncommon.

Clive Granger was jointly awarded the Nobel Prize in economics in 2003 along with Robert Engle for discoveries in the analysis of time series data that had changed fundamentally the way in which economists analyze financial and macroeconomic data. "In 1956, at the age of just 21, Granger was appointed a junior lecturer in statistics at the University of Nottingham. He was interested mainly in applied statistics and economics Granger chose as the topic of his doctoral thesis time series analysis, a field in which he felt that relatively little work had been done at the time. In 1959 he obtained his Ph.D. with a thesis on "Testing for Non-stationarity". In 1964 Granger published the results of research in a book called Spectral Analysis of Economic Time Series Granger which proved influential in the adoption of the new methods" (Tore Frängsmyr).

Ask a Question