Sir Clive William John Granger (/ˈɡreɪndʒər/; 4 September 1934 – 27 May 2009) was a British econometrician known for his contributions to nonlinear time series analysis.

Granger was awarded the Nobel Memorial Prize in Economic Sciences in 2003 in recognition of the contributions that he and his co-winner, Robert F. Engle, had made to the analysis of time series data.

During World War II Granger and his mother moved to Cambridge because Edward joined the Royal Air Force and deployed to North Africa.

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.

After reading a pre-print copy of the time series book by George Box and Gwilym Jenkins in 1968,[6] 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.

Working with Robert Engle, he developed the concept of cointegration, introduced in a 1987 joint paper in Econometrica;[8] for which he was awarded the Nobel prize in 2003.

[12] In 2003, Granger and his collaborator Robert Engle were jointly awarded the Nobel Memorial Prize in Economic Sciences.