Perspectives on Econometrics and Applied Economics: A Tribute to Sir Clive Granger

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Mark Taylor (Warwick Business School, University of Warwick, UK)

Perspectives on Econometrics and Applied Economics

A Tribute to Sir Clive Granger

Mark Taylor (Warwick Business School, University of Warwick, UK)

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English

Routledge
14 December 2011

Econometrics

This volume is dedicated to the memory and the achievements of Professor Sir Clive Granger, economics Nobel laureate and one of the great econometricians and applied economists of the twentieth and early twenty-first centuries. It comprises contributions from leading econometricians and applied economists who knew Sir Clive and interacted with him over the years, and who wished to pay tribute to him as both a great economist and econometrician, and as a great man.

This book was originally published as a special issue of Applied Financial Economics.

Edited by: Mark Taylor (Warwick Business School University of Warwick UK)
Imprint: Routledge
Country of Publication: United Kingdom
Dimensions: Height: 276mm, Width: 216mm,
Weight: 400g
ISBN: 9780415693080
ISBN 10: 041569308X
Pages: 122
Publication Date: 14 December 2011
Audience: College/higher education , Professional and scholarly , Primary , Undergraduate
Format: Hardback
Publisher's Status: Active

Mark P. Taylor is Dean of Warwick Business School, UK, and is a leading international authority in open economy macroeconomics and international finance. Although interested in broad research subjects, he focuses particularly on empirical work on exchange rates. Amongst his many published works are studies on the presence of nonlinearity in real and nominal exchange rate movements, on the long-run behaviour of real exchange rates, on the nature and effectiveness of official foreign exchange market intervention and on the micro-structural effects of European Central Bank interest rate announcements.