Sir Clive W.J. Granger's contributions to forecasting

Abstract:

Some of Clive Granger's many and varied contributions to economic forecasting are reviewed. These include contributions to forecast combination and forecast eciency, 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 Granger's work. We also consider research in related areas motivated at least in part by Granger's work.