Annual Granger Lectures
Forthcoming lecture
Annual Granger Lecture 2023
Robert Taylor, John C Nankervis Chair of Financial Econometrics, University of Essex
"Bootstrap methods for time series data"
21 November 2023 (2-3.30pm), A40, Sir Clive Granger Building
Previous lectures
Annual Granger Lecture 2022
Jianqing Fan, Princeton University
"Stuctural deep learning in financial asset pricing"
25 October 2022 (5-6pm), B63, Law and Social Sciences Building
Annual Granger Lecture 2019
Francis Diebold, University of Pennsylvania
"On the evolution of temperature volatility"
26 June 2019 (3-4.30pm), A39, Sir Clive Granger Building
Annual Granger Lecture 2018
Andrew Harvey, University of Cambridge
"Co-integration and control: California smoking and German re-unification"
8 May 2018 (3-4.30pm), A39, Sir Clive Granger Building
Annual Granger Lecture 2017
Bruce Hansen, University of Wisconsin-Madison
"Stein combination shrinkage for vector autoregressions"
16 May 2017 (3-4.30pm), A39, Sir Clive Granger Building
Annual Granger Lecture 2016
Søren Johansen, University of Copenhagen
"Estimation of nonstationary fractional time series models"
4 May 2016 (3-4.30pm), A39, Sir Clive Granger Building
Annual Granger Lecture 2015
Graham Elliott, University of California, San Diegor
"Model averaging for forecasting"
21 October 2015 (3-4.30pm), A39, Sir Clive Granger Building
Annual Granger Lecture 2013
Denise Osborn, University of Manchester
"Changes in international inflation since the 1970s"
4 June 2013 (1-3pm), A39, Sir Clive Granger Building
Annual Granger Lecture 2012
Harald Uhlig, University of Chicago
"Shocks and Sharpe ratios: recent advances in empirical macroeconomics"
12 June 2012 (3-5pm), A39, Sir Clive Granger Building
Annual Granger Lecture 2011
Peter Robinson, London School of Economics
"Parametric inference on strong dependence"
6 October 2011 (1-3pm), A39, Sir Clive Granger Building
Annual Granger Lecture 2010
Hashem Pesaran, University of Cambridge, CIMF and USC
"Aggregation in large dynamic panels"
25 May 2010 (11.45am-1.45pm), East Midlands Conference Centre
Annual Granger Lecture 2009
James Stock, Harvard University
"Instrumental Variables Regression, GMM, and Weak Instruments in Time Series"
11 June 2009 (1-3pm), A48, Sir Clive Granger Building
Annual Granger Lecture 2008
Peter Phillips, Yale University
"Time Series Econometrics: Some Thoughts from the Toolroom"
4 June 2008 (1-3pm), A48, Sir Clive Granger Building
Inaugural Annual Granger Lecture 2007
Sir Clive Granger, University of California, San Diego
"Time Series Analysis of Quantiles"
22 June 2007 (12 noon-1pm), B63, Law and Social Science Building