Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III, December 11, 2003. Interviewers are Professor Karl-Gustaf Loefgren, Umea University, and Assistant Professor Anne-Sophie Crepin, Stockholm University.

I was born in Swansea in the Principality of Wales in September 1934 and named Clive William John Granger. The "William John" names were traditional Granger boy's names and my mother liked the name Clive because some popular musician at the time had it. My father, Edward John Granger, and with...

The two prize winners in Economics this year would describe themselves as "Econometricians," so I thought that I should start by explaining that term. One can begin with the ancient subject of Mathematics which is largely concerned with the discovery of relationships between deterministic...