Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger

Abstract

This volume of the Journal of Econometrics is very special to us, the editors, as its publication is our way of expressing, albeit in a modest way, our unlimited admiration and respect for the 2003 Nobel laureate in economics, Clive W.J. Granger. He has served in a variety of capacities as mentor, friend, and colleague to each of us, and for that, we are profoundly grateful. Just as importantly, it is our way of signaling the fact that even though Clive has recently retired, we fully expect to see his brilliant research continue indefinitely. Without his insights and direction, we and much of the discipline would be lost. Indeed, one need simply read his opening comments in the first volume of this set, and his contribution later on with Mark Machina, to see that he indeed continues to dazzle.