Saturday, October 04, 2003

Fama, French, Barro, Granger, and Engle??!!!

The Economics Nobel/Dynamite Prize will be announced on Wednesday, October 8th.

In anticipation of the event, the 2003 Thomson ISI Citation Laureates were announced yesterday, they are:

Eugene F Fama (Chicago) and Kenneth R French (Dartmouth)

For their seminal contributions to understanding the relationship of stock returns and business fluctuations.

Robert J Barro (Harvard)

For his pioneering contributions in empirical macroeconomics, ranging over many fields, but especially for work in public debt in the 1970s.

Clive W J Granger (UCSD) and Robert F Engle (NYU)

For their development of co-integration analysis, an essential technique of econometrics for time-series studies and forecasting.

My bet is on Granger and Engle, econometrics de damned...

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