ROBERT F. ENGLE

2003 Nobel Laureate in Economics

for methods of analyzing economic time series with time-varying volatility (ARCH)

• Born: November 10, 1942
• Place of birth: Syracuse, NY
• Citizenship: USA
• Affiliation: New York University
  • Address:
    New York University
    Salomon Center
    44 West Fourth Street, Suite 9-62
    New York, NY 10012-1126
    USA
    
• E-mail: rengle@stern.nyu.edu
• Education:
  • Williams College, B. S. 1964
  • Cornell University, M. S. Physics, 1966
  • Cornell University, Ph.D. Economics, 1969

• Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger by Robert F. Engle (Editor), Halbert White (Editor), C. W. J. Granger (Editor)
• Books on ARCH models and financial applications
• Books on Econometrics
• Other Books by Robert F. Engle

• Prize co-recipient: Clive W. J. Granger
• Home page at NYU
• Official award announcement and background
• Information on research from the Nobel Foundation
• Advanced Information on research from the Nobel Foundation (PDF file)

  Search WWW Search The Nobel Prize Internet Archive

• methods of analyzing economic time series with time-varying volatility (ARCH) (submitted by Gil Koll)
• Facts about ROBERT F. ENGLE(add) (submitted by James)
• Robert F. Engle III – Autobiography (submitted by Ray)
• Robert F. Engle Biography from Encyclopedia Britannica (submitted by www.britannica.com)
• Robert F. Engle - Biography (submitted by Lukas)

---

[ Back to The Nobel Prize Internet Archive ]
[ Literature * Peace * Chemistry * Physics * Economics * Medicine ]

---

We always welcome your feedback and comments.
Copyright © 2002 Ona Wu. All rights reserved.