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Robert Engle

Robert Engle

2003 Economic Nobel Prize Winner

Professor Engle graduated from Williams College in 1964 and received a Ph.D. in Economics from Cornell University in 1969...

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Professor Engle graduated from Williams College in 1964 and received a Ph.D. in Economics from Cornell University in 1969. He was an Assistant Professor at Massachusetts Institute of Technology (MIT) from 1969-74. He moved to the University of California, San Diego in 1975 where he became an Associate Professor and moved up to full Professor in 1977.

He was Chair of the Department of Economics from 1990 to 1994. He now lectures widely to both academic and practitioner audiences.

He is a fellow of both the American Academy of Arts and Sciences and the Econometric Society. He is an expert in time series analysis with a long time interest in the analysis of financial markets.

His research has produced such innovative statistical methods as ARCH, cointegration, band spectrum regression and most recently, common features. Altogether he has published over a hundred academic papers and three books.

His interest in financial econometrics covers equities, interest rates, exchange rates and options.

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Topics

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Economic Growth and Development

Economic Growth Prospects

Monetary & Fiscal Policies

Videos

Videos

Masters of Finance: Robert Engle
Nobel Laureate Professor Robert Engle on Preventing Financial Crisis (Part 1 of 7)

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