Clive Granger

I work with the macro economy, which involves the major variables that measure the health of the whole economy, such as total consumption, investment, income, employment, and inflation. ”

Forecasts vary in horizon, from a few seconds up to a few days in financial markets, compared to from one to several months for macro variables. We have to provide uncertainty intervals around the central forecasts to indicate the extent to which we are unclear about the future. ”