Robert F. Engle

Robert F. Engle
Robert Engle di konferensi Western Economic Association International pada Januari 2017
Lahir	10 November 1942 (umur 83) Syracuse, New York, AS
Almamater	Cornell University Ph.D. 1969 Williams College B.S. 1964
Dikenal karena	ARCH Cointegration
Karier ilmiah
Bidang	Economics
Tempat kerja	Universitas California, San Diego
Pembimbing doktoral	Ta-Chung Liu
Mahasiswa doktoral	Tim Bollerslev Mark Watson

Robert Franklin Engle III (lahir 10 November 1942 di Syracuse, New York) menerima Penghargaan Nobel Ekonomi 2003 bersama dengan Clive Granger untuk "metode analisis rangkaian waktu ekonomi dengan volatilitas yang bervariasi dengan waktu".

Kini ia memegang kedudukan profesor emeritus dan profesor peneliti di Universitas California, San Diego, dan mengajar di Universitas New York, Fakultas Bisnis Stern.

Kehidupan pribadi

Kakek dari Ayah– Robert Fry Engle, Sr. (1879-1946)
Ayah– Robert Fry Engle, Jr. (1910-1981, Ilmuwan kimia DuPont )
Ibu– Mary Starr Engle ("Murry", Guru Bahasa Prancis, m. 1939)
Saudara Perempuan– Patricia Lee Engle ("Patty", twin, UNICEF official)
Saudara Perempuan– Sally Starr Engle Merry (anthropologist, twin)
Istri– Marianne Eger Engle (Psikolog, menikah pada 10-Aug-1969, dua anak)
Anak Perempuan – Lindsey Engle Richland (psikolog)
Anak Laki-laki– Jordan Engle (aktor, lahir May-1980)

Karya

Autoregressive Conditional Heteroskedasticity With Estimates of the Variance of UK Inflation Econometrica 50 (1982): 987-1008.
Estimation of Time Varying Risk Premia in the Term Structure: the ARCH-M Model (with David Lilien and Russell Robins), Econometrica 55 (1987): 391-407.
Co-integration and Error Correction: Representation, Estimation and Testing (with Clive Granger), Econometrica 55 (1987): 251-276.
Semi-parametric estimates of the relation between weather and electricity demand (with C. Granger, J. Rice and A. Weiss), Journal of American Statistical Association 81 (1986): 310-320.
Exogeneity (with David F. Hendry and Jean-Francois Richard), Econometrica 51 (1983): 277-304.
Asset Pricing with a Factor ARCH Covariance Structure: Empirical Estimates for Treasury Bills (with V. Ng, and M. Rothschild) Journal of Econometrics 45 (1990): 213-237.
Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data, (with J.R. Russell) Econometrica 66 (1998):1127-1162.
Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models Journal of Business and Economic Statistics (July 2002)

Pranala luar

IDEAS/RePEc

Wikimedia Commons memiliki media mengenai Robert F. Engle.

l b s Penerima Penghargaan Nobel dalam Bidang Ekonomi
1969–1975	Ragnar Frisch / Jan Tinbergen (1969) Paul A. Samuelson (1970) Simon Kuznets (1971) John R. Hicks / Kenneth J. Arrow (1972) Wassily Leontief (1973) Gunnar Myrdal / Friedrich August von Hayek (1974) Leonid Vitaliyevich Kantorovich / Tjalling C. Koopmans (1975)
1976–2000	Milton Friedman (1976) Bertil Ohlin / James E. Meade (1977) Herbert A. Simon (1978) Theodore W. Schultz / Sir Arthur Lewis (1979) Lawrence R. Klein (1980) James Tobin (1981) George J. Stigler (1982) Gérard Debreu (1983) Richard Stone (1984) Franco Modigliani (1985) James M. Buchanan Jr. (1986) Robert M. Solow (1987) Maurice Allais (1988) Trygve Haavelmo (1989) Harry M. Markowitz / Merton H. Miller / William F. Sharpe (1990) Ronald H. Coase (1991) Gary S. Becker (1992) Robert W. Fogel / Douglass C. North (1993) John C. Harsanyi / John F. Nash Jr. / Reinhard Selten (1994) Robert Emerson Lucas (1995) James A. Mirrlees / William Vickrey (1996) Robert C. Merton / Myron S. Scholes (1997) Amartya Sen (1998) Robert A. Mundell (1999) James J. Heckman / Daniel L. McFadden (2000)
2001–kini	George A. Akerlof / A. Michael Spence / Joseph E. Stiglitz (2001) Daniel Kahneman / Vernon L. Smith (2002) Robert F. Engle III / Clive W.J. Granger (2003) Finn E. Kydland / Edward C. Prescott (2004) Robert J. Aumann / Thomas C. Schelling (2005) Edmund S. Phelps (2006) Leonid Hurwicz / Eric S. Maskin / Roger B. Myerson (2007) Paul Krugman (2008) Elinor Ostrom / Oliver E. Williamson (2009) Peter A. Diamond / Dale T. Mortensen / Christopher A. Pissarides (2010) Thomas J. Sargent / Christopher A. Sims (2011) Alvin E. Roth / Lloyd S. Shapley (2012) Eugene F. Fama / Lars Peter Hansen / Robert J. Shiller (2013) Jean Tirole (2014) Angus Deaton (2015) Oliver Hart / Bengt R. Holmström (2016) Richard H. Thaler (2017) William Nordhaus / Paul M. Romer (2018) Abhijit Banerjee / Esther Duflo / Michael Kremer (2019) Paul R. Milgrom / Robert B. Wilson (2020) David Card / Joshua Angrist / Guido Imbens (2021) Ben Bernanke / Douglas Warren Diamond / Philip H. Dybvig (2022) Claudia Goldin (2023) Daron Acemoglu / Simon Johnson / James A. Robinson (2024) Joel Mokyr / Philippe Aghion / Peter Howitt (2025) Robert Hall / Michael Woodford (2026)
{{Nobel Sastra}} {{Nobel Fisika}} {{Nobel Fisiologi atau Kedokteran}} {{Nobel Kimia}} {{Nobel Ekonomi}} {{Pemenang Hadiah Nobel Perdamaian}}

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