Robert F. Engle
| Robert F. Engle III | |
|---|---|
 |
|
| Born |
November 10, 1942 Syracuse, New York, USA |
| Nationality | American |
| Institution |
New York University, since 2000 University of California, San Diego, (1975–2003) Massachusetts Institute of Technology, (1969–1975) |
| Field | Econometrics |
| Alma mater |
Cornell University, (Ph.D. 1969) Williams College, (B.S. 1964) |
| Doctoral advisor |
Ta-Chung Liu |
| Influences | David Hendry |
| Influenced |
Tim Bollerslev Mark Watson |
| Contributions |
ARCH Cointegration |
| Awards | Nobel Memorial Prize in Economic Sciences (2003) |
| Information at IDEAS / RePEc | |
Robert Fry Engle III (born November 10, 1942) is an American economist and the winner of the 2003 Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel, sharing the award with Clive Granger, "for methods of analyzing economic time series with time-varying volatility (ARCH)".
Engle was born in Syracuse, New York into Quaker family and went on to graduate from Williams College with a B.S. in physics. He earned an M.S. in physics and a Ph.D. in economics, both from Cornell University in 1966 and 1969 respectively. After completing his Ph.D., Engle became Professor of Economics at the Massachusetts Institute of Technology from 1969 to 1977. He joined the faculty of the University of California, San Diego (UCSD) in 1975, wherefrom he retired in 2003. He now holds positions of Professor Emeritus and Research Professor at UCSD. He currently teaches at New York University, Stern School of Business where he is the Michael Armellino professor in Management of Financial Services. At New York University, Engle teaches for the Master of Science in Risk Management Program for Executives, which is offered in partnership with the Amsterdam Institute of Finance.
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