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CEE Biographies

Robert F. Engle

  In 2003, econometrician Robert Engle, along with econometrician Clive Granger, received the Nobel Prize in economics. Engle’s prize was “for methods of analyzing economic time series with time-varying volatility (ARCH).” ARCH stands for “autoregressive conditional heteroskedasticity.” The name is complex, but the idea can be grasped. Many data vary randomly about a constant mean. […]

Gerard Debreu

  Gerard Debreu’s contributions are in general equilibrium theory—highly abstract theory about whether and how each market reaches equilibrium. In a famous paper coauthored with Kenneth Arrow and published in 1954, Debreu proved that under fairly unrestrictive assumptions, prices exist that bring markets into equilibrium. In his 1959 book, The Theory of Value, Debreu introduced […]

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