Harold Ramis' passing shocked fans of his extensive body of work, including Barack Obama, who said Monday that Ramis' films made us "laugh until it hurt."
Murray's brother, Brian, worked with Ramis at Chicago's Second City.
Their first film together was 1979's "Meatballs."
"Harold Ramis and I together did the National Lampoon Show off Broadway, 'Meatballs,' 'Stripes,' 'Caddyshack,' 'Ghostbusters' and 'Groundhog Day,'" Murray said in a statement via his lawyer to TIME.
"He earned his keep on this planet. God bless him."