Rutgers

John Landon-Lane's Research Page


Contact Information

Room 424 New Jersey Hall, CAC
Ph: (732) 932-7691
Fax: (732) 932-7416

E-mail: lane@econ.rutgers.edu

Primary Research Interests

Econometrics: Time Series, Forecasting, and Bayesian methods

Macroeconomics: Real Business Cycles, Growth


Published Research | Presentations | Papers in Progress

Published Research

Journals

  1. "Inverting the Hodrick-Prescott Filter"  Computational Economics  20(3), p117-138, December 2002.
  2.  “Gender Differences in German Upward Income Mobility,” (with Ira Gang and Myeong-Su Yun), Schmollers Jahrbuch (Journal of Applied Social Science Studies) 123(1), p3-14, 2003.
  3.  "How Could Everyone Have Been So Wrong? Forecasting The Great Depression With The Railroads" (Joint with Eugene White and Adam Klug), Explorations in Economic History 42 p. 27-55, 2005.
  4.  “Inter-State Dynamics of Invention Activities, 1930-2000,” (joint with Catherine Co and Myeong-Su Yun), Journal of Applied Econometrics, 21(8), pp 1111-1134, 2006.
  5.  “Hope springs eternal… French bondholders and the Soviet Repudiation (1915-1919),” (joint with Kim Oosterlinck) Review of Finance, 10(4), 2006.
  6.  “Reassessing the Impact of Barriers to Capital Accumulation on International Income Differences,” (joint with Peter Robertson) , International Economic Review, 48(1), pp 147-161, 2007.
 Journals (Forthcoming)
  1.  “The origin and diffusion of shocks to regional interest rates in the United States, 1880–2002,” (with Hugh Rockoff) forthcoming in Explorations in Economic History.
  2.  “Bayesian Estimation and Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models,” (joint with Filippo Occhino) forthcoming in Journal of Macroeconomics.

Contributed Chapters in Edited Volumes

  1.  “Populate or Perish: Scale, Growth and Australia’s Post-War Immigration” (with Peter Robertson) in Levy, A. and J.R. Faria (Eds) Economic Growth, Inequality and Migration, Edward Elgar Press, Cheltenham, UK, 2002.
  2.  “The Informal Sector during Crisis and Transition,” (joint with Ira Gang and Ralitza Dimova) in Guha-Khasnobis B.  and R. Kanbur (eds) Informal Labour Markets and Development, Palgrave-McMillan Press, September, 2006
  3. “From Monetary Union to Financial Union in the United States,” (with Hugh Rockoff) in  L Jonung and J. Nautz (Eds) Conflict Potentials in Monetary Unions, Franz Steiner Verlag, Stuttgart, 2007. 

Contributed Chapters in Edited Volumes (forthcoming)

  1.  “Good versus Bad deflation: lessons from the gold standard era,” (with Michael Bordo and Angela Redish), forthcoming in Monetary Policy in Low-Inflation Economies, Cambridge University Press.
 Proceedings
  1.  “A Full Information Bayesian Approach to the Evaluation and Estimation of DSGE Models,” 2006  Proceedings of the American Statistical Association, Bayesian Statistical Science  Section [CD-ROM], Alexandria, VA: American Statistical Association: pp. 72-78.

Book Reviews

  1. “Recursive Macroeconomic Theory,” in Economic Record 77 (237) June 2001, p215-216.

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Research Presentations

Academic and Professional Meetings

Plenary Presentations

  1. 5th International Conference of German Socio Economic Panel Users, July 3-4, 2002, Berlin, Germany.

Contributed Presentations

  1. Computing in Economics and Finance: Annual Meetings of the Computational Economics Society, Boston College, 1999
  2. Australasian Meetings of the Econometric Society, Sydney, 1999
  3. Computing in Economics and Finance: Annual Meetings of the Computational Economics Society, University Pompeu Fabra, 2000
  4. New Zealand Econometric Study Group, Winter Meetings, University of Canterbury, 2000.
  5. 8th World Congress of the Econometric Society, University of Washington, 2000
  6. Computing in Economics and Finance, Annual Meetings of the Computatioal Economics Society, Aix-en-Provence, France 2002.
  7. Royal Economic Society Annual Meetings, Coventry UK, April 2003.
  8. Expert Group on Development Issues and World Institute for Development Economics Research Conference – Unlocking Human Potential: Linking the Informal and Formal Sectors, Helsinki, Finland, September, 2004.
  9. North American Summer Meetings of the Econometric Society, Providence, RI, June 2004.
  10. North American Winter Meetings of the Econometric Society, Philadelphia, PA, January 2005.
  11. Computing in Economics and Finance, CEF2005, Washington DC, June 2005.
  12. Annual Meeting of the American Statistical Association -- Joint Statistical Meetings, Seattle, 2006

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Research Papers in Progress

  1.  “Barriers to Accumulation and Productivity Differences in a Two Sector Growth Model,” (joint with Peter Robertson) Dept. of Economics, Rutgers University Working Paper #2005-10. 

  2. “Monetary Policy and Regional Interest Rates in the United States, 1880-2002”, (joint with Hugh Rockoff) Dept. of Economics, Rutgers University Working Paper #2004-11.

  3. “Does the Glass Ceiling Exist?: A Cross-National Perspective on Gender Income Mobility” (joint with Ira Gang and M-S Yun) Dept. of Economics, Rutgers University Working Paper #2003-01.
  4. Can government policies increase national long-run growth rates? (joint with Peter Robertson) Dept. of Economics, Rutgers University Working Paper #2002-13.
  5. “International Real Business Cycles and Increasing Returns to Scale: A Formal Analysis using Likelihood Methods” (joint with Joann Bangs) Dept. of Economics, Rutgers University Working Paper #2002-12.
  6. “Evaluating Dynamic Stochastic General Equilibrium Models using Likelihood Methods” Dept. of Economics, Rutgers University Working Paper #2002-11.
  7. “Growth and Ergodicity: Has the World Converged?” (Joint with J. Arnold Quinn) mimeo
  8. “The Impact on Forecasts and Impulse Responses of Restricting Drift in a Vector Autoregression”, Dept. of Economics, Rutgers University Working Paper #2001-14.

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