Norman Rasmus Swanson
A. Biographical Summary
Date of Birth:
Citizenship: Canadian Citizen, U.S. Citizen
Languages: Spoken and Written - English, German; Partial Fluency - French
Telephone: o-(732) 932-7432, f-(732)
932-7416, h-(732) 972-7466
Email: nswanson@econ.rutgers.edu
Web Site: http://econweb.rutgers.edu/nswanson/
Ia. Academic Employment
Professor of Economics (July 2005 - present)
Director of Graduate Studies (July 2006 - present)
Associate Professor of Economics (July 2002 - July 2005)
Rutgers University
Associate Professor of Economics (July 2001 - July 2002)
Purdue University
Associate Professor of Economics (June 1999 - July 2001)
Texas A&M University
Assistant Professor of Economics (Sept 1994 - June 1999)
Pennsylvania State University
Ib. Visiting Positions and Other Academic Affiliations
Visiting Scholar (July 2000 - July 2001 and July 2002)
Department of Economics, University of California, San Diego
Adjunct Professor (June 2007 - August 2009)
Central University of Finance and Economics, Financial Econometrics Center, Beijing
Shorter Visits
Visiting Scholar, Bank of Canada, Canadian Economic Analysis Department (October 2009)
Visiting Scholar, Federal Reserve Bank of Philadelphia, Real-Time Data Research Center (various: September 2008 -)
Visiting Lecturer,
Centro Interuniversitario di Econometria, Bertinoro, Italy (June 2007)
Visiting Scholar, Department of Economics and Statistics, Humbolt University (September 1999)
II. Education
University of California, San Diego, Ph.D. 1994
Dissertation Title: Essays in Forecasting Stationary and Nonstationary
Stochastic Processes
Dissertation Committee: C.W.J. Granger, H. White, V. Ramey
University of California, San Diego, M.A. 1991
University of Waterloo, B.A., 1988
III. Areas of Expertise
Econometrics; Time Series; Macroeconomics; Macroeconometrics;
Forecasting; Financial Modelling; Nonlinear Modelling
IV. Courses Taught
Ph.D. Courses:
Introduction to Mathematical Statistics
Introduction to Cross Section and Time Series Econometrics
Time Series and Panel Data Econometrics
Seminar in Econometric Theory
Seminar in Macroeconometrics
Seminar in Forecasting
Undergraduate Courses:
Introduction to Econometrics
Cost Benefit Analysis in Economics
Introduction to Computing and Computational Methods in Economics
Forecasting in Economics
V. Distinctions
Journal of Econometrics Fellow
Listed: Marquis Who's Who in America; Who's Who in American Education; Who's
Who in Social Sciences Higher Education
Fellow: Private Enterprise Research Center, Texas A&M University,
1999-2000, 2000-2001
Bush Public Policy School Fellowship, Texas A&M University, 2000, 2001
Award for Beginning Academics, National Science Foundation, 1998-1999
Award for Best Paper, International Journal of Forecasting, 1996-1997; 2004-2005
Outstanding Undergraduate Instructor Award, Pennsylvania State University,
1995, 1998
Doctoral Fellowship, SSHRC Canada, 1990-1993
Academic Excellence and Teaching Awards, UCSD, 1990-1993
Arts Upper Year Scholarship, University of Waterloo, 1987
VI. Society and Association Participation and Membership
American Economic Association
American Statistical Association
Econometric Society
Canadian Economic Association
International Institute of Forecasters
Member of the Executive Board: Society for Nonlinear
Dynamics and Econometrics, 2002-2006.
VII.
IBM Canada (1987): Market Analyst/APL Programmer
Department of
VIII. Consulting Experience
Union Bank of
Zurich Insurance Group: January 1998 - December 1998
DFA Capital Management, Inc.: January 1999 -
Economatrix Research Associates Research Associates: January 2000 -
Bates White: September 2008 -
B. Research
I. Forthcoming and Published Papers and Book Articles (Refereed)
1. Swanson, Norman R. and Halbert White, 1995,
"A Model Selection Approach to Assessing the Information in the Term
Structure Using Linear Models and Artificial Neural Networks," Journal
of Business and Economic Statistics, 13, 265-279.
Reprinted in: Trippi, Robert R. and Efraim Turban, 1996, Neural Networks in Finance and
Investing: Using Artificial Intellegence to Improve
Real-World Performance, Irwin Professional Publishing,
Reprinted in: Financial Analysis, International Neural
Network Society, 1998.
2. Swanson, Norman R., 1996, "Forecasting Using First Available Versus
Fully Revised Economic Time Series Data," Studies in Nonlinear Dynamics
and Econometrics, 1, 47-64.
3. Granger, Clive W.J. and Norman R. Swanson, 1996, "Further Developments
in the Study of Cointegrated Economic
Variables,"
Reprinted in: Ghysels, Eric, N.R. Swanson, and Mark
Watson, 2001, The Collected Works of Clive W.J. Granger: Volume II,
Econometric Society Monographs Number 33,
4. Granger, Clive W.J. and Norman R. Swanson, 1997, "Introduction to
Stochastic Unit Root Processes," Journal of Econometrics, 80,
35-62.
5. Swanson, Norman R. and Clive W.J. Granger, 1997, "Impulse Response
Functions Based on a Causal Approach to Residual Orthogonalization
in Vector Autoregressions," Journal of the
American Statistical Association, 92, 357-367.
6. Swanson, Norman R. and Halbert White, 1997,
"A Model Selection Approach to Real-Time Macroeconomic Forecasting Using
Linear Models and Artificial Neural Networks," Review of Economics and
Statistics, 79, 540-550.
7. Swanson, Norman R. and Halbert White, 1997,
"Forecasting Economic Time Series Using Adaptive Versus Nonadaptive and Linear Versus Nonlinear Econometric
Models," International Journal of Forecasting, 13, 439-461.
8. Zeng, Tian and Norman R.
Swanson, 1998, "Predictive Evaluation of Econometric Forecasting Models in
Commodity Futures Markets," Studies in Nonlinear Dynamics and
Econometrics, 2, 159-177.
9. Swanson, Norman R., 1998, "Money and Output Viewed Through a Rolling
Window," Journal of Monetary Economics, 41, 455-474.
10. Swanson, Norman R. and Philip Hans Franses, 1999,
"Nonlinear Econometric Modelling: A Selective
Review," Nonlinear Time Series Analysis of Economic and Financial Data,
eds. Philip Rothman. Kluwer Academic Press, 87-109.
11. Swanson, Norman R., 1999, "Finite Sample Properties of a Simple LM
Test for Neglected Nonlinearity in Error-Correcting Regression Equations,"
Statistica Neerlandica,
53, 76-95.
12. Swanson, Norman R., Eric Ghysels, and Myles Callan, 1999, "A Multivariate Time Series Analysis of
the Data Revision Process for Industrial Production and the Composite Leading
Indicator," in: Cointegration,
Causality, and Forecasting: Festschrift in Honour of
Clive W.J. Granger, eds. R. Engle and H. White, Oxford: Oxford University
Press, pp. 45-75.
13. Chao, John C. and Norman R. Swanson, 2000,
"Tests of Non-nested Hypotheses in Nonstationary
Regressions With An Application to Modeling Industrial
Production," Macroeconomic Dynamics, 4, 42-72.
14. Bierens, Herman and Norman R. Swanson, 2000,
"The Econometric Consequences of the Ceteris Paribus Condition in
Theoretical Economics," Journal of Econometrics, 95, 223-253.
15. Corradi, Valentina, Norman
R. Swanson, and Halbert White, 2000, "Testing
for Stationarity-Ergodicity and for Comovement Between Nonlinear Discrete Time Markov
Processes," Journal of Econometrics, 96, 39-73.
16. Swanson, Norman R., and Tian Zeng,
2001, "Choosing Among Competing Econometric Forecasts: Regression Based
Forecast Combination Using Model Selection," Journal of Forecasting,
20, 425-440.
17. Chao, John, Valentina Corradi and Norman R. Swanson, 2001, "An Out of Sample
Test for Granger Causality," Macroeconomic Dynamics, 5, 598-620.
18. Amato, Jeffery D. and Norman R. Swanson, 2001, "The Real Time
Predictive Content of Money for Output," Journal of Monetary Economics,
48, 3-24.
19. Kocagil, Ahmet E.,
Norman R. Swanson, and Tian Zeng,
2001, "A New Definition for Time-Dependent Mean Reversion in Commodity
Markets," Economic Letters, 71, 9-16.
20. Chen, Xiaohong, Jeffery Racine and Norman R.
Swanson, 2001, "Semiparametric ARX Neural
Network Models with an Application to Forecasting Inflation," IEEE
Transactions in Neural Networks, 12, 674-683.
21. Chao, John C., Valentina Corradi and Norman R.
Swanson, 2001, ``Data Transformation and Forecasting in Models With Unit Roots
and Cointegration," Annals of Economics and
Finance, 2, 59-76.
22. Corradi, Valentina,
Norman R. Swanson, and Claudia Olivetti, 2001, "Predictive Ability With Cointegrated Variables,"
Journal of Econometrics, 104, 315-358.
23. Corradi, Valentina and
Norman R. Swanson, 2002, "A Consistent Test for Nonlinear Out of Sample
Predictive Accuracy," Journal of Econometrics, 110, 353-381.
24. Christoffersen, Peter, Eric Ghysels,
and Norman R. Swanson, 2002, "Let's Get 'Real' About Using Economic
Data," Journal of Empirical Finance, 9, 343-360.
25. Ghysels, Eric, Norman R. Swanson and Myles Callan, 2002, "Monetary Policy Rules with Model and
Data Uncertainty", Southern Economic Journal, 69, 239-265.
26. Breitung, Joerg and
Norman R. Swanson, 2002, "Temporal Aggregation and Causality in Multiple
Time Series Models," Journal of Time Series Analysis, 23, 651-665.
27. Swanson, Norman R., Ataman Ozyildirim and Maria Pisu, 2003, "A Comparison of Alternative Causality and
Predictive Ability Tests in the Presence of Integrated and Cointegrated
Economic Variables," Computer Aided Econometrics, eds. David Giles,
Marcel Dekker: New York, pp. 91-148.
28.
29. Corradi, Valentina and
Norman R. Swanson, 2004, "Some Recent Developments in Predictive Accuracy
Testing With Nested Models and (Generic) Nonlinear Alternatives," International
Journal of Forecasting, 20, 185-199.
30. Clements, Mike, Philip Hans Franses and Norman R.
Swanson, 2004, Forecasting Economic and Financial Time-Series With Non-Linear Models, International Journal of
Forecasting, 20, 169-183.
31. Bachmeier, Lance, Patrick Gaughan
and Norman R. Swanson, 2004, ``Volume of Litigation and the Macroeconomy,"
International Review of Law and Economics, 24, 191-207.
32. Corradi, Valentina and
Norman R. Swanson, 2004, " A Test for the
Distributional Comparison of Simulated and Historical Data", Economics
Letters, 85, 185-193.
33. Corradi, Valentina and
Norman R. Swanson, 2005, "A Bootstrap Specification Test for Diffusion
Processes," Journal of Econometrics, 124, 117-148.
34. Bachmeier, Lance and Norman R. Swanson, 2005,
"Predicting Inflation: Does The Quantity Theory Help?",
Economic Inquiry, 43, 570-585.
35. Chao, John C. and Norman R. Swanson, 2005,
"Consistent Estimation With a Large Number of
Weak Instruments," Econometrica, 73,
1673-1692.
36. Corradi, Valentina and
Norman R. Swanson, 2005, "A Test for Comparing Multiple Misspecified Conditional Interval Models," Econometric
Theory, 21, 991-1016.
37. Korenok, Oleg and Norman R.
Swanson, 2005, ``The Incremental Predictive Information Associated with Using
Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives", Oxford
Bulletin of Economics and Statistics, 67, 905-930.
38. Swanson, Norman R. and Dick van
39. Bhardwaj, Geetesh and
Norman R. Swanson, 2006, "An Empirical Inverstigation
of the Usefulness of ARFIMA Models For Predicting
Macroeconomic and Financial Time Series", Journal of Econometrics,
131, 539-578.
40. Corradi, Valentina and
Norman R. Swanson, 2006, "The Effect of Data Transformation on Common
Cycle, Cointegration and Unit Root Tests: Monte Carlo
Results and a Simple Test," Journal of Econometrics, 132, 195-229.
41. Bhardwaj, Geetesh and
Norman R. Swanson, 2006, ``A Predictive Comparison of Some Simple Long Memory
and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business
Cycle Effects", in Nonlinear Time Series Analysis of Business Cycles,
eds. Dick van Dijk, Costas Milas and Phillip Rothman, Elsevier, Amsterdam, pp. 379-405.
42. Corradi, Valentina and
Norman R. Swanson, 2006, ``Predictive Density Evaluation", in: Handbook
of Economic Forecasting, eds. Clive W.J. Granger, Graham Elliot and Allan
Timmerman, Elsevier, Amsterdam, pp. 197-284.
43. Corradi, Valentina and
Norman R. Swanson, 2006, "Bootstrap Conditional Distribution Tests In the
Presence of Dynamic Misspecification," Journal of Econometrics,
133, 779-806.
44. Corradi, Valentina and
Norman R. Swanson, 2006, " Predictive Density and
Conditional Confidence Interval Accuracy Tests", Journal of
Econometrics, 135, 187-228.
45. Corradi, Valentina and
Norman R. Swanson, 2007, "Evaluation of Dynamic Stochastic General
Equilibrium Models Based on Distributional Comparison of Simulated and
Historical Data," Journal of Econometrics, 136, 699-723.
46. Corradi, Valentina and
Norman R. Swanson, 2007, "Nonparametric Bootstrap Procedures for
Predictive Inference Based on Recursive Estimation Schemes", International
Economic Review, 48, 67-109.
47. Chao, John C. and Norman R. Swanson, 2007,
"Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with Application to Bias
Correction," Journal of Econometrics, 137, 515-555.
48. Korenok, Oleg and Norman R. Swanson, 2007, How
Sticky Is Sticky Enough? A Distributional and Impulse
Response Analysis of New Keynesian DSGE Models", Journal of Money, Credit and Banking, 39, 1481-1508.
49. Bhardwaj, Geetesh, Valentina Corradi and Norman R. Swanson, 2008, ``A Simulation Based
Specification Test for Diffusion Processes",
Journal of Business and Economic Statistics, 26, 176-193.
50. Armah, Nii Ayi and Norman R. Swanson, 2008, ``Predictive Inference Under Model
Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output", in
Forecasting in the Presence of Structural Breaks and Model Uncertainty,
eds. Mark Wohar, Emerald, Bingley, UK, pp. 195-230.
51. Valentina, Corradi, Walter Distaso and Norman R. Swanson, 2009,
``Predictive Density Estimators for Daily Volatility Based on the Use of
Realized Measures, Journal of Econometrics, 150, 119-138.
52. Corradi, Valentina, Andres Fernandez and Norman R. Swanson, 2009, ``Information in the
Revision Process of Real-Time Data", Journal of Business and Economic Statistics, 27, 455-467.
53. Korenok, Oleg and Norman R. Swanson, 2008, ``International Evidence on the Efficacy
of New-Keynesian Models of Inflation Persistence", Journal of Applied Econometrics, forthcoming.
54. Armah, Nii Ayi and Norman R. Swanson, 2008, ``Seeing Inside the Black Box: Using Diffusion
Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series
Environments", Econometric Reviews, forthcoming.
II. Books
1. Ghysels, Eric, Norman R. Swanson, and Mark Watson,
2001, The Collected Works of Clive W.J.
Granger: Volume I Econometric Society Monographs Number 32, Cambridge
University Press, Cambridge.
2. Ghysels, Eric, N.R. Swanson, and Mark Watson,
2001, The Collected Works of Clive W.J.
Granger: Volume II Econometric Society Monographs Number 33, Cambridge
University Press, Cambridge.
III. Other Papers, Book Articles, Comments and Book Reviews
1. Swanson, Norman R., Tian Zeng,
and Ahmet E. Kocagil, 1997,
"The Probability of Mean Reversion in Equilibrium Asset Prices and
Returns," in: Chicago Board of Trade: Spring Research Seminar Symposium
Proceedings ,
EM83-8, 291-328.
2. Swanson, Norman R., 1998, "Review of: Statistical Foundations for
Econometric Techniques," by Asad Zaman. Econometric Reviews, 17, 221-225.
3. Swanson, Norman R., 1999, "Review of: Neural, Novel and Hybrid
Algorithms for Time Series Prediction," by Timothy Masters, Journal of
the American Statistical Association, 94, 347.
4. Swanson, Norman R., 2000, "Review of: Forecasting Economic Time
Series," by M.P. Clements and D.F. Hendry, Journal of the American
Statistical Association, 95, 687-688.
5. Ghysels, Eric, Norman R. Swanson, and Mark Watson,
2001, Editor's Introduction: The Collected Works of Clive W.J. Granger:
Volumes I and II Econometric Society Monographs Number 32, Cambridge
University Press, Cambridge, pp. 1-27.
6. Swanson, Norman R., 2002, ``Comment on: A Vector Error Correction
Forecasting Model of the U.S. Economy," by Richard G. Anderson, Dennis L.
Hoffman and Robert H. Rasche, Journal of
Macroeconomics, 24, 599-606.
7. Swanson, Norman R., 2002, "Review of: Causality: Models, Reasoning and
Inference," by Judea Pearl, The Journal of Economic Literature, 40,
925-926.
8. Swanson, Norman R., 2003, "What to Do With Time Series: A Few Ideas
from an Economist," The Political Methdologist,
11, 27-31.
9. Fairchild, Joe, Hal Pedersen and Norman R. Swanson, 2003, "Vector Autoregression Models in Asset-liability Management",
in: Asset and Liability Management Tools, ed. Bernd Scherer, Risk Books:
London, ch 12, pp 235-249.
10. Clements, Mike, Philip Hans Franses and Norman R.
Swanson, 2005, Editor's Introduction to Special Issue on: Forecasting
Economic and Financial Time-Series With Non-Linear
Models, International Journal of Forecasting.
11. Chao, John C. and Norman R. Swanson, 2006,
``Asymptotic Normality of Single-Equation Estimators for the Case with a Large
Number of Weak Instruments," in: Econometric Theory and Practice: Festschrift in Honor of Peter C.B.
Phillips, Cambridge University Press: New York, pp. 82-124.
12. Swanson, Norman R., Graham Elliot, Eric Ghysels, and Jesus Gonzalo, 2006,
" Predictive Methodology and Application in Economics and Finance: Volume in Honor of the Accomplishments
of Clive W.J. Granger - Editorial", Journal of
Econometrics, 135, 1-9.
13. Swanson, Norman R., 2009, ``Comment on: Forecasting Economic and Financial Variables with Global VARs by Hashem Pesaran, Til Schuermann
and L. Vanessa Smith", International Journal of Forecasting, 25, 697-702.
14. John C. Chao and Norman R. Swanson, 2009, ``Discussion of `Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve',
by Frank Kleibergen and Sophocles Mavroeidis, Journal of Business and Economic Statistics, 27, 316-318.
15. Norman R. Swanson, 2009, ``Comments on "Further Developments in the Study of Cointegrated Economic Variables" by
Clive W.J. Granger and Norman R. Swanson, Journal of Financial Econometrics, forthcoming.
IV. Papers Completed and Under Review
* Valentina Corradi, Walter Distaso and Norman R. Swanson, 2009,
``Predictive Inference for Integrated Volatility", Working Paper, Rutgers University.
* Andres Fernandez and Norman R. Swanson, 2009, ``Real-Time Datasets Really Do Make a Difference:
Definitional Change, Data Release and Forecasting", Working Paper, Rutgers University.
* Valentina Corradi and Norman R. Swanson, 2009, ``Predictive Density Construction and Accuracy
Testing with Multiple Possibly Misspecified Diffusion Models", Working Paper, Rutgers University.
* Lili Cai and Norman R. Swanson, 2009, ``An Empirical Assessment of Spot Rate Model Stability", Working Paper, Rutgers University.
* Jerry H. Hausman, Whitney K. Newey, Tieman Woutersen, John C. Chao and Norman R. Swanson, 2009, ``Instrumental Variable Estimation
with Heteroskedasticity and Many Instruments", Working Paper, Rutgers University.
* John C. Chao, Norman R. Swanson, Jerry H. Hausman, Whitney K. Newey and Tieman Woutersen, 2009, ``Asymptotic Distribution of JIVE in a Heteroskedastic IV
Regression with Many Instruments", Working Paper, Rutgers University. Submitted.
* Norman R. Swanson and Richard Urbach,
2007, ``Simulation and Prediction Evidence on the Usefulness of Seasonal Models", Working Paper, Rutgers University.
V. Current Research Areas
* Prediction, Model Selection, Simulation, and Testing
* Many Instruments
* Predictive Density
* Specification Testing
* Integrated and Realized Volatility
* Jumps
* Monetary Policy and Monetary Economics
* Real-Time Macroeconomic and Financial Analysis
C. Other Activity
I. Editorial and Conference Responsibilities
Associate Editor (1998 -): Journal of Business and
Economic Statistics.
Associate Editor (2000 -): International Journal of
Forecasting.
Associate Editor (2006 -): Empirical Economics.
Associate Editor (2000-2006)
Studies in Nonlinear Dynamics and Econometrics.
Special Issue Guest Editor (1998): Studies in Nonlinear Dynamics and
Econometrics.
Special Issue Guest Editor (2002): International Journal of Forecasting.
Forecasting Economic and Financial Time Series Using
Nonlinear Methods
Special Issue Guest Editor (2005): Journal of Econometrics. Predictive Methodology and Application in Economics and Finance
Special Issue Guest Editor (2008): Journal of Business and Economic Statistics. Real-Time Data Analysis and Methods in Economics
-------------------
Program Committee: Conference of the Society for Nonlinear Dynamics and Econometrics 2002-2006.
Program Committee: Conference in Honor of Clive W.J. Granger, January 2004, University of California, San Diego.
Program Committee: Conference of the International Institute of Forecasters - International
Symposium on Forecasting, August 2007, New York City.
Program Committee: Real-Time Data Analysis and Methods in Economics, April 2007, Federal Reserve Bank of Philadelphia.
Program Committee: 20th EC^2 Conference on Real Time Econometrics, December 2009, Aarhus University.
Co-organizer and Session Chair: In Memory of Clive W.J. Granger - Retrospective and Directions for Future Research
(Panel Discussion), Joint ASSA/ES session, January 2010.
II. Referee Services
Journals
American Economic Review
Canadian Journal of Economics
Computational Statistics and Data Analysis
Annals of Statistics
Applied Financial Economics
Economics Bulletin
Economic Inquiry
Economic Journal
Economics Letters
Econometrica
Econometrics Journal
Econometric Reviews
Econometric Theory
Economic Modelling
Empirical Economics
Festschrift in Honor of Clive W.J. Granger
Finance Research Letters
Information Sciences
International Economic Review
International Journal of Finance and Economics
International Journal of Forecasting
Journal of Applied Econometrics
Journal of the American Statistical Association
Journal of Business
Journal of Business and Economic Statistics
Journal of Econometrics
Journal of Economic Behavior and Organization
Journal of Economic Dynamics and Control
Journal of Economics and Business
Journal of Economic Education
Journal of Economic Surveys
Journal of Empirical Finance
Journal of Forecasting
Journal of International Money and Finance
Journal of the Japanese and International Economies
Journal of Macroeconomics
Journal of Money, Credit, and Banking
Journal of Statistics Education
Journal of Time Series Analysis
Macroeconomic Dynamics
National Tax Journal
Oxford Bulletin of Economics and Statistics
Review of Economics and Statistics
Review of Economic Studies
Southern Economic Journal
Statistical Methodology
Studies in Nonlinear Dynamics and Econometrics
Granting Agencies
Economic and Social Research Council (England)
National Science Foundation
Social Sciences and Humanities Research Council of Canada
Publishers
Academic Press
Addison-Wesley
Cambridge University Press
Thompson Publishing
III. Conferences (where papers presented and/or sessions chaired)
Camp Econometrics:
Lake Conroe, 2000
Expectations in Economics:
University of Pennsylvania and FRB of Philadelphia, 1996
Fall Time Series Group Meeting (NSF/NBER):
Boston (Harvard University) -- 1995; Rotterdam (Erasmus University) -- 1996;
Philadelphia (University of Pennsylvania) -- 2002
Forecasting and Monetary Policy - Deutsche Bundesbank,
Berlin, 2009
Forecasting Methods -- Conference on New Developments:
Arrabida, Portugal, 1998
Globalization:
Texas A&M University -- 2000
IGIER-PIER Conference on Economic Methods in Macroeconomics and Finance:
Bocconi University, 2003
Innovations in Financial Econometrics: In Celebration of the 2003 Nobel:
New York University, 2004
International Institute of Forecasters Annual Conference:
New York, 2007 (Organizer)
Macroeconomic Theory and Monetary Policy:
University of Pennsylvania and FRB of Philadelphia, 1997
Midwest Econometric Group:
University of Indiana, 1998
Multivariate Time Series and Financial Econometrics Meeting (NSF/NBER):
San Diego, 1994
Nonlinear Modelling of Multivariate Macroeconomic
Relations:
Rotterdam, 1999
Nonlinear Modelling in Economics:
Svinkloev, 1999
North American Summer Meetings of the Econometric Society:
Iowa City, 1996
Pasadena, 1997
Boston, 2009
North American Winter Meetings of the Econometric Society and the American Economic
Association:
Boston, 1994
Washington, 1995
San Fransisco, 1996
New Orleans, 1997
New York, 1999
Boston, 2000
New Orleans, 2001
Atlanata, 2002
Washington, 2003
San Diego, 2004
Philadelphia, 2005
Boston, 2006
Chicago, 2007
Predictive Methodology and Application in Economics and Finance:
San Diego, 2004 (Organizer)
Real-Time Data Analysis and Methods in Economics:
Federal Reserve Bank of Philadelphia, 2007 (Organizer)
Recent Developments in Macroeconomic and Financial Forecasting
Erasmus University, Rotterdam, 2009
Recent Developments in Time Series Econometrics: Nonlinear Time Series Econometrics - Thoery and Applications
Xiamen, 2008
Resampling Methods in Econometrics
Montreal, 2001
Society for Nonlinear Dynamics and Econometrics Annual Meeting:
New York City, 1995
Florence, 2003 (Organizer)
Atlanta, 2004 (Organizer)
London, 2005 (Organizer)
Summer NSF/NBER Meeting of the Forecasting and Empirical Methods in
Macroeconomics Group:
Boston (Harvard U.), 1997
Boston (Harvard U.), 1998
Boston (Harvard U.), 2001
Texas Monetary Conference:
Texas A&M University, 2000
Weak and/or Many Instruments (NSF/NBER):
Boston (M.I.T.), 2003
Western Economic Association Meetings:
San Fransisco, 2001
World Congress of the Econometric Society:
Tokyo,1995
Seattle, 2000
London, 2005
IV. Invited Seminars
Aarhus University
Arizona State University
Bank of Canada
Catholic University of Leuven
Clemson University
Columbia University
Cornell University (2)
Federal Reserve Bank of Kansas City (2)
Federal Reserve Bank of St. Louis
Federal Reserve Board
Free University of Brussels
Humbolt University
Indiana University
Iowa State University
John's Hopkins University
New York University (2)
Ohio State University (2)
Pennsylvania State University (2)
Purdue University
Queen's University, Kingston (2)
Rutger's University
SUNY, Binghamton
Texas A&M University (2)
University of British Columbia
University of California, San Diego
University of Chicago
University of Florida
University of Kansas
University of Maryland (2)
University of Michigan
University of Montreal
University of Pennsylvania (2)
University of Washington, Seattle
University of South Florida
University of Southern Illinois
University of Toronto (2)
Wayne State University
West Virginia University
V. Graduate Student Advising
Ph.D. Advising - Economics
Chair
Rutgers University
Andres Fernandez (in progress)
Demet Tunali (in progress)
Hyun Hak Kim (in progress)
Diep Duong (in progress)
Lili Cai (Jiao Tong University, Shanghai)
Nii Ayi Armah (Bank of Canada)
Geetesh Bhardwaj (Bates and White)
Texas A&M University
Lance Bachmeier (Kansas State University)
Pennsylvania State University
Tian Zeng (Chicago
Investment Analytics, Charles Schwab)
Michele Gambera (Morningstar, Inc.)
Myles Callan (Clark University)
Ataman Ozyildirim (Conference Board )
Committee Member
Rutgers University
Luiling Li
Rene Segers (Erasmus University)
Guo Chen
Oleg Korenok
Elena Gouskova
Elmira Valieva
Xufeng Qian
Hark Yoo
Pennsylvania State University
Tom Cone
Myeong-Soo Kim
Andy Wen
Tim Howard
M.A. Advising - Economics
Rutgers University
Chung Wen Chang
Julia Moran
Penn State University
Gyudon Jung (chair)
Sami Huovilainen (chair)
Melissa Schwartz (chair)
Onelach Choi (chair)
Homa Chaudhry
Wonchang Jang
Mark Brownell
David Hamilton
Bong Han Youn
Whei-Yee Chen
Sigrid G. Zialcita
Shayne Noyes
Artyom Durnev
Mirela Marasteanu
V. Grant Seeking Activity (Funded and Under Review)
1994, Research and Graduate Studies Office, Penn State University (PSU). Grant
Amount: $4,500.
1995, Econometric Society Travel Grant. Amount:
$1,000.
1995, International Coop. Programs Travel Grant, PSU.
Grant Amount: $200.
1996, Research and Graduate Studies Office, PSU. Grant
Amount: $6,000.
1996, NSF/NBER Travel Grant. Grant Amount: $500.
1996, NSF/NBER Presentation and Travel Grant. Grant
Amount: $800.
1998, International Coop. Programs Travel Grant, PSU.
Grant Amount: $500.
1998, NSF/NBER Presentation and Travel Grant. Grant
Amount: $900.
1998-1999, NSF Research Grant SBR-9730102. Grant Amount: $20,000.
1998-2000, Undergraduate Student Computing Development, PSU.
Grant Amount: $22,000.
2002-2007, Rutgers University Research Council and Rutgers Economics Simon Foundation. Grant Amount $15,000.