 |
Education
  PhD, Economics,
University of Minnesota, 1975
BS, Social Science, Michigan
State University, 1970
Focus
Theoretical and applied econometrics
Expertise
Bayesian
econometrics and statistics
Time
series analysis
Financial
economics
Current Projects
Smoothly Mixing Regressions
Predictive Distributions for Asset Returns
Analysis of Earnings Dynamics
Selected Publications
"Smoothly
mixing regressions,"
Journal
of Econometrics, 2007, 138, 252-291. (M. Keane, coauthor)
Contemporary Bayesian
Econometrics and Statistics,
New York: Wiley, 2005
"Getting
it Right: Joint Distribution Tests of Posterior Simulators," Journal
of the American Statistical Association,
2004, 99, 799-804.
"Bayesian
Inference for Hospital Quality in a Selection Model,"
Econometrica, 2003, 71, 1215-1238. (G. Gowrisankaran
and R.J. Town, coauthors)
"A
Note on Some Limitations of CRRA Utility,"
Economics Letters., 2001, 71, 341-346.
"An
Empirical Analysis of Income Dynamics among Men in the PSID: 1968-1989,"
Journal of Econometrics, 2000, 96, 293-356. (M. Keane,
coauthor)
"Statistical Inference in the Multinomial Multiperiod Probit Model,"
Journal of Econometrics, 1997, 80, 125-166. (M. Keane and
D. Runkle, coauthors)
"Measuring
the Pricing Error of the Arbitrage Price Theory," Review
of Financial Studies, 1996, 9, 557-587. (G. Zhou, coauthor)
"Evaluating the Accuracy of Sampling-Based Approaches to the Calculation
of Posterior Moments," in J.O. Berger, J.M. Bernardo, A.P. Dawid, and
A.F.M. Smith (eds.), Bayesian Statistics 4, 169-194. Oxford:
Oxford University Press, 1992.
"Bayesian Inference in Econometric Models Using Monte Carlo
Integration," Econometrica, 1989, 57, 1317-1340. Reprinted
in G.C. Box and N. Polson (eds.), Bayesian Inference, Edward
Elgar Publishing, 1994.
"The
Superneutrality of Money in the United States: An Interpretation of the Evidence," Econometrica,
54, 1986, 1-22.
"The Estimation and Application of Long Memory Time Series Models,"
Journal of Time Series Analysis 4, 1984, 221-238. (S.
Porter-Hudak, coauthor) Reprinted in A. Harvey (ed.), Time Series,
Edward Elgar Publishing, 1994.
"Comparing Alternative Tests of Causality in Temporal Systems: Analytic
Results and Experimental Evidence," Journal of Econometrics,
1983, 21, 161-194. (R. Meese and W. Dent, second authors)
"The Measurement of Linear Dependence and Feedback Between Multiple Time
Series," Journal of the American Statistical Association, 1982,
77, 304-324. (With comments by E. Parzen, D. A. Pierce, W. Wei,
and A. Zellner, and rejoinder)
"The
Approximate Slopes of Econometric Tests," Econometrica,
49, 1981,
1427-1442.
Honors
Fellow of the
Econometric Society (since 1982)
Fellow of the American Statistical Association
(since 1990)
President, International Society for Bayesian Analysis (1999)
Professional Activities
Co-Editor, Journal of Econometrics
Director, Institute for Economic Research,
University of Iowa
Advisory Board, Journal of Applied Econometrics
Advisory Board,
Journal of Financial Econometrics
President (1999) and Past President (2000), International
Society for Bayesian Analysis
Links For Additional Information
Contemporary Bayesian Econometrics and
Statistics (Wiley, 2005)
general
information
ordering
information
Research paper
abstracts, supporting documents (including computer code), some working papers links to
text (if permitted by copyright)
Research Publications and Papers
A link to user
friendly software and tools for software developers in Bayesian econometrics and
statistics
Bayesian Analysis, Computation and Communication
Homepage
John Geweke's
curriculum vitae
Curriculum Vitae
University of Iowa, Department of Statistics Homepage
Journal
of Econometrics
American Statistical Association
[ Students ] [ Faculty/Staff ] [ Admissions ] [ Recruiters ] [ Alumni ] [ U
of I Home ]
Copyright © 2002. The University of Iowa,
Henry B. Tippie College of Business. All
rights reserved.
Information on this Web site.
This site maintained by business-webmaster@uiowa.edu
|
