| Keynote lectures of this Colloquium will be: - Anirvan Banerji (ECRI, USA)
Co-founder and Director of Research of the Economic Cycle Research Institute (ECRI). Since its inception until 2000, Banerji served as Co-Director of Research with ECRI’s founder, Geoffrey H. Moore, after working with him for a decade at Columbia University. He has graduate degrees from Columbia and the Indian Institute of Management, Ahmedabad, and an engineering degree from the Indian Institute of Technology, Kharagpur. He is the author of many published articles, mostly in the area of business cycle analysis and forecasting, and is the co-author of Beating the Business Cycle: How to Predict and Profit from Turning Points in the Economy. He has consulted with the Asian Development Bank as well as central banks around the world, and has given invited seminars at venues ranging from the Bank of England to the IMF. Banerji is past President of the Forecasters Club of New York, and serves on New York City’s Economic Advisory Panel.
More information at: http://www.businesscycle.com/home/ - Prof. Fabio Canova (ICREA-UPF, CREI, CREMed, AMeN and CEPR)
ICREA Research Professor of Economics at the Universitat Pompeu Fabra, Barcelona, Spain since 2005. Fabio Canova got his Ph.D. in economics from the University of Minnesota. He has been assistant professor at Brown University and University of Rochester; associate professor at EUI and Brown University; and full professor at the University of Catania, Modena and Southampton and UPF. He was also a Chair in Monetary Economics at the University of Bern. He is currently an ICREA research professor, and a researcher with the CEPR. His research interests are in Quantitative Macroeconomics and Time Series Econometrics; International Business Cycles; International Finance; Monetary Economics. He has held editorial positions with the European Economic Review and the Journal of Applied Econometrics, he is currently coeditor of the Journal of the European Economic Association and has participated in a number of international conferences. He has published widely in international journals and his graduate textbook, "Methods for Applied Macroeconomic Research", has been published in 2007 by Princeton University Press.
More information at: http://www.econ.upf.edu/en/people/onefaculty.php?id=p1211
- Todd Clark (Federal Reserve Bank of Kansas City, USA)
Vice President and Economist in the Economic Research Department of the Federal Reserve Bank of Kansas City. He has published research on a variety of topics, including the sources of business cycles in different countries and regions of the United States, the measurement and dynamics of inflation. Most of his current research focuses on the evaluation of forecasts and the development of improved forecasting methods. He is currently an associate editor of Journal of Money, Credit, and Banking.
More information at: http://www.kansascityfed.org/Econres/staff/clark_t.htm
- Prof. Jurgen A. Doornik (Nuffield College, UK),
- Prof. Eric Ghysels (University of North Carolina, USA)
Eric Ghysels is the Bernstein Distinguished Professor of Economics at the University of North Carolina - Chapel Hill and Professor of Finance at the Kenan-Flagler Business School. His main research interests are time series econometrics and finance. He obtained his Ph.D. from the Kellogg Graduate School of Management at Northwestern University. He has been a visiting professor or scholar at several major U.S., European and Asian universities. He gave invited lectures, including at the World Congress of the Econometric Society, the American Statistical Association Meetings, several (EC)2 Conferences, among many others. He serves on the editorial boards of several academic journals and was co-editor of the Journal of Business and Economic Statistics (2000-2003) and is currently co-editor of the Journal of Financial Econometrics. He has published in the leading economics, finance and statistics journals and has published several books. He is a fellow of the American Statistical Association and The Journal of Econometrics. He is also the Founding Co-President of the Society for Financial Econometrics (SoFiE). His most recent research focuses on MIDAS (mixed data sampling) regression models and related econometric methods, Quality Control for Risk Management, and asset pricing with heterogeneous agents and model uncertainty.
More information at: www.unc.edu/~eghysels
- Prof. Don Harding (La Trobe University, AU)
Professor at the La Trobe University and Fellow of the European Area Business Cycle Network. Main interests in macroeconomics, applied econometrics, business cycle analysis and labour economics. Prior position as Senior Researcher Fellow at the Melbourne Institute and Director of the Centre for Business Cycle Research. Influential positions at the Australian Treasury, the Industry Assistance Commission and the Australian Bureau of Statistics. Joint director (with A. Pagan,) of the macro-econometric models and methods program in the Centre for Applied Macroeconomic Analysis at the Australian National University. Joint creator (with S. Koukoulas) of the TD Melbourne Institute Inflation Gauge. Journal articles appeared in Journal of Monetary Economics, Journal of Economic Dynamics and Control, Journal of Applied Econometrics and Journal of Econometrics.
More information at: http://www.latrobe.edu.au/business/profiles/harding.html - Prof. Andrew Harvey (Cambridge University, UK)
Professor of Econometrics and Fellow of Corpus Christi College at the University of Cambridge. Main interests: time series and econometrics, in particular, unobserved components, signal extraction and volatility. Journal articles appeared, among others, in J. of the American Statistical Association, J. of Econometrics, Econometrica, International Economic Review, J. of The Royal Statistical Society, J. of Time Series Analysis, J. of Business and Economic Statistics, J. of Forecasting, Econometric Theory, Economic Journal, J. of Economic Dynamics and Control, Applied Economics, J. of Applied Econometrics, Review of Economics and Statistics. Author of well-known textbooks on time series analysis, economterics and unobserved component models. Co-author of STAMP, a package for structural time series models. Associate editor of the Journal of Time Series Analysis.
More information at: http://www.econ.cam.ac.uk/faculty/harvey/ - Prof. Katarina Juselius (University of Copenhagen, DK)
Professor of Economics at the University of Copenhagen. She has published extensively on the methodology of Cointegrated VAR Models with applications to Monetary Transmission Mechanisms, Policy Control Rules, Price Linkages, Wage-, Price, and Unemployment Dynamics, Climate Change and Imperfect Knowledge Economics. She has been the leader of numerous research projects, and has been on the editorial boards of the International Journal of Forecasting, the Journal of Business and Economic Statistics and Journal of Economic Methodology. She was a member of the Danish Social Sciences Research Council and the chairperson of the EUROCORES committee at the European Science Foundation.
More information at: http://www.econ.ku.dk/okokj/ - Prof. Siem Jan Koopman (Vrije Universiteit Amsterdam, NL)
Professor of Econometrics at the Vrije Universiteit Amsterdam and Research Fellow at the Tinbergen Institute. His research interests are in statistical analysis of time series, theoretical and applied time series econometrics, financial econometrics, Kalman filter methods and forecasting. Journal articles appeared in J. of the Royal Statistical Society Series B, Biometrika, J. of the American Statistical Association, J. of Econometrics, J. of Business Economic Statistics and many other journals in econometrics and time series analysis. He is co-author of two books on state space methods published by Oxford University Press and he is the main developer of the software packages STAMP and SsfPack. Finally, he is a member of the editorial boards of J. of Applied Econometrics, J. of Forecasting, Statistica Sinica and J. of Multivariate Analysis.
More information at: http://staff.feweb.vu.nl/koopman/ - Prof. Marco Lippi (Universita' La Sapienza, IT)
Professor of Economics at the Universita' La Sapienza, Rome. He was a lecturer at the Universities of Perugia, Rome and Modena. His works include aggregation in macroeconomic modeling, dynamic factor models and their applications to forecasting macroeconomic variables and the construction of indicators of aggregate economic activity. Together with Professor Mario Forni he has collaborated with a team at the Banca d'Italia to construct and update the EuroCoin indicator. He has published widely in international journals among others in Journal of the American Statistical Association, Econometric Theory, Journal of Monetary Economics, Journal of Econometrics and Review of Economics and Statistics.
More information at: http://www.lippi.ws/
- Prof. Helmut Lütkepohl (European University Institute, IT)
Professor of Econometrics at the Economics Department of the European University Institute. His research interests are in time series analysis, forecasting methods and transmission of monetary policy. He was/is associate editor of the Journal of Econometrics, Econometric Theory, Journal of Applied Econometrics, Empirical Economics, Macroeconomic Dynamics and CESifo Economic Studies. His journal articles appeared among others in Econometrica, J. of the American Statistical Association, Biometrika, J. of Econometrics, J. of Time Series Analysis, Economics Letters, International Economic Review, J. of Business & Economic Statistics, J. of Forecasting, Econometric Theory, Review of Economics and Statistics. He is author of New Introduction to Multiple Time Series Analysis and other books and has been a member of several conference committees. He is a fellow of the Journal of Econometrics and a member of the International Statistical Institute.
More information at: http://www.eui.eu/Personal/Luetkepohl/
- Prof. Massimiliano Marcellino (European University Institute, Florence)
Professor of Econometrics at the European University Institute and Head of the Department of Economics, on leave from Bocconi University. Research interests in econometrics, applied macroeconomics, time series analysis. Journal articles appeared among others in J. of Econometrics, J. of Applied Econometrics, J. of Time Series Analysis, International Journal of Forecasting, J. of Forecasting, J. of Economic Dynamics and Control, Oxford Bulletin of Economics and Statistics, J. of Business and Economic Statistics, Advances in Econometrics, Empirical Economics and Macroeconomic Dynamics. Co-editor of the J. of Forecasting and of the book The European Enlargement: Prospects and Challenges and of an introductory book to econometrics..
More information at: http://www.eui.eu/Personal/Marcellino/ - Prof. James C. Morley (Washington University in St. Louis, USA)
Associate Professor of Economics at Washington University in St. Louis. He is also a Research Fellow at Federal Reserve Bank of St. Louis. His research focuses on applied time series topics in macroeconomics, finance, and international finance. He has written papers on trend/cycle decomposition, the relationship between aggregate consumption and permanent income, nonlinearity and the permanent effects of recessions. Journal articles appeared in amongst others Journal of Econometrics, Journal of Monetary Economics, Journal of Money, Credit, and Banking and Review of Economics and Statistics.
More information at: http://morley.wustl.edu/morley_cv.pdf
- Prof. Adrian R. Pagan (University of New South Wales, AU)
Distinguished Professor of Economics at the University of Technology, Sydney and Professor of Economics at the School of Economics and Finance, Queensland University of Technology. He is also a Senior Research Fellow at the Nuffield College, Oxford. His interests are macro-econometric modeling and its use in policy analysis and explanation of business cycles. He has published many papers in the area of theoretical and applied econometrics. He is a Fellow of the Academy of Social Sciences, the Econometric Society and the Journal of Econometrics; a Medallist Fellow of the Modelling and Simulation Society of Australia and New Zealand; and has been awarded the Distinguished Fellow Medal of the Economic Society of Australia.
- Prof. M. Hashem Pesaran (University of Cambridge, UK)
Professor of Economics at the University of Cambridge, John Elliott Chair and Professor of Economics at the University of Southern California, and a Professorial Fellow of Trinity College, Cambridge. Previously he has been the head of the Economic Research Department of the Central Bank of Iran, the Under-Secretary of the Ministry of Education, Iran, Professor of Economics at the University of California at Los Angeles, and a Vice President at the Tudor Investment Corporation. Professor Pesaran is the founding editor of the Journal of Applied Econometrics and has been a partner at GSA Capital. He has held visiting positions at Harvard University, UCLA, University of Pennsylvania, and the University of Southern California. He has over 150 journal publications in the various areas of econometrics, empirical finance and macroeconomics, and the Iranian economy. He is the author of several books and edited volumes, and is a co-developer of the econometric software package Microfit (version 5 published by OUP in 2009). He is a Fellow of the Econometric Society, a Fellow of the British Academy, and a recipient of the Royal Economic Society Prize (1992), the Best Paper Award, Econometric Reviews (2002-2004), and the Best Paper Award, International Journal of Forecasting (2004-2005). He has also been awarded Honorary Doctorates from the University of Salford and Goethe University, Frankfurt.
More information at: http://www.econ.cam.ac.uk/faculty/pesaran/ - Prof. Lucrezia Reichlin (London Business School, UK)
Professor of Economics at the London Business School. She served as Director General of Research at the European Central Bank (March 2005 to September 2008), and CEPR Programme Co-Director in International Macroeconomics as well as Chairman and Scientist-in-Charge of the CEPR Euro Area Business Cycle Dating Committee. She has been a member of scientific advisory boards for a number of institutions, and served on the editorial board of several academic journals. Having received here PhD in Economics from New York University, she has published numerous papers on econometrics and macroeconomics. Her papers have appeared in top scientific journals, including American Economic Review, Review of Economic Studies, Review of Economics and Statistics and Journal of the American Statistical Association. She is a CEPR Research Fellow.
More information at: http://www.london.edu/facultyandresearch/faculty/search.do?uid=lreichlin - Prof. Philip Rothman (East Carolina University, USA)
Professor of Economics at East Carolina University. His fields of interests include econometrics, applied macroeconomics, and forecasting. From 2007 to 2009 he was President of the Society for Nonlinear Dynamics & Econometrics. He holds editorial positions at Applied Economics, Eastern Economic Journal and Studies in Nonlinear Dynamics and Econometrics. Journal articles appeared amongst others in the International Journal of Forecasting, Journal of Money, Credit and Banking, International Economic Review, Journal of Applied Econometrics and Review of Economics and Statistics.. Referee for numerous reviews
More information at: http://personal.ecu.edu/rothmanp/rothman.htm - Glenn Rudebusch (San Francisco FED, USA)
Senior Vice President and Associate Director of Research at the Federal Reserve Bank of San Francisco. At the San Francisco Fed, his areas of special focus are the research, analysis, and forecasting of the U.S. economy and monetary policy. He is the author of many publications on the conduct of monetary policy, the dynamics of business cycles, and the macro-finance linkages underlying the term structure of interest rates. He has published a book "Business Cycles: Durations, Dynamics, and Forecasting". Journal articles appeared amongst others in the American Economic Review, Journal of Political Economy, Economic Journal, Journal of Business and Economic Statistics, Journal of Monetary Economics, and Journal of Money, Credit, and Banking.
More information at: http://www.frbsf.org/economics/economists/grudebusch - Prof. Frank Smets (ECB Director General DG- Research)
Frank Smets is Director General of the Directorate General Research of the European Central Bank. He is an honorary professor in the Duisenberg chair at the Faculty of Economics and Business of the University of Groningen. He is a Research Fellow of the Centre for Economic Policy Research in London and a managing editor of the International Journal of Central Banking. He has written and published extensively on monetary, macroeconomic, financial and international issues mostly related to central banking in top academic journals such as the Journal of the European Economic Association, the American Economic Review and the Journal of Monetary Economics. Before joining the European Central Bank in 1998, he was a research economist at the Bank for International Settlements in Basel, Switzerland. He holds a PhD in Economics from Yale University.
More information at: http://www.eabcn.org/person/frank-smets-0 - Prof. Timo Teräsvirta (Aarhus University, DK)
Professor of Economics at Aarhus University, Denmark. He received his DPolSc (Econometrics) from the University of Helsinki in 1970. Before joining Aarhus University he was a professor of Econometrics at Stockholm School of Economics, Research Fellow at Norges Bank and Research Institute of the Finnish Economy and Professor of Statistics at University of Helsinki. He is a Distinguished Senior Fellow at Hanken School of Economics. He is also an elected member of the International Statistical Institute, Societas Scientiarum Fennica (Helsinki) and the Royal Academy of Sciences (Stockholm). His main research interests are time series econometrics, nonlinear models and modelling in particular. He is a co-author of a book on nonlinear econometrics and has published a number of articles in international journals. He is a Distinguished Author of Journal of Applied Econometrics and Fellow of Journal of Econometrics.
More information at: http://www.econ.au.dk/research/research-centres/creates/people/research-fellows/timo-teraesvirta/ - Prof. Prof. Herman K. van Dijk (Erasmus University, NL)
Professor of Econometrics with a Personal Chair at Erasmus University Rotterdam. He is a former Director of the Econometric Institute and Honorary Fellow and former chairperson of the Tinbergen Institute. He has been a visiting fellow and a visiting professor at, among other institutions, Cambridge University, the Catholic University of Louvain, Harvard University, Duke University, Cornell University, and the University of New South Wales. His research interests are in Bayesian inference using computational techniques, time series econometrics, neural networks, and income distributions. He has extensive experience as a (co-)manager and coordinator of research initiatives and conferences. He is Co-editor of Journal of Applied Econometrics and of Econometric Institute/Princeton University Press lectures and Associate Editor of the Journal of Econometrics, Econometric Reviews, Journal of Computational Economics, Computational Statistics and Data Analysis and Econometrics Letters. He is the (co-)author of several books on (Bayesian) Econometrics and Decision Analysis using simulation techniques. He has published extensively in international journals, such as Econometrica, Journal of Econometrics, Journal of Applied Econometrics, Journal of Business and Economic Statistics, Journal of Forecasting, Econometric Reviews and the International Journal of Forecasting.
More information at: http://people.few.eur.nl/hkvandijk/ - Prof. Simon Van-Norden (HEC Montreal, Canada)
Professor at the Department of Finance HEC Montréal. Research interests in economic and finance, business cycle and output gap estimates, forecasting, real time estimation, oil prices and Markov switching models. Journal articles appeared in Finance Research Letters, North American Journal of Economics and Finance, J. of Money, Credit and Banking, The Review of Economics and Statistics, Review of International Economics, J. of International Money and Finance, Studies in Non-Linear Dynamics and Econometrics, Computational Economics, Applied Financial Economics, J. of Applied Econometrics. Contributions to numerous edited collections. Grant recipient of Social Science and Humanities Research Council of Canada for Measurement of productivity growth trends and business cycle. Founder and owner of Ergodic Quantitative Consulting Inc. Referee of numerous reviews.
More information at: http://neumann.hec.ca/pages/simon.van-norden/
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