Advances in Economic Forecasting

Authors

173 Authors Michael D. Bradley is a professor of economics at George Washington University. His primary areas of research are the conduct and effects of monetary policy, the economics of postal and delivery services, and the application of nonlinear models to issues in macroeconomics and finance. He has published over 50 papers in academic journals and scholarly books and has won a number of awards for his academic work, including the Richard D. Irwin Distinguished Paper Award and the Trachtenberg Prize for Excellence in Teaching . He earned his PhD from the University of North Carolina at Chapel Hill. Dean Croushore is a professor of economics and a Rigsby Fellow at the University of Richmond and serves as chair of the economics department. He came to the University of Richmond in 2003 after having spent 14 years as an economist at the Federal Reserve Bank of Philadelphia. He earned his doctorate at Ohio State University. Dr. Croushore is the author of the money and banking textbook M&B, published by Cengage Learning, and is coauthor with Andrew Abel and Ben Bernanke of Macroeconomics, 7th edition. He is currently a visiting scholar at the Federal Reserve Bank of Philadelphia’s RealTime Data Research Center. Matthew L. Higgins is an associate professor of economics at Western Michigan University. His areas of research interest are econometric theory, time series analysis, and forecasting. The author of numerous articles in journals including Applied Economics, the Journal of Business and Economic Statistics , the Journal of Quantitative Economics, and the Journal of Time Series Analysis, he has written extensively on the theory of empirical models for asset price volatility. He earned his PhD from the University of Illinois. Dennis W. Jansen is a professor of economics at Texas A&M University. He received his PhD from the University of North Carolina at Chapel Hill. Dr. Jansen’s research includes work on forecasting, monetary policy, financial economics and portfolio selection, applied econometrics, and the economics of education. He is affiliated with and is Jordan Professor of Public Policy at the Private Enterprise Research Center, also at Texas A&M University. Kajal Lahiri is a distinguished professor of economics at the University at Albany, State University of New York, a fellow of CESifo Research Network, and an honorary fellow of the International Institute of Forecasters. He received his doctorate in economics from the University of Rochester. The author of Higgins.indb 173 Higgins.indb 173 11/3/2011 10:23:11 AM 11/3/2011 10:23:11 AM 174 Authors numerous books and articles, Dr. Lahiri created the Transportation Services Index, a measure of output in the transportation sector that is reported monthly by the U.S. Department of Transportation. He is on the editorial boards of the Journal of Econometrics, the International Journal of Forecasting, Empirical Economics, and the Journal of Business Cycle Measurement and Analysis. His current research deals with economic forecasting, and also with minority health—the latter research is being funded by the National Institutes of Health. Tae-Hwy Lee is a professor of economics at the University of California, Riverside. His research areas are econometrics and its applications to financial and macroeconomic time series for various methodological and empirical issues in specification, testing, estimation, and forecasting. His publications have appeared in the Journal of Econometrics, Econometric Theory, the Journal of Applied Econometrics, the Review of Economics and Statistics, and many other scholarly publications. He earned a PhD in economics from the University of California, San Diego. David E. Rapach is an associate professor of economics and a research fellow at the Simon Center for Regional Forecasting at Saint Louis University. His research interests include applied time series econometrics, forecasting, macroeconomics, monetary economics, international finance, and financial economics. He has published in numerous journals, including the Review of Financial Studies, the Journal of Portfolio Management, the Journal of International Money and Finance, and the International Journal of Forecasting. He is also coeditor of Forecasting in the Presence of Structural Breaks and Model Uncertainty, published in 2008 by Emerald Group. He obtained his doctorate in economics from American University. Herman O. Stekler is a research professor at George Washington University . He has been interested in forecasting issues since 1959, with a special emphasis on forecast evaluations. He has published articles in both economics and forecasting journals. He earned his doctorate from the Massachusetts Institute of Technology. Higgins.indb 174 Higgins.indb 174 11/3/2011 10:23:11 AM 11/3/2011 10:23:11 AM ...