# Professor John Geweke

### Professional

Internationally renowned econometrician John Geweke came to UTS as Distinguished Research Professor in the School of Business in 2009. Professor Geweke is distinguished for his contributions to econometric theory in time series analysis and Bayesian modelling, and for applications in the fields of macroeconomics, finance, and microeconomics. He is a Fellow of the Econometric Society and the American Statistical Association. He has been co-editor of the Journal of Econometrics, the Journal of Applied Econometrics, and editor of the Journal of Business and Economic Statistics. His most recent book is Complete and Incomplete Econometric Models, published by Princeton University Press in January 2010. Currently he directs the six-investigator ARC – sponsored project, “Massively Parallel Algorithms for Bayesian Inference and Decision Making.”

**Awards and Recognition**

Fellow of the Econometric Society, since 1982

Fellow of the American Statistical Association, since 1990

Alfred P. Sloan Research Fellow, 1982-1984

H.I. Romnes Faculty Fellow, University of Wisconsin, 1982-1983

Dayton-Hudson Fellowship, 1970-1974

National Merit Scholar, 1966-1970

Member, Phi Beta Kappa and Phi Kappa Phi

Listed in Marquis' Who's Who in America, similar publications

**Previous Academic Positions**

Harlan McGregor Chair in Economic Theory and Professor of Economics and Statistics, University of Iowa, 1999-2009

Professor of Economics, University of Minnesota, 1990-2001

Director, Institute of Statistics and Decision Sciences, Duke University, 1987-1990

Professor of Statistics and Decision Sciences, Duke University, 1987-1990

William R. Kenan, Jr., Professor of Economics, Duke University, 1986-1990

Professor of Economics, Duke University, 1983-1986

Visiting Professor of Economics, Carnegie-Mellon University, 1982-1983

Visiting Professor of Statistics, Carnegie-Mellon University, 1982-1983

Professor of Economics, University of Wisconsin-Madison, 1982-1983

Associate Professor of Economics, University of Wisconsin-Madison, 1979-1982

Visiting Fellow, Warwick University, 1979

Assistant Professor of Economics, University of Wisconsin-Madison, 1975-1979

**Casual Academic,**University Casual Academics

**Associate Member,**AAI - Advanced Analytics Institute

**Phone**

## Books

*The Oxford Handbook of Bayesian Econometrics*.

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*Complete and Incomplete Econometric Models*, 1, Princeton University Press, Princeton, USA.

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*Contemporary Bayesian Econometrics and Statistics*, 1, John Wiley & Sons Inc, USA.

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*Chapter 56 Computationally intensive methods for integration in econometrics*.

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*Sowing the Seeds: Informing public Policy in the Economic Research Service of USDA.*, National Academy Press, Washington.

*Bayesian Statistics and Econometrics: Essays in Honor of Arnold Zellner*, Wiley, New York.

*Chapter 15 Monte carlo simulation and numerical integration*.

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*New Directions in Time Series Analysis, Parts I and II.*, Springer-Verlag, New York.

*Decision Making under Risk and Uncertainty: New Models and Empirical Findings.*, Kluwer Academic Publishers, Dordrecht.

*Economic Complexity: Chaos, Sunspots, Bubbles and Nonlinearity*, Cambridge University Press, Cambridge.

*Inferring Household Demand for Durable Goods, with Heterogeneous Preferences: A Case Study*.

*Chapter 19 Inference and causality in economic time series models*.

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## Chapters

*Current Trends in Bayesian Methodology with Applications*, CRC Press, USA, pp. 290-310.

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*Bayesian Model Comparison (Advances in Econometrics)*, Emerald Group Publishing Limited, USA, pp. 1-44.

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*The Oxford Handbook of Bayesian Econometrics*, Oxford University Press, Oxford, pp. 1-8.

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*Exploration of a Nonlinear World: An Appreciation of Howell Tong's Contributions to Statistics.*, World Scientific, Singapore, pp. 85-94.

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*The New Palgrave Dictionary of Economics online*, Palgrave Macmillan, Online, pp. 1-32.

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*Bayesian Statistics and Its Applications*, Anshan Ltd, New Delhi, pp. 160-197.

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*Handbook of Economic Forecasting*, Elsevier, The Netherlands, pp. 3-80.

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*A Companion to Theoretical Econometrics A Companion to Theoretical Econometrics A Companion to Theoretical Econometrics*, Blackwell Publishing, USA, pp. 466-493.

*Handbook of Econometrics Handbook of Econometrics This Document Abstract Actions Cited By Save as Citation Alert E-mail Article Export Citation H*, Elsevier Inc, North Holland, pp. 3463-3568.

*Bayesian Methods with Applications to Science, Policy and Official Statistics.*, Eurostat, Brussels, pp. 165-174.

*Simulation-Based Inference in Econometrics: Methods and Applications*, Cambridge University Press, Cambridge, pp. 255-299.

*Simulation-based Inference in Econometrics: Methods and Applications*, Cambridge University Press, UK, pp. 100-131.

*Bayesian Statistics 6*, Oxford University Press, Oxford, UK, pp. 275-299.

*Analysis of Panels and Limited Dependent Variables: A Volume in Honor of G. S. Maddala*, Cambridge University Press, Cambridge, pp. 49-78.

*Carnegie-Rochester Conference Series on Public Policy*, Elsevier, pp. 143-147.

*Advances in Economics and Econometrics: Theory and Applications*, Cambridge University Press, Cambridge, pp. 128-165.

*Modeling And Prediction - Honoring Seymour Geisser*, Springer-verlag, New York, pp. 248-263.

*Handbook of Computational Economics*, elsevier, pp. 731-800.

*Bayesian Statistics 5*, Oxford University Press, Oxford, pp. 609-620.

*Case Studies in Bayesian Statistics (Volume 3)*, Springer-Verlag, New York.

*Nonlinear Dynamics and Evolutionary Economics*, Oxford University Press, Oxford.

*New Research on Business Cycles, Indicators and Forecasting*, National Bureau of Economic Research, New York.

*Bayesian Statistics 4*, Oxford University Press, Oxford, pp. 169-194.

*Equilibrium Theory and Applications*, Cambridge University Press, Cambridge, pp. 425-480.

*Nonparametric and Semiparametric Methods in Econometrics and Statistics*, Cambridge University Press, Cambridge, pp. 127-174.

*Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity*, Cambridge University Press, Cambridge, pp. 337-360.

*Dynamic Econometric Modeling*, Cambridge University Press, Cambridge, pp. 73-103.

*The New Palgrave: A Dictionary of Economic Theory and Doctrine.*, The Macmillan Press, London.

*Handbook of Econometrics, Volume 2*, North-Holland, Amsterdam, pp. 1101-1144.

*Advances in Econometrics*, Cambridge University Press, Cambridge, pp. 209-236.

*Workers, Jobs and Inflation*, Brookings Institution Press, Washington, pp. 159-198.

*Drugs and Health*, American Enterprise Institute, Washington.

*Evaluation of Econometric Models*, Elsevier Science & Technology Books, pp. 169-196.

*Seasonal Analysis of Economic Time Series*, Government Printing Office, Washington, US, pp. 411-432.

*1978 Proceedings of the Business and Economic Statistics Section - American Statistical Association*, pp. 320-325.

*Latent Variables in Socioeconomic Models*, AMsterdam: North-Holland, pp. 365-383.

*New Methods in Business Cycle Research*, Federal Researve Bank of Minneapolis, Minneapolis, MN USA, pp. 111-158.

## Conferences

*JSM Proceedings, Section on Bayesian Statistical Science*, American Statistical Association, Vancouver, Canada.

*2000 Proceedings of the Section on Bayesian Statistical Sciences - American Statistical Association*, pp. 40-49.

*American Statistical Association 1994 Proceedings of the Business and Economic Statistics Section.*.

*American Statistical Association 1991 Proceedings of the Business and Economic Statistics Section*, American Statistical Association, pp. 42-50.

*Computing Science and Statistics: Proceedings of the Twenty-Third Symposium on the Interface*, Interface Foundation of North America, Fairfax, pp. 571-578.

*The American Business Cycle: Continuity and Change*, National Bureau of Economic Research, New York.

*Proceedings of the Business and Economic Section - American Statistical Association*, American Statistical Association, USA.

*Applied Time Series Analysis of Economic Data*, U.S. Bureau of the Census, Washington, pp. 12-13.

*Proceedings of the Business and Economics Section*, American Statistical Association.

*Directions in Time Series*, Institute of Mathematical Statistics.

*Directions in Time Series*, Institute of Mathematical Statistics.

## Journal articles

*Review of Finance*, vol. 20, no. 1, pp. 201-229.

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*Review of Finance*, vol. 20, no. 1, pp. 201-229.

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*JOURNAL OF FINANCIAL ECONOMICS*, vol. 115, no. 1, pp. 210-214.

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*Journal of Econometrics*, vol. 183, no. 1, pp. 22-30.

*International Journal of Research in Marketing*, vol. 31, pp. 35-48.

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*Journal of Pension Economics and Finance*, vol. 13, no. 1, pp. 27-61.

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*Econometric Reviews*, vol. 33, no. 1-4, pp. 270-288.

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*Advances in Econometrics*, vol. 34, pp. 1-44.

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*Journal of Financial Econometrics*, vol. 12, no. 2, pp. 278-306.

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*JOURNAL OF ECONOMIC LITERATURE*, vol. 52, no. 3, pp. 799-804.

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*The Economic Record*, vol. 88, no. 280, pp. 39-63.

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*Journal of Econometrics*, vol. 171, no. 2, pp. 99-100.

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*American Economic Review*, vol. 102, no. 3, pp. 482-486.

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*Journal of Econometrics*, vol. 171, no. 2, pp. 185-204.

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*Journal of Applied Econometrics*, vol. 26, no. 1, pp. 1-29.

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*Journal Of Econometrics*, vol. 163, no. 2, pp. 172-185.

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*Journal Of Econometrics*, vol. 164, no. 1, pp. 130-141.

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*Econometric Reviews*, vol. 26, pp. 193-200.

*International Journal of Forecasting*, vol. 26, no. 2, pp. 216-230.

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*International Journal of Forecasting*, vol. 26, no. 2, pp. 435-438.

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*Econometrica*, vol. 77, no. 6, pp. 2009-2017.

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*Journal of Econometrics*, vol. 138, no. 1, pp. 252-290.

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*Computational Statistics and Data Analysis*, vol. 51, no. 7, pp. 3529-3550.

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*American Economic Review*, vol. 97, no. 2, pp. 60-64.

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*Econometric Reviews*, vol. 26, no. 2-4, pp. 193-200.

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*COMPUTATIONAL STATISTICS & DATA ANALYSIS*, vol. 51, no. 7, pp. 3506-3508.

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*Econometric Reviews*, vol. 26, no. 2-4, pp. 193-200.

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*International Journal Of Industrial Organisation*, vol. 24, no. 3, pp. 467-486.

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*Journal of the American Statistical Association*, vol. 99, no. 467, pp. 799-804.

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*Communications In Statistics-theory And Methods*, vol. 32, pp. 775-789.

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*Econometrica*, vol. 71, pp. 1215-1238.

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*Journal of Business & Economic Statistics*, vol. 21, no. 4, pp. 490-492.

*Journal of Business and Economic Statistics*, vol. 21, no. 4, pp. 490-492.

*Journal of Risk and Uncertainty*, vol. 83, pp. 1181-1186.

*Journal of Econometrics*, vol. 112, no. 1, pp. 115-120.

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*Journal of Econometrics*, vol. 100, no. 1, pp. 11-15.

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*Canadian Journal of Agricultural Economics*, vol. 49, no. 3, pp. 313-325.

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*American Journal of Agricultural Economics*, vol. 83, pp. 1181-1186.

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*Computational Statistics and Data Analysis*, vol. 37, no. 2, pp. 151-170.

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*Economic Letters*, vol. 71, no. 3, pp. 341-345.

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*Journal of Econometrics*, vol. 96, no. 2, pp. 293-356.

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*Journal of Applied Econometrics*, vol. 15, no. 6, pp. 545-546.

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*Communications In Statistics-Simulation And Computation*, vol. 28, pp. 867-894.

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*Econometric Reviews*, vol. 18, no. 1, pp. 1-73.

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*Econometrica*, vol. 67, pp. 423-425.

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*Journal of Business & Economic Statistics*, vol. 16, pp. 269-271.

*Journal of Business & Economic Statistics*, vol. 16, pp. 469-478.

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*Journal Of Econometrics*, vol. 80, no. 1, pp. 125-165.

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*Review of financial studies*, vol. 9, no. 2, pp. 557-587.

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*Journal of Econometrics*, vol. 75, no. 1, pp. 121-146.

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*Review of Financial Studies*, vol. 9, no. 2.

*Federal Reserve Bank of Minneapolis Quarterly Review*, vol. 19, no. 1, pp. 18-31.

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*Journal of Business & Economic Statistics*, vol. 12, pp. 397-399.

*Marketing Letters*, vol. 5, pp. 311-322.

*Econometric Theory*, vol. 10, pp. 609-632.

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*Review Of Economics And Statistics*, vol. 76, no. 4, pp. 609-632.

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*Marketing Letters*, vol. 5, no. 4, pp. 311-322.

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*Journal of Time Series Analysis*, vol. 14, pp. 441-445.

*Journal of Econometrics*, vol. 55, pp. 201-202.

*Journal Of The Royal Statistical Society Series B-methodological*, vol. 55, p. 74.

*Journal Of The Royal Statistical Society Series B-Methodological*, vol. 55, no. 1, pp. 53-102.

*JOURNAL OF APPLIED ECONOMETRICS*, vol. 8, pp. S19-S40.

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*JOURNAL OF BUSINESS & ECONOMIC STATISTICS*, vol. 11, no. 4, pp. 427-427.

*Statistical Science*, vol. 7, pp. 94-101.

*Contemporary Mathematics*, vol. 115, pp. 117-135.

*Journal of Econometrics*, vol. 49, pp. 5-50.

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*Medical Decision Making*, vol. 10, pp. 114-115.

*Medical Decision Making*, vol. 10, no. 2, pp. 102-115.

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*Econometrica*, vol. 57, no. 6, pp. 1317-1339.

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*Journal of Econometrics*, vol. 40, pp. 63-86.

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*Journal of the American Statistical Association*, vol. 84, pp. 28-30.

*JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION*, vol. 84, no. 405, pp. 6-30.

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*Journal of Econometrics*, vol. 38, no. 1-2, pp. 73-90.

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*Journal Of Business & Economic Statistics*, vol. 6, pp. 465-466.

*Journal of Economic Perspectives*, vol. 2, pp. 159-166.

*Statistical Science*, vol. 3, pp. 188-189.

*Econometric Reviews*, vol. 7, no. 1, pp. 59-62.

*Journal of Business & Economic Statistics*, vol. 6, pp. 479-486.

*JOURNAL OF ECONOMIC PERSPECTIVES*, vol. 2, no. 1, pp. 159-166.

*International Journal Of Industrial Organisation*, vol. 5, pp. 67-78.

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*Econometrica*, vol. 54, pp. 1407-1423.

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*Review Of Economic Studies*, vol. 53, pp. 653-669.

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*Journal of Applied Econometrics*, vol. 1, pp. 127-141.

*Econometrica*, vol. 54, pp. 1-22.

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*Econometric Reviews*, vol. 5, no. 1, pp. 57-61.

*American Economic Review*, vol. 75, pp. 206-210.

*Journal of Time Series Analysis*, vol. 4, pp. 221-238.

*Journal of the American Statistical Association*, vol. 79, pp. 907-915.

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*Evaluation Review*, vol. 8, no. 1, pp. 75-92.

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*Journal of the American Statistical Association*, vol. 79, pp. 25-26.

*Econometric Reviews*, vol. 5, no. 1, pp. 105-112.

*Journal Of Business & Economic Statistics*, vol. 2, pp. 187-202.

*Journal of Business and Economic Statistics*, vol. 2, no. 3, pp. 191-200.

*JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION*, vol. 79, no. 385, pp. 25-26.

*Journal of Econometrics*, vol. 21, pp. 161-194.

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*Medical Care*, vol. 20, pp. 821-830.

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*Journal of the American Statistical Association*, vol. 77, pp. 304-324.

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*Journal of the American Statistical Association*.

*Journal of Econometrics*, vol. 17, no. 3, pp. 287-304.

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*Econometrica*, vol. 49, no. 6, pp. 1427-1442.

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*International Economic Review*, vol. 22, no. 1, pp. 54-70.

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*International Economic Review*, vol. 22, no. 1, pp. 37-54.

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*Journal of the American Statistical Association*, vol. 76, no. 374, pp. 363-373.

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*INTERNATIONAL ECONOMIC REVIEW*, vol. 22, no. 1, pp. 55-70.

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*Journal of the American Statistical Association*, vol. 75, no. 369, pp. 133-137.

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*Review Of Economics And Statistics*, vol. 61, no. 3, pp. 334-341.

*Journal of Econometrics*, vol. 7, no. 2, pp. 163-185.

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*Econometrica*, vol. 46, no. 3, pp. 643-661.

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*Journal of Monetary Economics*.

## Other

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**Selected Peer-Assessed Projects**