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John F. Geweke

John F. Geweke Economics

Professor Emeritus - May 2010


John.Geweke@uts.edu.au
 

Academic History

  • PhD in Economics, University of Minnesota, 1975
  • BS in Social Science, Michigan State University, 1970

Expertise

  • Bayesian econometrics
  • Earnings dynamics
  • Econometric theory
  • Financial economics
  • Latent variable models
  • Time series analysis

Awards

  • Fellow, American Statistical Association, August 1990
  • Fellow, Econometric Society, December 1982

Selected Publications

      Sponsored Research

      • Smoothly Mixing Regressions, John F. Geweke. National Science Foundation
      • Bayesian Analysis, Computation and Communication in the Social Sciences, John F. Geweke. National Science Foundation
      • Analysis of Earnings Inequality and Earnings Mobility, John F. Geweke. National Institutes of Health
      • Flexible Bayesian Econometric Modeling, John F. Geweke. National Science Founation

      Other Work

      • The SETAR Model of Tong and Lim and Advances in Computation, John F. Geweke, World Scientific Publishing Co., 2008 - Publication Details Forthcoming
      • Commentary: Econometric issues in using the AHEAD Panel, John F. Geweke, Journal of Econometrics, vol 112, 2002, 115-120
      • Bayesian Inference for Dynamic Discrete Choice Models Without the Need for Dynamic Programming, John F. Geweke, Michael Keane, , .S. Mariano, T. Schuermann and M. Weeks (eds.), Simulation-Based Inference in Econometrics: Methods and Applications. Cambridge: Cambridge University Press, 2000, 100-131
      • Simulation-Based Bayesian Inference for Economic Time Series, John F. Geweke, R.S. Mariano, T. Schuermann and M. Weeks (eds.), Simulation-Based Inference in Econometrics: Methods and Applications. Cambridge: Cambridge University Press, 2000, 255-299

        Current & Prior Positions

        • Distinguished Research Professor, School of Business, University of Technology Sydney, Australia, July 2009 - Present
        • Professor, Department of Economics (on leave), Henry B. Tippie College of Business, The University of Iowa, 2009 - 2010
        • Professor Emeritus of Economics and Statistics, Henry B. Tippie College of Business, The University of Iowa, May 2010
        • Professor of Economics and Statistics, Henry B. Tippie College of Business, The University of Iowa, August 1999 - May 2010
        • Professor, Department of Economics, University of Minnesota, 1990 - 2001
        • Professor and Director, Institute of Statistics and Decision Sciences, Duke University, 1987 - 1990
        • William R. Keanan, Jr., Professor, Department of Economics, Duke University, 1986 - 1990
        • Professor, Department of Economics, Duke University, 1983 - 1986
        • Professor, Department of Economics, University of Wisconsin - Madison, 1982 - 1983
        • Associate Professor, Department of Economics, University of Wisconsin - Madison, 1978 - 1982
        • Assistant Professor, Department of Economics, University of Wisconsin - Madison, 1975 - 1978

        Review and Editorial Work

        • Referee, Various

        Professional Affiliations

        • Advisory/Consulting Editor, Journal of Applied Econometrics, 2003 - current
        • Co-editor, Journal of Econometrics, 2003 - current
        • Advisory/Consulting Editor, Journal of Financial Econometrics, 2002 - current
        • Co-editor, Computational Statistics and Data Analysis, 2005 - 2006
        • Associate Editor, Journal of the American Statistical Association, 2000 - 2003
        • Co-editor, Journal of Applied Econometrics, 1993 - 2002
        • Associate Editor, Econometrica, 1995 - 2001
        • Editor, Journal of Business and Economic Statistics, 1989 - 1993
        • Associate Editor, Econometrica, 1984 - 1988
        • Associate Editor, Journal of the American Statistical Association, 1983 - 1988

        Presentations

        • Optimal Prediction Pools, Federal Reserve Bank of Kansas City, December 2008
        • Optimal Prediction Pools, Rice University Department of Economics, December 2008
        • Bayesian Posterior Simulation, Bank of Canada, October 2008
        • Flexible Bayesian Modeling with Mixtures, Princeton University, Department of Economics, October 2008
        • Optimal Prediction Pools, Bank of Canada, October 2008
        • Optimal Prediction Pools, NSF/NBER Time Series Conference, University of Aarhus, Denmark, September 2008
        • Optimal Prediction Pools, Sveriges Riksbank, Stockholm, September 2008
        • Complete and Incomplete Models, Bayesian Econometrics Workshop, Department of Econometrics and Business Statistics, Monash University, July 2008
        • Optimal Prediction Pools, Forecasting in Rio Conference, Rio di Janeiro, Brazil, July 2008
        • Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns, International Society for Bayesian Analysis World Meeting, Hamilton Island, Queensdland, Australia, July 2008
        • Optimal Prediction Pools, School of Economics, The University of Queensland, July 2008
        • Bayesian Thinking about Structural Models, Econometric Institute – Princeton University Invited Lecture Series, Erasmus University (Rotterdam, Netherlands), June 2008
        • Comparing Incomplete Models, Econometric Institute – Princeton University Invited Lecture Series, Rotterdam, Netherlands, June 2008
        • Contemporary Bayesian Econometrics: An Overview, ,” Institute for Advanced Study, Department of Economics and Finance, Vienna, Austria, June 2008
        • Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns, Institute for Advanced Study, Department of Economics and Finance, Vienna, Austria, June 2008
        • Optimal Prediction Pools, Econometric Institute – Princeton University Invited Lecture Series, Erasmus University (Rotterdam, Netherlands), June 2008
        • Optimal Prediction Pools, Rimini Centre for Economic Analysis Bayesian Workshop keynote address , Rimini, Italy, June 2008
        • Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns, University at Albany (SUNY), April 2008
        • Markov Chain Monte Carlo Methods in Bayesian Econometrics, Invited distinguished lecture, Tohoku University (Sendai, Japan), Sendai, Japan, October 2007
        • Luncheon address, Deanships, Chairs and Professorships Lunch, University of Iowa Foundation, Iowa City, IA, September 2007
        • Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns, NSF/NBER Time Series Conference, NBER, NSF, U of Ioiwa, U of Iowa, September 2007
        • An Introduction to Contemporary Bayesian Thinking and Methods, Indiana University Department of Economics, May 2007
        • Bayesian Modeling of Conditional Distributions, Indiana University Department of Economics, May 2007
        • Strategies for Productive Research Using Bayesian Econometrics, Indiana University Department of Economics, May 2007
        • Reserve Bank of Australia, Mixture Models for Asset Return Volatility, May 2007
        • Bayesian Modeling of Conditional Distributions, Queensland University of Technology , April 2007
        • Bayesian Modeling of Conditional Distributions, University of New South Wales (Australia), April 2007
        • Bayesian Model Comparison and Validation, American Economic Association invited session, Allied Social Sciences Association meeting, Chicago, January 2007
        • Contemporary Bayesian Methodology and its Application in Health Policy Research, Hill Center for Health Policy, University of Alabama at Birmingham, January 2007
        • Smoothly Mixing Regressions, University of Tokyo, U Tokyo, Tokyo, Japan, November 2006
        • Smoothly Mixing Regressions, International Workshop on Bayesian Statistics and Applied Econometrics, Tohoku University (Sendai, Japan, Tohoku University, Sendai, Japan, October 2006
        • Bayesian Modeling of Conditional Distributions, Bayesian Econometric Methodology Conference, Sveriges Riksbank, Stockholm, September 2006
        • Computational Experiments and Reality, DYNARE Conference, CEPREMAP, Paris. (Invited plenary address), September 2006
        • Smoothly Mixing Regressions, Invited econometrics seminar, Department of Economics, Princeton University, Princeton Unviersity, Princeton NJ, September 2006
        • Smoothly Mixing Regressions, Invited seminar, Dept of Economics, University of Pennsylvania, September 2006
        • Smoothly Mixing Regressions, National Bureau of Economic Research Summer Institute 2006 Working Group on Forecasting and Empirical Methods in Macroeconomics and Finance, Cambridge MA, July 2006
        • Bayesian Prediction and Forecasting with an Example: Smoothly Mixing Regressions and Asset Returns, Stanford Institute in Theoretical Economics Segment on Economic Forecasting Under Uncertainty, July 2006
        • Instrumental Variables, Aggregation, and Inference, 50 Years of Econometrics conference, Econometric Institute, Rotterdam, Netherlands, June 2006
        • Bayesian Modeling of Conditional Distributions, Eighth Valencia World Meeting on Bayesian Statistics (ISBA invited paper), June 2006
        • "Smoothly Mixing Regressions," School of Business and Economics, Goethe University, Frankfurt, Germany, School of Business and Economics, Goethe University, Frankfurt, Germany, Frankfurt, Germanuy, May 2006
        • Interpretation and Inference in Mixture Models: Simple MCMC Works, Seminar on Bayesian Inference in Econometrics and Statistics, University of Iowa, April 2006
        • Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings in the United States, Brown University Department of Economics, November 2005
        • Modeling Conditional Distributions with Mixture Models: Applications in Finance and Financial Decision Making, Journal of Applied Econometrics invited lecture, Venice, Italy, June 2005
        • Modeling Conditional Distributions with Mixture Models: Theory and Inference, Journal of Applied Econometrics invited lecture, Venice, Italy, June 2005
        • Bayesian Forecasting, Rady Handbook of Economic Forecasting Conference, UC-San Diego, Elseveier Publishing Co., April 2004
        • Compound Markov Mixture Models with Applications in Finance, NBER/NSF Time Series Conference, Chicago, NBER, NSF, September 2003

        Committees and Professional Service

        • Director, Institute for Economic Research, 2007-2010
        • DEO's Advisory Committee, 2007-2008
        • Promotion and Tenure Committee, 2007-2008
        • Dean's Advisory Committee, 2007-2008
        • Executive Committee, 2007-2008
        • NBER/NSF Time Series Conference, 2006-2007
        • DEO's Advisory Committee, 1999-2006
        • Faculty recruiting committee, 2003-2004
        • Director of Graduate Studies, 2000-2003

        Additional Training

        • ,
        • , Career Development Award, University of iowa,