Marcelle Chauvet

 

Chair, Latin American Studies Program
& Professor, Department of Economics
University of California
Riverside, CA 92521 USA
Office: (951) 827-1587
Fax: (951) 827-5685
Email: chauvet at ucr.edu

 

Probability of U.S. Recession as of June 2009: 73.5% (data available up to April 2009)

Probabilities of Recession for Brazil as of June 2009: 65.2% (data available up to April 2009)

More details and updates at CREFC

 

UCR Conference “Business Cycles: Theoretical and Empirical Advances”    April 10-11, 2009

 

   Honor to Victor Zarnowitz: one of the world's leading scholars on business cycles, who had first-hand experience in all U.S. recessions in the last

    60 years. We will miss your insights.

 

Op-Ed New York Times – Tumbling Dice by Marcelle Chauvet and Kevin Hassett

·   Research Papers

o      Publications

o      Working Papers

·   Current Teaching 2009/2010

o      Undergraduate: Macroeconomic Theory I 103A (Spring 10)

o      Graduate: Advanced Monetary Theory 282F (Winter 10), Macroeconomic Theory 201B (Winter 10)

·   Graduate Students

·   C.V.

CV

Education
  • University of Pennsylvania, Ph.D., Economics
  • University of Pennsylvania, M.S., Economics
  • University of Brasilia, M.S., Economic Policy
  • University of Brasilia, B.S., Economics

Research
  • Applied Macroeconomics
  • Time Series Analysis and Forecasting
  • Financial Markets
  • Latin American Economics
  • Development and Growth

Academic Employment
  • Chair, Latin American Studies Program, University of California, Riverside.
  • University of California, Riverside, Associate Professor
  • University of California, Riverside, Assistant Professor
  • University of Brasilia, Visiting Professor
  • Catholic University of Brasilia, Assistant Professor

Non-Academic Employment
  • Research Director, Center for Research in Economic and Financial Cycles – CREFC, US & Brazil.
  • Associate Policy Adviser & Senior Research Economist, Research Department, Federal Reserve Bank of Atlanta.
  • Consultant, Statistical Analysis Inc., California.
  • Consultant, Economics Department, Central Bank of Brasil (BACEN), Brasilia, Brazil.
  • Consultant, Research Department, Central Bank of Brasil (BACEN), Brasilia, Brazil.
  • Macroeconomist/Consultant, Arbi Asset Management, Rio de Janeiro, Brazil.
  • Intern, The World Bank, Washington, D.C.
  • Intern, Inter-American Development Bank, Washington, D.C.
  • Economic Advisor, Ministry of Industry - SEBRAE, Brasilia, Brazil.
  • Intern, TELEBRAS - Brazilian Telecommunication Company, Brasilia, Brazil.

Teaching

Undergraduate

  • Introduction, Intermediate, and Advanced Macroeconomics 
  • Intermediate Microeconomics
  • Forecasting in Business & Economics
  • Natural Resources Economics

Graduate

  • Macroeconomic Theory and Advanced Macroeconomic Theory
  • Empirical Dynamic Macroeconomics
  • Macroeconomic Time Series 
  • Advanced Econometrics
  • Colloquium in Economic Theory

 

Publications

 

Journal Articles

1.        “Monitoring Business Cycles with Structural Changes,” with Simon Potter, forthcoming International Journal of Forecasting (Repec or MonitorBreaks).

2.        “Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach,” with William Barnett and Heather Tierney, forthcoming Special Issue on Measurement with Theory, Macroeconomic Dynamics. (Repec or MeasErrMoney)

3.        “International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview,” with William Barnett, Open Economies Review, Vol. 20, No. 1, 2009.

4.        “A Comparison of the Real-Time Performance of Business Cycle Dating Methods,” with Jeremy Piger, Journal of Business Economics and Statistics, Vol. 26, No. 1,  42-49, 2008. (Repec or BC_RealTime)

5.        “International Business Cycles: G7 and OECD Countries,” with Chengxuan Yu; Economic Review, Federal Reserve Bank of Atlanta, First Quarter, Vol. 91 No. 1, 43-54, 2006.(Repec or Bc_G7OECD)

6.        “Forecasting Brazilian Output and its Turning Points in the Presence of Breaks: A Comparison of Linear and Nonlinear Models,” with E. Lima, G. Domingues, and B. Vasquez, Economic Studies (Estudos Economicos), Vol. 36, No.1, 5-46, 2006. (Repec or BR_TPBreak)

7.        “Forecasting Recessions Using the Yield Curve,” with S. Potter, Journal of Forecasting, 24, 2, 77-103, 2005. (Repec or ForecYield)

8.        “Leading Indicators of Country Risk and Currency Crises “ The Asian Experience,” with Fang Dong , Economic Review, Federal Reserve Bank of Atlanta, First Quarter, Vol. 89, No. 1, 26-37, 2004.(Repec or CountryRisk)

9.        “Identifying Business Cycle Turning Points in Real Time,” with Jeremy Piger, Federal Reserve Bank of Saint Louis Review, March/April, 47-62, 2003.(Repec or TPrealtime)

            Cited in Boston Globe and Dow Jones Newswires 12/12/2002

10.     “Sunspots, Animal Spirits, and Economic Fluctuations,” with J.T. Guo, Macroeconomic Dynamics, Vol. 7, No. 1, February 2003.(SSRN or sunspots)

11.     “Maturing Capitalism and Stabilization: International Evidence,” with G. Popli in Journal of Business and Economics, Vol. 1, No. 12, 5-22, 2003.

12.     “Markov Switching in Disaggregate Unemployment Rates,” with C.  Juhn and S. Potter, Empirical Economics, Vol. 27, No.2, 205-232, 2002.(Repec or MSunemployment)

            Reprint in: Advances in Markov Switching Models, ed. J.D. Hamilton and B. Raj. Studies in Empirical Economics. Physica-Verlag, 61-88, 2002.

13.     “Predicting Recessions: Evidence from the Yield Curve in the Presence of Structural Breaks,” with S. Potter, Economics Letters, Vol. 77, No. 2, 245-253, 2002. (Repec or PredicBreaks)

14.     “The Brazilian Business Cycle and Growth Cycle,” Brazilian Economic Journal (Revista Brasileira de Economia), Vol. 56 nº 1, 75-106, 2002. (Repec or BrazilBCGC)

15.     “Nonlinear Risk,” with S. Potter, Macroeconomic Dynamics, Vol. 5, No. 4, 621-646, 2001.(Repec or Nonlinearrisk)

16.     “Recent Changes in the U.S. Business Cycle,” with S. Potter, Manchester School, Vol. 69, No. 5, 481-508, 2001. (Repec or ChangesBC)

            Cited in Wall Street Journal and Dow Jones Newswires May 9, 2001

            Cited in Folha de São Paulo (Brazil) June 26, 2001

17.     “A Monthly Indicator of Brazilian GDP,” in Brazilian Review of Econometrics Vol. 21, No. 1, 1-15, 2001 – Article received Honors from the Brazilian Econometric Society. (BrazilIndicatorGDP)

18.     “Leading Indicators of the Brazilian Inflation,” Economic Research and Planning (Pesquisa e Planejamento Economico), Vol. 31, 1, 323-354, 2001 (Repec - English or BrazilLeadingInflation-Portuguese).

19.     “Coincident and Leading Indicators of the Stock Market,” with S. Potter, Journal of Empirical Finance, Vol. 7, No. 1, 87-111, 2000.(Repec or CoinleadSM)

20.     “Stock Market Fluctuations and the Business Cycle,” Journal of Economic and Social Measurement, Vol. 25, No. 3, 235-258, 1998/1999.(SSRN or SMBC)

21.     “An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switches,” International Economic Review, Vol. 39, No. 4, 969-96, 1998. (Working Paper or IER)

            Cited in Folha de São Paulo (Brazil) June 28, 2008 

            Cited in Folha de São Paulo (Brazil) February 6, 2008

            Cited in Washington Post January 20, 2008

            Cited in Wall Street Journal and Dow Jones Newswires March 28, 2002   

Refereed Book Chapter

22.     “Dating Business Cycle Turning Points in Real Time,” with James D. Hamilton, “Nonlinear Time Series Analysis of Business Cycles,” ed. Van Dijk, Milas, and Rothman, Elsevier’s Contributions to Economic Analysis series, 1-54, 2005. (DatingBC)

 Book Chapter

23.     “Increased Stabilization and the G7 Business Cycles” in Business Fluctuations and Cycles, with Fang Dong, ed. T. Nagakawa, 265-283, 2007. (StableG7)

 Book

24.     “Financial Aggregation and Index Number Theory: Implication for Monetary Policy and Financial Modeling, A Survey,” with W.A. Barnett, World Scientific, forthcoming.

25.     “Calling the Business Cycle,” with James Hamilton and Kevin Hassett, The American Enterprise Institute Press, forthcoming.

 

Conference Proceedings

1.        “Real Time Changes in Monetary Policy: A Nonparametric Approach,” in Proceedings of the 27th International Forecasting Symposium, New York, June 2007 (electronic).

2.        “Leading Indicators of Recession for the Brazilian Economy,” with Jose A. B. da Silva, in Proceedings of the XXVI Meetings of the Brazilian Econometric Society, 2004, Joao Pessoa, Paraiba, Brazil.

3.        “International Economic Stabilization: Empirical Evidence,” with G. Popli, in Proceedings of the XXIV Meetings of the Brazilian Econometric Society, 2002, Nova Friburgo, Rio de Janeiro, Brazil.

4.        “Forecasting Brazilian Output in the Presence of Structural Breaks – A Comparison of Linear and Nonlinear Models,” with E. Lima and B. Vasquez, in Proceedings of the XXIV Meetings of the Brazilian Econometric Society, 2002, Nova Friburgo, Rio de Janeiro, Brazil, 1-20.

5.        “Coincident Indicators of the Brazilian Business Cycle,” in Proceedings of the 2001 Meeting of the Brazilian Econometric Society (SBE), Brazil, December 2001.

6.        “The Brazilian Economic Fluctuations,” in Proceedings of the 2001 Meeting of the Brazilian Economic Association (ANPEC), Brazil, December 2001.

7.        “Recessions and the Term Structure of Interest Rates,” with S. Potter, in Proceedings of the 2001 Meeting of the Brazilian Finance Society, Brazil, October 2001.

8.        “Forecasting in the Presence of Structural Breaks” with S. Potter, in Proceedings of the 2001 International Business & Economics Research Conference, Reno, Nevada, October 2001, Refereed.

9.        “Real Time Leading Indicators of the Brazilian Inflation,” Proceedings of the XXII Meetings of the Brazilian Econometric Society, Vol. 1, December 2000, Rio de Janeiro, Brazil.

10.     “An Empirical Analysis of Sunspots and the Business Cycles,” with J.T. Guo, in Proceedings of the II International Colloquium in Economic Dynamics and Economic Policy, ed. J.R. Teixeira and F.G. Carneiro, Brasilia, Brazil, 1999, 193-214.

 

Economic Outlook

1.        “Tumbling Dice,” Co-opt article on New York Times, Feb 28 2009, with Kevin Hassett. (dice)

2.        “The Facts Say No,” Co-opt article on New York Times, Dec 16 2007, with Kevin Hassett. ( NoRecessionYet)

3.        “Is the U.S. Recession Over Yet?” CREFC Economic Letter, March No. 2002-01. (Recession2001)

4.        “Recuperacao Lenta ou Risco de Recessao?”, International Economic Conditions, August 2002, 1-4, International Relation Secretary (SAIN), Ministry of Finance of Brazil (Fazenda).

5.        “Slow Recovery or a Double Dip Recession?” CREFC Economic Letter, November No. 2002-02.

 

Working Papers

1.        “Real Time Changes in Monetary Policy,” with Heather Tierney. (RTChanges or Repec)

2.        “A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles,” with Zeynep Senyuz (YieldEconomy or Repec).

3.        “Predicting Recessions in Brazil,” with Igor Morais.

4.        “Was it All Burns’ Fault?  A Note on Inflation Dynamics.”

5.        “A Resolution to the Price Puzzle.”

6.        “Trade Liberalization and Poverty,” with Fang Dong.

7.        “Nonlinear Relationship between Interest Rates and Inflation: A Nonparametric Investigation,” with Heather Tierney.

 

Economic Policy Papers
  • Master's Thesis (MSc in Economic Policy):  Analysis of Taxation Policy in the Rice Market of Sao Paulo, University of Brasilia (under  fellowship from CNPq and PNPE/IPEA).
  • Master's Thesis:  The Economic Impact of Changes in Value-Added Tax on Basic Food, University of Pennsylvania (under fellowship from OAS - Organization of American States)
  • Comparative Experience in the Electricity Sector of Selected Countries, (prepared for the World Bank, Africa Division)
  • Analysis of Economic Policy in Brazil: 1979-1988, (prepared for the Ministry of Industry, Brazil)
  • Financial Simulation Models for Measuring Performance and Decision Making, (prepared for the Ministry of Industry, Brazil)
  • The Liquidity Question in the Cruzado Plan, (under a grant from the University of Brasilia)

 

Grants, Honors, and Awards
  • Retention Research Grant 2002-2007, University of California, Riverside.
  • Academic Senate Research Grant, 1995-Present, University of California, Riverside.
  • Pronex/FGV, 1997-2002, Brazil.
  • Regents’ Faculty Fellowship 1999-2000, University of California, Riverside.
  • Dean's Faculty Research Incentive 1997-1998, University of California, Riverside.
  • Initial Research Grant, University of California, Riverside.
  • Doctoral fellowship, CNPq, Ministry of Science and Technology, Brazil.
  • Master fellowship, Organization of American States.
  • Selected Thesis Fellowship, IPEA, Economic Research Institute, Brazil.
  • Master fellowship, CNPq, Ministry of Science and Technology, Brazil.
  • Scientific Initiation Scholarship, CNPq, Ministry of Science and Technology, Brazil.
  • Undergraduate Scholarship, PET, CAPES, Ministry of Education, Brazil.
  • Entry in ‘Who is Who in America’
  • Honors’ Award Paper: “A Monthly Indicator of Brazilian GDP” in The Brazilian Review of Econometrics, Vol. 21, No. 1, May 2002, Brazilian Econometric Society, December 2003.
  • Best Paper Award “Maturing Capitalism and Stabilization: International Evidence,” with Gurleen Popli, Journal of Business and Economics, November 2003.

Professional Activities

Editorial Board

  • Associate Editor, Journal Macroeconomic Dynamics, 2003 - Present.

Presentation at Conferences

  • 2009 17th Meeting of the Society for Nonlinear Dynamics and Econometrics, Atlanta Fed, Atlanta, April.
  • 2009 UCR Conference on Business Cycles: Theoretical and Empirical Advances, Riverside, April.
  • 2008 LACEA/LAMES Conference, Rio de Janeiro, Brazil, November.
  • 2008 Midwest Econometrics Group meeting, University of Kansas, Lawrence, October.
  • 2008 5th Colloquium on Modern Tools for Business Cycle Analysis, Luxembourg, October.
  • 2008 23rd Annual Congress of the European Economic Association, Milan, Italy, August.
  • 2008 63rd European Meeting of the Econometric Society, Milan, Italy, August.
  • 2008 16th Meeting of the Society for Nonlinear Dynamics and Econometrics, San Francisco, April.
  • 2007 27th International Forecasting Symposium, New York, June.
  • 2007 North American Summer Meeting of the Econometric Society, Duke University, Durham, North Carolina, June.
  • 2006 14th Annual Meeting of the Society for Nonlinear Dynamics and Econometrics, Saint Louis, Missouri, March.
  • 2005 North American Winter Meetings of the Econometric Society, Philadelphia, January.
  • 2003 North American Winter Meeting of the Econometric Society, Washington, D.C., January.
  • 2002 XXIV Meetings of the Brazilian Econometric Society (SBE), Nova Friburgo, Rio de Janeiro, Brazil, December.
  • 2002 Conference Common Features in Rio, Rio de Janeiro, Brazil, July.
  • 2002 Latin American Meeting of the Econometric Society, Sao Paulo, Brazil, July.
  • 2002 Meeting of the Society for Economic Dynamics, New York, June.
  • 2002 North American Summer Meetings of the Econometric Society, Los Angeles, June.
  • 2001 XXIX Meetings of the Brazilian Economic Association (ANPEC), Salvador, Brazil, December.
  • 2001 XXIII Meetings of the Brazilian Econometric Society (SBE), Salvador, Brazil, December.
  • 2001 11th Annual Meeting of the Midwest Econometrics Group, Federal Reserve Bank of Kansas City, Missouri, October.
  • 2001 I Meeting of the Brazilian Finance Society, Sao Paulo, Brazil, July.
  • 2001 Meeting of the Society for Economic Dynamics, Stockholm, Sweden, June.
  • 2000 XXII Meetings of the Brazilian Econometric Society (SBE), Campinas, Sao Paulo, Brazil, December.
  • 2000 Conference "Growth and Business Cycles in Theory and Practice," University of Manchester, Manchester, United Kingdom, July.
  • 1999 Conference on Nonlinear Modeling of Multivariate Macroeconomic Relations, Rotterdam, The Netherlands, September.
  • 1999 Meeting of the Latin American Econometric Society, Cancun, Mexico, August.
  • 1999 Meeting of the Society for Economic Dynamics, Sardegna, Italy, June.
  • 1999 Summer Meeting of the North American Econometric Society, Madison, June.
  • 1999 Meeting of the Society for Nonlinear Dynamics, New York, March.
  • 1999 North American Meeting of the Econometric Society, New York, January.
  • 1999 American Economic Association Meeting, New York, January.
  • 1998 Summer Meeting, National Bureau of Economic Research, Boston, July.
  • 1998 Meeting of the Society for Economic Dynamics, Philadelphia, June.
  • 1997 UCSD-UCR Conference, San Diego, April.
  • 1997 North American Meeting of the Econometric Society, New Orleans, January.
  • 1996 Latin American Meeting of the Econometric Society, Rio de Janeiro, Brazil, August.
  • 1996 Meeting of the Society for Economic Dynamics and Control, Mexico City, Mexico, June.
  • 1996 Young Economist Meeting, University of California, Irvine, May.

 

Invited Presentations

  • 2009 Invited Speaker, Meeting of the Brazilian Statistics Association, School of Time Series & Econometrics (ESTE), Sao Paulo, Brazil, July, forthcoming.
  • 2009 Joint Statistical Meetings, American Statistical Association, Washington, D.C., August, forthcoming.
  • 2008 Invited Keynote Speaker, 29th CIRET Conference, Centre for International Research on Economic Tendency Surveys, CEPAL/ECLAC/FGV, Santiago, Chile, October.
  • 2008 “Times Series Econometrics with Applications to Macroeconomics and Finance 2,” Federal Reserve Bank of Saint Louis, March.
  • 2007 “Real-Time Data Analysis and Methods in Economics,” Federal Reserve Bank of Philadelphia, April.
  • 2006 University of Kansas, Department of Economics, November.
  • 2006 Invited Speaker, Speaker Series of the A. Gary Anderson Graduate School of Management at UCR, Museum of Photography, Riverside, April.
  • 2006 Claremont Graduate School, February.
  • 2004 Conference Nonlinearity and the Business Cycle, Washington University in Saint Louis, Missouri, August.  
  • 2004 University of Southern California, Department of Economics, April.
  • 2004 University of California, Riverside, Department of Statistics, February.
  • 2003 Joint Federal Reserve System Committee on Business and Financial Analysis, Federal Reserve Bank of Atlanta, November.
  • 2003 Invited Speaker, Conference of the American Home Surfaces Association, Naples, Florida, September.
  • 2003 Central Bank of Brasil, Research Department, Brasilia, Brazil, August.
  • 2003 International Meeting on Income and Productivity Disparity across Country, FGV, Rio de Janeiro, Brazil, August.
  • 2003 University of South Florida, Tampa, April.
  • 2003 All Bank Staff Conference, Federal Reserve Bank of Atlanta, Atlanta, February.
  • 2002 University of California, Davis, December.
  • 2002 Central Bank of Brazil, Economics Department, Brasilia, July.
  • 2002 Ministry of Finance (Fazenda), Brasilia, Brazil, July.
  • 2002 Central Bank of Brazil, Research Department/Monetary Policy Division, Brasilia, July.
  • 2002 Conference When Does a Downturn Become a Recession? American Enterprise Institute for Public Policy Research, Washington, D.C., May.
  • 2002 Conference State-Space Models, Regime Switching, and Identification, Washington University and the Federal Reserve Bank of Saint Louis, Missouri, May.
  • 2002 Claremont McKenna College/Claremont Graduate School, May.
  • 2002 Washington University at Saint Louis, April.
  • 2002 Federal Reserve Bank of Atlanta, February.
  • 2002 University of Alabama, Tuscaloosa, January.
  • 2002 University of Kansas, Lawrence, January.
  • 2001 FGV/USP/PUC Macroeconomic Meetings, Rio de Janeiro, Brazil, August.
  • 2001 IX Meeting of the Brazilian Statistics Association, School of Time Series & Econometrics (ESTE), Belo Horizonte, Brazil, August.
  • 2001 Arizona State University, Phoenix, April.
  • 2000 OECD/CEPAL/IPEA Conference on Leading Economic Indicators, Rio de Janeiro, Brazil, December.
  • 2000 Federal University of Rio de Janeiro, Statistics Department, Rio de Janeiro, Brazil, December.
  • 2000 Getulio Vargas Foundation (FGV), Rio de Janeiro, Brazil, December.
  • 2000 Claremont Graduate School, Department of Economics, Claremont, November.
  • 2000 Invited Speaker, 14th SINAPE - National Symposium of Probability and Statistics, Brazilian Association of Statistics, Caxambu, Brazil, July.
  • 2000 Conference "One Year of Inflation Targeting," Central Bank of Brazil, Rio de Janeiro, Brazil, July.
  • 2000 Invited Speaker, Central Bank of Brazil, Brasilia, Brazil (Teleconference), April.
  • 2000 University of California, Riverside, Engineering Department, March.
  • 1999 University of Southern California, Business School, December.
  • 1999 Central Bank of Brazil, Brasilia, Brazil, August.
  • 1999 Catholic Pontific University (PUC), Rio de Janeiro, Brazil, August.
  • 1999 Getulio Vargas Foundation (FGV), Rio de Janeiro, Brazil, July.
  • 1999 State University of Maringa, Parana, Brazil, July.
  • 1999 University of Brasilia, Brazil, July.
  • 1999 II International Colloquium in Economic Dynamics and Economic Policy, Brasilia, Brazil, May.
  • 1999 Federal Reserve Bank of New York, March.
  • 1997 University of California, Irvine, November.
  • 1997 University of California, San Diego, May.
  • 1997 University of California, Davis, May.
  • 1997 University of California, Santa Barbara, March.
  • 1997 University of Southern California, Economics Department, Los Angeles, March.
  • 1996 University of Southern California, Business School, Los Angeles, May.
  • 1996 Claremont Graduate School, Claremont, March.
  • 1995 I Symposium Brasiliense of Economics, Government of Brasilia/UnB, Brazil, December.
  • 1995 University of Brasilia, Brazil, August.
  • 1995 University of Houston, Department of Economics, March.
  • 1995 University of Miami, Department of Finance, February.
  • 1995 Bank Credit Analyst Research Group, Montreal, February.
  • 1995 Federal Reserve Bank of Boston, January.
  • 1995 Price Waterhouse, Los Angeles, January.
  • 1995 Freddie Mac, January.

 

Professional Service

Services

  • Member, “Brazilian Business Cycle Dating Committee” (CODACE – Comitê de Datação de Ciclos Econômicos), Brazil, 2005 - Present.
  • Mentor for the AEA/CSWEP, New Orleans, January 2008.
  • Program Committee Member, 27th International Forecasting Symposium, New York, June 2007.
  • Program Committee Member, XXVI Meetings of the Brazilian Econometric Society, Joao Pessoa, Brazil, December 2004.
  • Member, Review Panel to select top article published in Brazilian Econometric Reviews in 1999/2000, Prize Adriano Romariz Duarte, 2001.
  • Program Committee Member, Meeting of the Society for Economic Dynamics, June, Philadelphia, PA, 1998.

 

Referee
Journals: American Economic Review, International Economic Review, Journal of Monetary Economics, Journal of Econometrics, Review of Economic Dynamics, Review of Economics and Statistics, Journal of Business Economics and Statistics, Journal of Applied Econometrics, Macroeconomic Dynamics, Journal of Economic Dynamics and Control, Journal of Forecasting, Journal of Money, Credit, and Banking, International Journal of Forecasting, Journal of Development Economics, Empirical Economics, Journal of International Money and Finance, International Journal of Business and Economics, Econometric Reviews, Journal of Portfolio Management, Economic Inquiry, Eastern Economic Journal, Southern Economic Journal, Economic Modelling, Studies in Nonlinear Dynamics & Econometrics, Journal of Macroeconomics, The B.E. Journals in Macroeconomics, The North American Journal of Economics and Finance, Bulletin of Economic Research, Quarterly Journal of Business and Economics, Quarterly Review of Economics and Finance, Financial Review, Review of Finance, Journal of Economic and Social Measurement, Financial Review, Brazilian Review of Econometrics (Revista de Econometria), Brazilian Economic Journal, (Revista Brasileira de Economia), Economic Research and Planning (Pesquisa e Planejamento Economico), Applied Economics, Economic Studies, Journal New Economy (Nova Economia).

Grant Agency: National Science Foundation, Social Sciences and Humanities Research Council of Canada.

Publisher: McGraw-Hill, Irwin Professional.

Graduate Students

 

Ph.D. Dissertations Supervised

  • Zeynep Senyuz, 2008, University of New Hampshire
  • Heather Tierney, 2005, College of Charleston, SC (co-chair)
  • Witsaroot Pariyaprasert, 2005, Assumption University, Thailand (co-chair)
  • Gurleen Popli, 2002, University of Sheffield, UK  (co-chair)
  • Fang Dong, 2002, Providence College, RI
  • Chengxuan Yu, 2001, Siena College and NY State Health Department, NY

In progress

  • Insu Kim
  • Jie Li
  • MeiChi Huang
  • Francisco Figueiredo

Member, Ph.D. Dissertation Committee

  • Sherman Ho, Providian Financial
  • Zuzana Janko, University of Calgary
  • Emre Yoldas

MSc.Thesis Supervised

  • Henrique Pires, MSc from University of Brasilia, Ministry of Finance of Brazil
  • Yun-Mei Yang, MSc
  • Wenyan Yuan, MSc

Undergraduate Students

Research Supervised and Awards

  • Annie Zhuo, UC Undergraduate Minigrant Fellowship, 1998/99
  • Francis Hoang , UC President’s Undergraduate Fellowship, 1999/00
  • Caroline Lee, The University of California Senior Student Award, 2000/01

 

Professional Affiliations
  • American Economic Association
  • North American Econometric Society
  • European Economic Association
  • European Econometric Society
  • Committee on the Status of Women in the Economic Profession
  • Brazilian Econometric Society
  • Regional Council of Economists, Brasilia

 

Languages
  • Fluent in Portuguese, English, and Spanish; intermediate level in French.

 

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