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Department of Economics Faculty
David N. DeJong
Department Chair
Office: Posvar 4905
Telephone: 412-648-2242
Fax: 412-648-1793
dejong@pitt.edu
Personal Web Page
Education:
B.A., Summa Cum Laude, Central College, Pella IA, 1985
Ph.D., University of Iowa, 1989
Dissertation: Investigating Economic Time Series Using the Likelihood Principle
Dissertation Advisor: Charles H. Whiteman
Research Interests:
Macroeconomics, Econometrics, Transition Economics
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Title: The Cyclical Behavior of Equity Turnover(Download)
(Co)Authors:
Emilio Espino
Title: Efficient Filtering in State-Space Representations(Download)
(Co)Authors:
Hariharan Dharmarajan, Liesenfeld Roman, Richard Jean-Francois
Title: Efficient Likelihood Evaluation in State-Space Representations(Download)
(Co)Authors:
Hariharan Dharmarajan, Roman Liesenfeld, Guilherme Moura, Jean-Francois Richard
Title: Exploiting Non-Linearities in GDP Growth for Forecasting and Anticipating Regime Changes(Download)
(Co)Authors:
Hariharan Dharmarajan, Roman Liesenfeld, Jean-Francois Richard
Title: Growth in Post-Soviet Russia: A Tale of Two Transitions(Download)
(Co)Authors:
Daniel Berkowitz
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Title: Structrual Macroeconometrics (External Link)
(Co)Authors:
C. Dave
Citation:
Princeton University Press, 2007
Title: Do Self-Control Preferences Help Explain the Puzzling Behavior of Asset Prices? (External Link)
(Co)Authors:
Marla Ripoll
Citation:
Journal of Monetary Economics, vol. 54 (4), May 2007, pp. 1035-1050.
Title: Tariffs and Growth: An Empirical Exploration of Contingent Relationships
(Co)Authors:
Marla Ripoll
Citation:
Review of Economics and Statistics, vol. LXXXVIII (4), November 2006, 625-640.
Title: Timing Structural Change: A Conditional Probabilistic Approach (External Link)
(Co)Authors:
Roman Liesenfeld and Jean-Francois Richard
Citation:
Journal of Applied Econometrics, vol. 21 (2), March 2006, 175-190
Title: A Nonlinear Forecasting Model of GDP Growth (External Link)
(Co)Authors:
R. Liesenfeld, J.-F. Richard
Citation:
Review of Economics and Statistics, 87(4), November 2005, 697-708
Title: Policy Reform and Growth in Post-Soviet Russia (External Link)
(Co)Authors:
D. Berkowitz
Citation:
European Economic Review, 47(2), 2003, 337-352
Title: The Cyclical Behavior of Skill Acquisition (External Link)
(Co)Authors:
B.F. Ingram
Citation:
Review of Economic Dynamics, 4(3), July 2001, 536-561
Title: A Bayesian Approach to Dynamic Macroeconomics (External Link)
(Co)Authors:
B.F. Ingram, C.H. Whiteman
Citation:
Journal of Econometrics, 98(2), October 2000, 203-223.
Title: A Bayesian Approach to Calibration
(Co)Authors:
B.F. Ingram, C.H. Whiteman
Citation:
Journal of Business and Economic Statistics, 14(1), January 1996, 1-14
Title: Integration Versus Trend-Stationarity in Time Series (External Link)
(Co)Authors:
J.C. Nankervis, N.E. Savin, C.H. Whiteman
Citation:
Econometrica, 60(2), March 1992, 423-433
Title: The Temporal Stability of Dividends and Stock Prices (External Link)
(Co)Authors:
C.H. Whiteman
Citation:
American Economic Review, 81(3), June 1991, 600-617
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