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Professor John Geweke

John Geweke

Distinguished Professor, Economics
Director - Academic, Centre for the Study of Choice
Core Member, Centre for the Study of Choice
Associate Member, Advanced Analytics Institute

Doc. of Philosophy

Email: John.Geweke@uts.edu.au
Phone: +61 2 9514 9797
Fax: +61 2 9514 9897
Room: CH01.04 (map)
Mailing address: PO Box 123, Broadway NSW 2007, Australia

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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

Curriculum Vitae
Curriculum Vitae (pdf, 228kb)

Publications
Major Academic Publications and Recent Working Papers

Research

Research supervision: Yes

Projects

Selected Peer-Assessed Projects

Integrating Choice Set Formation and Taste Heterogeneity in Market Segmentation

Massively Parallel Algorithms for Bayesian Inference and Decision Making

The paradox of choice: Unravelling complex superannuation decisions

Pooling Econometric Models for Prediction and Decision Making

Publications

Research books

Geweke, J. 2010, Complete and Incomplete Econometric Models, 1, Princeton University Press, Princeton, USA.
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Research books chapters

Geweke, J., Koop, G. & van Dijk, H. 2011, 'Introduction' in Geweke J, Koop G, van Dijk H (eds), The Oxford Handbook of Bayesian Econometrics, Oxford University Press, Oxford, pp. 1-8.
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Geweke, J. 2009, 'The SETAR Model of Tong and Lim and Advances in Computation' in Chan, KS (eds), Exploration of a Nonlinear World: An Appreciation of Howell Tong's Contributions to Statistics., World Scientific, Singapore, pp. 85-94.
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Geweke, J. & Whiteman, C. 2006, 'Bayesian forecasting' in Elliot, G; Granger, CWJ; Timmerman, A (eds), Handbook of Economic Forecasting, Elsevier, The Netherlands, pp. 3-80.
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Keane, M. & Geweke, J. 2006, 'Bayesian Cross-Sectional Analysis of the Conditional Distrubution of Earnings of Men in the USA (1967-1996)' in S.K. Upadhyay, Umesh Singh, Dipak K. Dey (eds), Bayesian Statistics and Its Applications, Anshan Ltd, New Delhi, pp. 160-197.
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Geweke, J. & Keane, M. 2001, 'Computationally intensive methods for integration in econometrics' in 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.

Geweke, J., Houser, D.E. & Keane, M. 2001, 'Simulation Based Inference for Dynamic Multinomial Choice Models' in A Companion to Theoretical Econometrics A Companion to Theoretical Econometrics A Companion to Theoretical Econometrics, Blackwell Publishing, USA, pp. 466-493.

Geweke, J. & Keane, M. 2000, 'Bayesian Inference for Dynamic Discrete Choice Models without the Need for Dynamic Programming' in Mariano, Schuermann and Weeks (eds), Simulation-based Inference in Econometrics: Methods and Applications, Cambridge University Press, UK, pp. 100-131.

Refereed journal articles

Bateman, H., Eckert, C., Geweke, J., Louviere, J.J., Satchell, S. & Thorp, S.J. 2012, 'Financial competence and expectations formation: Evidence from Australia', The Economic Record, vol. 88, no. 280, pp. 39-63.
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Geweke, J. & Amisano, G. 2012, 'Prediction With Misspecified Models', American Economic Review, vol. 102, no. 3, pp. 482-486.
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Geweke, J. 2012, 'Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments', Journal of Econometrics, vol. 171, no. 2, pp. 185-204.
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Geweke, J. & Jiang, Y. 2011, 'Inference and prediction in a multiple-structural-break model', Journal Of Econometrics, vol. 163, no. 2, pp. 172-185.
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Geweke, J. & Amisano, G. 2011, 'Optimal prediction pools', Journal Of Econometrics, vol. 164, no. 1, pp. 130-141.
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Geweke, J. & Amisano, G. 2011, 'Hierarchical Markov normal mixture models with applications to financial asset returns', Journal of Applied Econometrics, vol. 26, no. 1, pp. 1-29.
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Cook, E., Kaskie, B., Jones, M., Liu, L., Bentler, S., Obrizan, M., Wallace, R., Geweke, J., Wright, K., Chrischilles, E., Pavlik, C., Ohsfeldt, R., Rosenthal, G. & Wolinsky, F. 2010, 'Defining emergency department episodes by severity and intensity: A 15-year prospective study of Medicare beneficiaries.', BMC Health Services Research, vol. 10, no. 1, pp. 173-185.
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Geweke, J. & Amisano, G. 2010, 'Comparing And Evaluating Bayesian Predictive Distributions Of Asset Returns', International Journal of Forecasting, vol. 26, no. 2, pp. 216-230.
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Wolinsky, F., Liu, L., Bentler, S., Geweke, J., Cook, E., Obrizan, M., Chrischilles, E., Wright, K., Jones, M., Rosenthal, G., Ohsfeldt, R. & Wallace, R. 2010, 'Continuity of care with a primary care physician and mortality in older adults', The Journal of Gerontology - Series A: Biological Sciences & Medical Sciences, vol. 65A, no. 4, pp. 421-428.
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Wolinsky, F., Bentler, S., Liu, L., Jones, M., Kaskie, B., Hockenberry, J., Chrischilles, E., Wright, K., Geweke, J., Obrizan, M., Ohsfeldt, R., Rosenthal, G. & Wallace, R. 2010, 'Prior hospitalization and the risk of heart attack in older adults: A 12-year prospective study of medicare beneficiaries.', The Journal of Gerontology - Series A: Biological Sciences & Medical Sciences, vol. 65, no. 7, pp. 769-777.
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Ackerberg, D., Geweke, J. & Hahn, J. 2009, 'Comments on 'Convergence Properties Likelihood of Computed Dynamic Models'', Econometrica, vol. 77, no. 6, pp. 2009-2017.
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Wolinsky, F., Liu, L., Miller, T., An, H., Geweke, J., Kaskie, B., Wright, K., Chrischilles, E., Pavlik, C., Cook, E., Ohsfeldt, R., Richardson, K., Rosenthal, G. & Wallace, R. 2008, 'Emergency department utilization patterns among older adults', Journals of Gerontology Series A: Biological and Me..., vol. 63A, no. 2, pp. 204-209.
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Geweke, J. 2007, 'Bayesian model comparison and validation', American Economic Review, vol. 97, no. 2, pp. 60-64.
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Geweke, J. 2007, 'Interpretation and Inference in Mixture Models: Simple MCMC Works', Computational Statistics and Data Analysis, vol. 51, no. 7, pp. 3529-3550.
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Geweke, J. & Keane, M. 2007, 'Smoothly mixing regressions', Journal of Econometrics, vol. 138, no. 1, pp. 252-290.
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Geweke, J., Wolinsky, F., Liu, L., Miller, T., Cook, E., Greene, B., Wright, K., Chrischilles, E., Pavlik, C., An, H., Ohsfeldt, R., Richardson, K., Rosenthal, G. & Wallace, R. 2007, 'The use of chiropractors by older adults in the United States', Chiropractic & Osteopathy, vol. 15, no. 12, pp. 1-9.
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Miller, T., Wolinsky, F., Geweke, J., Chrischilles, E., An, H., Wallace, R., Pavlik, C., Wright, K., Ohsfeldt, R. & Rosenthal, G. 2007, 'An interpersonal continuity of care measure for Medicare Part B claims analyses', The Journals of Gerontology Series B: Psychological Science and Social Sciences, vol. 62, no. 3, pp. S160-S168.
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Wolinsky, F., Miller, T., An, H., Geweke, J., Wallace, R., Wright, K., Chrischilles, E., Liu, L., Pavlik, C., Cook, E., Ohsfeldt, R., Richardson, K. & Rosenthal, G. 2007, 'Hospital episodes and physician visits: the concordance between self-reports and Medicare claims', Medical Care, vol. 45, no. 4, pp. 300-307.
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Abrantes-Metz, R., Froeb, L., Geweke, J. & Taylor, C. 2006, 'A Variance Screen for Collusion', International Journal Of Industrial Organisation, vol. 24, no. 3, pp. 467-486.
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Geweke, J. 2004, 'Getting it Right: Joint Distribution Tests of Posterior Simulators', Journal of the American Statistical Association, vol. 99, no. 467, pp. 799-804.
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Geweke, J., Gowrisankaran, G. & Town, R. 2003, 'Bayesian Inference for Hospital Quality in a Selection Model', Econometrica, vol. 71, pp. 1215-1238.
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Geweke, J. & H., T. 2003, 'Note on the Sampling Distribution for the Metropolis-Hastings Algorithm', Communications In Statistics-theory And Methods, vol. 32, pp. 775-789.
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Geweke, J. 2002, 'Commentary: Econometric issues in using the AHEAD Panel', Journal of Econometrics, vol. 112, no. 1, pp. 115-120.
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Geweke, J. 2001, 'A Note on Some Limitations of CRRS Utility', Economic Letters, vol. 71, no. 3, pp. 341-345.
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Geweke, J. 2001, 'Bayesian Econometrics and Forecasting', Journal of Econometrics, vol. 100, no. 1, pp. 11-15.
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Geweke, J. & Tanizaki, H. 2001, 'Bayesian Estimation of State-Space Models Using Metropolis-Hastings Algorithm with Gibbs Sampling', Computational Statistics and Data Analysis, vol. 37, no. 2, pp. 151-170.
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Geweke, J. 2001, 'Bayesian inference and posterior simulators', Canadian Journal of Agricultural Economics, vol. 49, no. 3, pp. 313-325.
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Geweke, J. & Keane, M. 2000, 'An Empirical Analysis of Male Income Dynamics in the PSID: 1968-1989', Journal of Econometrics, vol. 96, no. 2, pp. 293-356.

Geweke, J. 1999, 'Using Simulation Methods for Bayesian Econometric Models: Inference, Development and Communication', Econometric Reviews, vol. 18, no. 1, pp. 1-73.
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Geweke, J. 1996, 'Bayesian Reduced Rank Regression in Econometrics', Journal of Econometrics, vol. 75, no. 1, pp. 121-146.
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Geweke, J. & Zhou, G. 1996, 'Measuring the Pricing Error of the Arbitrage Price Theory', Review of financial studies, vol. 9, no. 2, pp. 557-587.
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Geweke, J. & Runkle, D. 1995, 'A Fine Time for Monetary Policy?', Federal Reserve Bank of Minneapolis Quarterly Review, vol. 19, no. 1, pp. 18-31.
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Geweke, J., Keane, M. & Runkle, D. 1994, 'Alternative Computational Approaches to Statistical Inference In The Multinomial Probit Model', Review Of Economics And Statistics, vol. 76, no. 4, pp. 609-632.
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Geweke, J. 1993, 'Bayesian Treatment of the Independent Student-t Linear Model', Journal of Applied Econometrics, vol. 8, no. S1, pp. S19-S40.
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Geweke, J. 1989, 'Bayesian Inference in Econometric Models Using Monte Carlo Integration', Econometrica, vol. 57, no. 6, pp. 1317-1339.

Geweke, J. 1988, 'Antithetic Acceleration of Monte Carlo Integration in Bayesian Inference', Journal of Econometrics, vol. 38, no. 1-2, pp. 73-90.
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Geweke, J. 1981, 'A Comparison of Tests of the Independence of Two Covariance Stationary Time Series', Journal of the American Statistical Association, vol. 76, no. 374, pp. 363-373.
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Geweke, J. & Meese, R. 1981, 'Estimating Regression Models of Finite but Unknown Order', International Economic Review, vol. 22, no. 1, pp. 54-70.
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Geweke, J. & Singleton, K. 1981, 'Latent Variable Models for Time Series: A Frequency Domain Approach with an Application to the Permanent Income Hypothesis', Journal of Econometrics, vol. 17, no. 3, pp. 287-304.
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Geweke, J. & Singleton, K. 1981, 'Maximum Likelihood 'Confirmatory' Factor Analysis of Economic Time Series', International Economic Review, vol. 22, no. 1, pp. 37-54.
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Geweke, J. 1981, 'The Approximate Slopes of Econometric Tests', Econometrica, vol. 49, no. 6, pp. 1427-1442.
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Geweke, J. & Singleton, K. 1980, 'Interpreting the Likelihood Ratio Statistic in Factor Models When Sample Size is Small', Journal of the American Statistical Association, vol. 75, no. 369, pp. 133-137.
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Geweke, J. 1978, 'Temporal Aggregation in the Multiple Regression Model', Econometrica, vol. 46, no. 3, pp. 643-661.
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Geweke, J. 1978, 'Testing the Exogeneity Specification in the Complete Dynamic Simultaneous Equation Model', Journal of Econometrics, vol. 7, no. 2, pp. 163-185.
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