Affiliate Faculty
Contact Information
Fields of Interest
Biography
Ph.D., Economics, University of Minnesota, 1975
B.S., Social Sciences, Michigan State University, 1970
Curriculum Vitae
(595.37 KB)
Internationally renowned econometrician John Geweke joined the UW Department of Economics in 2015. He was previously at the University of Technology Sydney as Distinguished Research Professor in the School of Business. 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 completed his Ph.D. in economics at the University of Minnesota in 1975.
Research
Selected Research
- Bateman, H., Eckert, C., Geweke, J., Louviere, J.J., Satchell, S.E. & Thorp, S.J. 2016, 'Risk presentation and retirement portfolio choice', Review of Finance, vol. 20, no. 1, pp. 201-229.
- Sequentially Adaptive Bayesian Learning Algorithms for Inference and Optimization. Garland Durham and John Geweke, 2015.
- Sequentially Adaptive Bayesian Learning for a Nonlinear Model of the Secular and Cyclical Behavior of US Real GDP. John Geweke, 2015.
- John Geweke. Current Trends in Bayesian Methodology with Applications (S.K. Upadhyay, U. Singh, D. K. Dey and A. Loganathan, eds.) CRC Press. Chapter 14, 289-312, 2015.
- Geweke, J. & Petrella, L. 2014, 'Likelihood-based Inference for Regular Functions with Fractional Polynomial Approximations', Journal of Econometrics, vol. 183, no. 1, pp. 22-30.
- John Geweke and Bart Frischknecht, 2014. Exact Optimization by Means of Sequentially Adaptive Bayesian Learning
- Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments. Advances in Econometrics (Ivan Jeliazkov and Dale J. Poirier, eds.). Bayesian Model Comparison (Advances in Econometrics, Volume 34) Emerald Group Publishing Limited. Chapter 1, 1-44.
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Affiliations
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Professional Affiliations
Fellow of the Econometric Society, Fellow of the American Statistical Association