| Joakim
Westerlund
Current Affiliation
Postdoctoral researcher and teacher
Department of Economics
Lund university
Degrees
- High-school certificate (Business and Administration, 1996).
- Degree of Master (Business and Economics, 2000).
- Degree of Doctor (Economics, 2005).
- Associate Professor (Economics, 2007).
Employment
- Utbildningsbidrag (Study Grant). September 2001 to August
2002.
- Doktorandtjänst (Graduate student). September 2002 to
November 2005.
- Postdoctoral researcher financed by the Jan Wallander and
Tom Hedelius Foundation. As of December 2005.
- Deputy Lecturer (20 percent). As of July 2006.
- Assistant Professor. As of July 2007.
Publications
Journal publications
- A Panel CUSUM Test of the Null of Cointegration. Oxford
Bulletin of Economics and Statistics 67, pp. 231-262, 2005.
- Data Dependent Endogeneity Correction in Cointegrated
Panels. Oxford Bulletin of Economics and Statistics 67, pp. 691-705, 2005.
- Testing for Panel Cointegration with Multiple Structural
Breaks. Oxford Bulletin of Economics and Statistics 68, pp. 101-132, 2006.
- New Simple Tests for Panel Cointegration. Econometric
Reviews 24, pp. 297-316, 2005.
- Reducing the Size Distortion of the Panel LM Test for
Cointegration. Economics Letters 90, pp. 384-389, 2006.
- Testing for Panel Cointegration with a Level Break.
Economics Letters 91, pp. 27-33, 2006.
- New Improved Tests for Cointegration with Structural Breaks.
Journal of Time Series Analysis 28, pp. 188-224, 2007 (with David Edgerton).
- Estimating Cointegrated Panels with Common Factors and the
Forward Rate Unbiasedness Hypothesis. Journal of Financial Econometrics 5, pp.
491-522, 2007.
- Farmland Prices, Structural Breaks and Panel Data. European
Review of Agricultural Economics 34, pp.161-179, 2007 (with Luciano Gutierrez and Kenneth
Erickson).
- A Panel Bootstrap Cointegration Test. Economics Letters 97,
pp. 185-190, 2007 (with David Edgerton).
- Can Panel Data Really Improve the Predictability of the
Monetary Exchange Rate Model. Journal of Forecasting 26, 365-383, 2007 (with Syed Basher).
- Is there Really a Unit Root in the Inflation Rate? More
Evidence from Panel Data Models. Forthcoming in Applied Economics Letters (with Syed
Basher).
- Testing for Error Correction in Panel Data. Forthcoming in
Oxford Bulletin of Economics and Statistics.
- Panel Cointegration Tests of the Fisher Hypothesis.
Forthcoming in Journal of Applied Econometrics.
- Class Size and Student Evaluations in Sweden. Forthcoming in
Education Economics.
- Mixed Signals Among Tests for Panel Cointegration.
Forthcoming in Economic Modelling (with Syed Basher).
- Testing for Convergence in Carbon Dioxide Emissions Using a
Century of Panel Data. Forthcoming in Environmental and Resource Economics (with Syed
Basher).
- Panel Cointegration and the Neutrality of Money. Forthcoming
in Empirical Economics (with Mauro Costantini).
- Panel Cointegration Tests of the Sustainability Hypothesis
in Rich OECD Countries, Forthcoming in Applied Economics (with Silika Prohl).
Monographs
Essays on Panel Cointegration. Doctoral Thesis, Lund
Economic Studies 129, Lund university, 2005.
Books
Introduktion till ekonometri (Introduction to
econometrics). Studentlitteratur, 2005.
Other publications
Panel Cointegration Tests of the Fisher Hypothesis. Forthcoming in Aenorm.
Participation in research projects
Solving Macroeconomic Problems Using Non-Stationary Panel Data. Joint research program
with David Edgerton as project leader. The project is financed by The Jan Wallander and
Tom Hedelius Foundation, research grant number P2005-0117:1.
Conferences
- The 2005 AEEA conference, Copenhagen, Denmark (paper
presentation).
- Unit Root and Cointegration Testing, Faro, Portugal, 2005
(attended, no paper presentation).
- Panel Data 2006, Cambridge, United Kingdom (paper
presentation).
- The 2006 ESRC Econometric Study Group conference, Bristol,
United Kingdom, 2007 (paper presentation).
- Measurement Error: Econometrics and Practice, Birmingham,
United Kingdom, 2007 (attended, no paper presentation).
- Granger Centre Conference in Honour of
Paul Newbold, Nottingham, United Kingdom, 2007 (paper presentation).
Invited lectures
- Department of Quantitative Economics, University Maastricht,
Netherlands, 2005.
- Department of Economics, Uppsala University, Sweden, 2005.
- Applied Economics Department, Universidad Complutense de
Madrid, Spain, 2005.
- Department of Economics, Karlstads University, Sweden, 2005.
- Department of Applied Economics II, University of Valencia,
Spain, 2006.
- Department of Economics, Tinbergen Institute, Netherlands,
2006.
- Department of Quantitative Economics, University Maastricht,
Netherlands, 2006.
- Department of Economics, Stockholm University, Sweden, 2007.
- Department of Economics and Statistics, Växjö University,
Sweden, 2007.
- Department of Economics, Cambridge University, United
Kingdom, 2007.
- Department of Economics, Göteborg
University, Sweden, 2007.
- Department of Economics, New York
University, United States, scheduled for the spring of 2008.
- Doctoral School of Economic Policy, Catholic University of
Piacenza, Italy, sheduled for the fall of 2008.
Visiting scholarships
Visiting professorship at Department of Quantitative Economics, University Maastricht,
Netherlands, October to December 2006.
Prizes and awards
- The Färs and Frosta 2005 Research Prize for best thesis
within the School of Economics and Management.
- The Jan Wallander and Tom Hedelius postdoctoral scholarship,
research grant number W2006-0068:1.
- Extramural Research Fellow at the Maastricht Research School
of Economics of Technology and Organizations (METEOR), 2006.
Referee assignments
Empirica, Oxford Bulletin of Economics and Statistics, Journal of Empirical Finance,
Empirical Economics, Journal of Economic Surveys, Econometric Reviews, Scandinavian
Journal of Economics, Journal of Applied Econometrics, Education Economics, Econometric
Theory, Ecological Economics, Southern Economic Journal, Scottish
Journal of Political Economy, Economics Letters, Journal of Econometrics, Journal of
Economic Growth, Economics.
Pedagogical merits
Completed courses in pedagogy
- Kommunikation i undervisningen, 2 poäng (Communication in
teaching, 3 ECTS).
- Lärarrollen på universitet och högskola, 2 poäng (The
role of the university teacher, 3 ECTS).
- Högskolepedagogisk fortsättningskurs, 2 poäng
(Pedagogical university continuation course, 3 ECTS).
- Projektbaserad högskolepedagogisk fördjupningskurs, 5
poäng (Project-based university continuation course, 7.5 ECTS).
Teaching
- Teaching assistant for the course Mathematics for Economic
Analysis, about 90 classroom hours (spring term 2002 to fall term 2003).
- Main teacher for the course Quantitative Methods, about 220
classroom hours (spring term 2004 to spring term 2006).
- Main teacher for the course Mathematics for Economic
Analysis, about 144 classroom hours (spring term 2005 to spring term 2006).
- Main teacher for the course Econometrics B/C (spring and
fall terms 2007).
- Main teacher (jointly with Fredrik Gallo) for the course
Mathematical and Statistical Methods for Economic Analysis (fall term 2007).
- Main teacher (jointly with David Edgerton) for the course
Advanced Econometrics (fall term 2007).
Planning and leadership
- Enkät för Ekonomihörskolans doktorander 2003/2004
(Evaluation of doctoral students at the School of Economics and Management). Joint
evaluation project with Tobias Axelsson and Anna Jonsson of the quality of the doctoral
programmes at the School of Economics and Management.
- Proposal for new examination for the course Quantitative
Methods.
- Development plan for the course Quantitative Methods.
- Responsible for developing the course Econometrics B/C.
Teaching material
- Introduktion till ekonometri (Introduction to econometrics),
Studentlitteratur, 2005. Compulsory for Quantitative Methods and recomended for
Econometrics B/C.
- Introduktion till statistik (Introduction to statistics),
compendium. Compulsory for Mathematical and Statistical Methods for Economic Analysis.
Positions of trust
- Representative, Samhällsvetenskapliga och Ekonomiska
Doktorandrådet (PhD council of the Faculty of Social Sciences), 2002 to 2005.
- Representative, Kvalitetsrådet för forskarutbildningen
(Quality council of the doctoral programme in Economics), 2003.
Nonacademic experience
- Summer internship, Customer Service
Department of Retail Banking, Nordbanken AB, 1998 to 1999.
- External reserve, Customer Service
Department of Retail Banking, Nordbanken AB, 2000.
- Trainee, Customer Service Department of
Retail Banking, Nordea AB, 2001.
References
David Edgerton, Professor of Econometrics
Department of Economics, Lund University, Box 7082, 220 07 Lund, Sweden.
Anindya Banerjee, Professor of Economics
Economics Department, European University Institute, Villa San Paolo, Via della Piazzuola
43, 50133 Florence, Italy.
|
|