The methods of time series econometrics are the unifying themes of my research interests. In particular, I am interested in problems associated with nonstationary (trended) variables that are common in economics and demography. Nonstationarity presents special problems and opportunities for modeling and testing relations among variables. I have been active in applying these methodologies to models of fertility and the female labor market and to the determinants of exchange rates. Panel data, combining cross sectional and time series data, provide additional opportunities for analysis of nonstationary data. In particular, I am interested in the possibilities of spurious regressions and implications of cointegration in estimation with panel data. One important application of time series econometrics is forecasting. I am involved in several applied econometric forecating projects for local government agencies.
applied econometrics, time series econometrics, panel data analysis, forecasting, demography, international finance