Curriculum Vitae: Svend Hylleberg

Transcription

1 Curriculum Vitae: Svend Hylleberg August 12, Name, address, education, and employment Full Name: Svend Anton Foged Hylleberg. Address: Fasanvej 4, 8450 Hammel, Denmark, phone Birth: September 1st, 1944 [Christen Hylleberg and Signe Hylleberg, born Foged]. Marital status: Married: Elly (1969), [Born Nørgaard, February 20, 1946]. Children: Rikke Willemoes [1970, Married to Ulrik Willemoes 1997, Children: Mathilde (1998) ) and Sofie (1999)], Trine Hylleberg Jakobsen [1971, Married to John Hylleberg Jakobsen 2000, Children: Alberte (2001), Adalia (2010)], Mads (1975, 1996 ). Current employment: Professor of Economics, Department of Economics and Business Economics, School of Business and Social Sciences, (Aarhus BSS), Fuglesangs Allé 4 building 2622, C Aarhus V, Denmark, phone / , E- mail: [email protected] Education: o High School (Viborg Katedralskole). o Economics, Aarhus University Degree: cand.oecon. (MSc), January dr.oecon., Aarhus University, October Earlier Employment: o Aarhus University Department of Economics, (and Business Economics, Aarhus BSS) February - June 1971, Research Scholar June April 1972, Civil Defence Corps. 1

2 April July 1973, Assist. Professor. July June 1974, Research Scholar visiting MIT July November 1975, Assist. Professor, November June 1986, Assoc. Professor, June , Professor of Economics, February February 2006, Department Head, School of Economics and Management, Aarhus University. - February December 2010, Dean, Faculty of Social Sciences January 2011 June 2015 Dean, School of Business and Social Sciences, Aarhus University - o Visiting positions o August July 1974, Visiting Scholar, Department of Economics, Massachusetts Institute of Technology, Cambridge, Mass., USA. o September - December 1980, Visiting Professor, Dept. of Economics, University of California at San Diego, USA. o September July 1987, Visiting Professor, Dept. of Economics, University of California at San Diego, USA. o July 1987 September 1987, Visiting Professor, Dept. of Economics, Cornell University, USA. o September December Visiting Professor, Dept. of Economics, University of California, San Diego, USA. o January March 1993, Visiting Professor, Research School of Social Sciences, Australian National University, Canberra, Australia. Publications Monographs and Books: Svend Hylleberg, 1986, Seasonality in Regression. Academic Press, Orlando. Svend Hylleberg and Martin Paldam (eds.), 1991, New Approaches to Empirical Macroeconomics. Blackwell, Oxford. Svend Hylleberg (ed.), 1992, Modelling Seasonality, Oxford University Press, Oxford. Svend Hylleberg, Kvinder i Økonomi. En sammenlignende undersøgelse af oecon.- og polit.studiet. Forskningsministeriet. København. William A. Barnett, David F. Hendry, Svend Hylleberg, Timo Teräsvirta, Dag Tjøstheim, and Allan Würtz (eds), 2000, Nonlinear Econometric Modeling, Cambridge University Press, New York 2

3 Articles: In refereed journals: Svend Hylleberg, 1977, "A Comparative Study of Finite Sample Properties of Band Spectrum Regression Estimators", Journal of Econometrics, Vol. 5, Henning Bunzel, Svend Hylleberg and Jørgen Søndergaard, "Fordelingen af statens generelle tilskud til kommunerne". Nordisk Administrativt Tidsskrift 1980, 23-68, samt replik i samme tidsskrift 1981, Henning Bunzel and Svend Hylleberg, 1982, "Seasonality in Dynamic Regression Models - A Comparative Study of Finite Sample Properties of Various Regression Estimators Including Band Spectrum Regression", Journal of Econometrics 19, Svend Hylleberg and Martin Paldam, 1985, "Prices and Wages in the OECD Area study of the time series evidence". Zeitschrift für Wirtschafts- und Socialwissenschaften, Svend Hylleberg, 1985, "Seasonality in Regression: A Survey". Methods of Operations Research, Tim Bollerslev and Svend Hylleberg, 1985, "A Note on the Relation between Consumers Expenditure and Income in the United Kingdom". Oxford Bulletin of Economics and Statistics 47, No Svend Hylleberg and Grayham Mizon, "Cointegration and Error Correction Models". Economic Journal, 99, p Svend Hylleberg and Grayham Mizon, "A note on the distribution of the least squares estimates of a random walk with drift". Economic Letters, 29, p Svend Hylleberg, Robert.F. Engle, Clive.W.J. Granger and B. Sam Yoo, "Seasonal Integration and Cointegration". Journal of Econometrics, 44, Reprinted in Eric Ghysels, Norman R. Swanson, Mark Watson eds, 2001, Essays in Econometrics 2 Volume Hardback Set, Collected Papers of Clive W. J. Granger. CUP, Cambridge Reprinted in Svend Hylleberg (ed.), 1992, Modelling Seasonality, Oxford University Press. Svend Hylleberg and Martin Paldam, "Introduction: New Approaches to Empirical Macroeconomics". Scandinavian Journal of Economics, 93, Robert F. Engle, Clive.W.J. Granger, Svend Hylleberg and Hahn Lee, "Seasonal Cointegration: The Japanese Consumption Function". Journal of Econometrics 55, Svend Hylleberg, Clara Jørgensen, and Nils Karl Sørensen, 1993,"Seasonality in Macroeconomic Time Series", Empirical Economics, 18, Svend Hylleberg, "Modelling Seasonal Variation". In: Colin Hargreaves (ed.). Nonstationary Time Series Analyses and Cointegration, Oxford University Press, Svend Hylleberg, "Tests for Seasonal Unit Roots. General to Specific or Specific to General". Journal of Econometrics 69,

4 Niels Haldrup and Svend Hylleberg, "A Note on the Distribution of the Least Squares Estimator of a Random Walk with Drift - Some Analytical Evidence". Economics Letters 48, Phillip Hans Franses, Svend Hylleberg, and Hahn S. Lee, "Spurious Deterministic Seasonality", Economics Letters 46, Robert F. Engle and Svend Hylleberg, "Common Seasonal Features: Global Unemployment". Oxford Bulletin of Economics and Statistics 58, Reprinted in "The Econometrics of Economic Policy", ed. A Banerjee and D. Hendry, Blackwell Publishers, Svend Hylleberg and Adrian R. Pagan, "Seasonal Integration and the Evolving Seasonal Model". International Journal of Forecasting 13, Niels Haldrup and Svend Hylleberg, 1997, "Near- integration, and Deterministic Trends", Statistical Papers 38,1 p Svend Hylleberg and Per Baltzer Overgaard, 1998 "Competition Policy with a Coasian Prior?" Konkurranse, 4, p 8-13, Norwegian Competition Council, reprinted in E. Hope (ed.), Competition Policy Analysis, Routledge, Torben M. Andersen and Svend Hylleberg, "Wage Adjustment and Employment Persistency.". Macroeconomic Dynamics, v. 2, Torben M. Andersen and Svend Hylleberg, "Sources of Persistency in Employment Adjustment- Denmark ". Oxford Economic Papers 52, Henning Bunzel, Bent.J. Christensen, Niels. Haldrup, Svend Hylleberg, Viggo Høst, Peter. Jensen, Allan Würtz, 2000, "Udviklingslinier i Økonometrien" in Chr Hjorth_Andersen (ed), Udviklingslinier i Økonomisk Teori, Jurist og Økonomforbundets Forlag, Kbh. p Bjarne Brendstrup, Svend Hylleberg, Morten Ø.Nielsen. Lars Skipper, and Lars Stentoft, 2004, "Seasonality in Economic Models", Macroeconomic Dynamics, 8, 3, p Christian M. Dahl and Svend Hylleberg, 2004, "Flexible Regression Models and Relative Forecast Performance", International Journal of Forecasting, 20, 2, pp Niels Haldrup, Svend Hylleberg, Gabriel Pons, and Andreu Sansó, 2007, "Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data", Journal of Business and Economic Statistics, vol 25, 1, p Svend Hylleberg, 2008, "Seasonal Adjustment", The New Palgrave Dictionary of Economics, 2. edition. Palgrave- MacMillan, London, See also rgsvend&result_number=647 Other Articles: Svend Hylleberg, 1979, "Sæsonvariation i regressionsdata" i: B.S. Jensen og A. Høskuldsson, 1979, Anvendt økonometri, Nyt Nordisk Forlag, Kbh,

5 Svend Hylleberg, 1981, "On the Evaluation of Economic Forecasts". In: World Bank Commodity Models, Vol. 1, (World Bank, Washington). Svend Hylleberg, 1984, "On the ML- Estimation of Economic Relations from Incomplete Time Series Cross- Section Data" Proceedings from Symposium i anvendt statistik, ed. Leif Spange Mortensen, RECAU, Århus. Svend Hylleberg, 1986, "Maximum Likelihood Estimation of a Dynamic Error Components Model Based on Complete and Incomplete Time Series- Cross Section Data", , in Niels Raun (ed.) Nordisk Symposium i Anvendt Statistik, DECFU, Copenhagen. Svend Hylleberg, 1986, "Tre eksempler på anvendelse af tidsserieanalysemetoder i forbindelse med økonometriske undersøgelser", Økonomisk Instituts Årbog 1985, Århus, Torben M. Andersen og Svend Hylleberg, 1986, "Prognoser af økonomiske forhold". Økonomisk Instituts Årbog 1985, Århus. Svend Hylleberg, 1986, "Moderne Økonometri", in: T.M. Andersen og C. Vastrup (ed.) Nyere økonomisk teori og metode, Aarhus Universitetsforlag, Århus, Svend Hylleberg, 1994, Økonometri: Mellem teori og empiri, in N.G. Bolwig, H. Brøns, S. Jørgensen og E. Yndgaard, Perspektiver i Samfundsvidenskaben. Faglige bidrag i anledning af Erik Hasaaes 70- års dag, Aarhus Universitetsforlag, Århus, Svend Hylleberg, 1997, "Forskningsledelse på et Samfundsvidenskabeligt Universitetsinstitut", i Jens Rostrup - Nielsen (ed) Den vanskelige balance- en bog om forsknings- ledelse, ATV, København, side Svend Hylleberg and Rikke Willemoes Jørgensen, 1998, "A Note on the Estimation of Markup Pricing in Manufacturing", Working Paper Department of Economics, Aarhus University. Revised August 1998 Comments: Svend Hylleberg, 1976, "An Empirical Analysis of the Relationship between Inflation and Economic Growth in 12 Countries, , A Comment", Scandinavian Journal of Economics, Vol. 78, Svend Hylleberg, 1979, "Diskussion af S. Bjørnholm, Væksten i og mulighederne for at dække Danmarks energibehov, i: Energi, forskning, økonomi, politik". Symposium om Danmarks energiproblemer, 39-48, Forskningsrådene & Nationaløkonomisk Forening, Samfundsvidenskabeligt Forlag, København. Svend Hylleberg, 1983, "Comments on "Comparative Study of the X- 11 and BAYSEA Procedures of Seasonal Adjustment" by Hirotugo Akaike and Mahio Ishiguro", in: A. Zellner (ed.), Applied Time Series Analysis of Economic Data, Washington D.C., U.S. Bureau of the Census. Svend Hylleberg, 1985, "Praktisk modelbygning og moderne økonometri". Et svar til Niels Kærgaard. Nationaløkonomisk Tidsskrift, 123. Svend Hylleberg, "Økonometrisk analyse og økonomisk vækst i Danmark ". Nationaløkonomisk Tidsskrift 130, Opponentindlæg ved Niels Kærgaards disputatsforsvar. 5

6 Svend Hylleberg, "The Economics of Seasonal Cycles. A Comment". in C. Sims (ed.) Advances in Econometrics, Sixth World Congress, Vol. 1. Cambridge University Press, Svend Hylleberg, 1996, "Comment on Ghysels, Granger, and Siklos: Is Seasonal Adjustment a Linear or Non- linear Data- Filtering Process", Journal of Business and Economics Statistics, 14 p Svend Hylleberg, 1998, "A Comment on New Capabilities and Methods of the X- 12- Arima Seasonal Adjustment Program by Findley, Monsell, Bell, Otto, and Chen", Journal of Business and Economic Statistics, 16,2, Svend Hylleberg, 1998,"Comment on "The UK Demand for Money over the Long Run" by Neil R. Ericsson, David. F.Hendry, and Kevin M.Prestwich", Scandinavian Journal of Economics, 100, 1, Svend Hylleberg, 2010, "Clive Granger and HEGY",Journal of Financial Econometrics, 8, Svend Hylleberg, 2010, "Seasonal Integration and Cointegration in Economic Time Series", in Miodrag Lovric (ed), International Encyclopedia of Statistical Science, Springer Verlag (Forthcoming) Reviews and book notes: Svend Hylleberg, 1992, " Note on R.F. Engle and C.W.J Granger (eds), 1991, Long - Run Economic Relationships: Readings in Cointegration. Oxford, Oxford University Press, Economic Journal v. 102, p Svend Hylleberg, 1994, "Note on B. McCabe and A. Tremayne,1993, Elements of Modern Asymptotic Theory with Statistical Applications, Manchester, Manchester University Press", Economic Journal v. 104 p 994. Svend Hylleberg, 1995, " Review of T. C. Mills, 1993, The Econometric Modelling of Financial Time Series, Cambridge and New York, Cambridge University Press" Economic Journal v. 105, p Svend Hylleberg, 1996, "Note on N.R. Ericsson and J.S. Irons (eds), 1995 Testing Exogeneity, Oxford, Oxford University Press ", Economic Journal v. 106 p 281. Svend Hylleberg, 1996, Review of Willy Bergström and Anders Vredin (eds), Measuring and Interpreting Business Cycles, Clarendon Press, Oxford 1994 The Scandinavian Journal of Economics, v 98, Svend Hylleberg, 1999, "Review of J. Miron, The Economics of Seasonal Cycles, 1996, MIT Press, Cambridge Massachusetts", Econometric Reviews v 18, no 2, p Svend Hylleberg, 2000, "En anmeldelse af Edvard Ph. Mackeprang. Pristeorier. En statistisk undersøgelse over forholdet mellem pris og efterspørgsel. København 1906". Nationaløkonomisk Tidsskrift, 138 p Svend Hylleberg, 2006, "Review of B.P. Stigum, 2003, Econometrics and the Philosphy of Economics, Princeton and Oxford, Princeton University Press" Scandianvian Journal of Economics v. 108 p

7 Recent Working Papers : Teaching material etc. : Lecture Notes: Power Point shows for B2. Incentives and decisions (Statistics part) Lecture Notes: Power Point shows for B3. Strategy, production and markets (Statistics part) LectureNotes: 7020 Econometrics 1. Research Projects: Econometrics and Industrial Organization Seasonality Invited Research Seminars: At the Universities and Business Schools in Gdansk, Lisboa, Tartu, Bergen, Copenhagen, Oslo, Trondheim, Uppsala, Stockholm, Kiel, Zürich, Basel, Rotterdam, Amsterdam, Lovain- la- Neuve, Warwick, Manchester, Southampton, Madrid, Lissabon, Oxford, London (LSE), European University Institute in Firenze, Venezia Ca' Foscari and Copenhagen in Europe, at Stanford, Cornell, Northwestern, Duke, Iowa, Pennsylvania, and UCSD (San Diego) in USA, and at Bond University, Australian National University, and University of New South Wales in Australia. Invited Conference Presentations: Research: o Symposium über Operations Research, Osnabrück o World Meeting of the Econometric Society, Discussant, Barcelona 1990 o Macromodelling Seminar, London o Australasian Econometric Modelling Seminar, Port Douglas 1992 o Econometric Modelling of Eastern European Economies, Brussels o EC2 meeting 1998, Stockholm o Seasonality Conference, Algarve, Portugal,

8 o East European Transition and EU Enlargement, Gdansk June International Conference in Economics V erc/metu, o Tartu conference on competition, law and economics August 5, Estonia o Conference on Common Features in London December 2004, Competition: o Forsikring og Pensions Årsmøde den 18. november o Conference on the new competition law. Advokatsamfundet og Dansk Industri i Industriens Hus 13. September 2000 o The European Competition Day, September 17, o Contribution to Folketingets erhvervsudvalgs høring den "Konkurrencerådets struktur" o The Vth International Cartels Workshop in Brussels organized by the Directorate - General for Competition, European Commission 1-3 October 2003 in Brussels Landbrugsrådets Årsmøde 19. maj 2004 o ELTRAs brugerkonference at Hindsgavl Slot o Invited presentation for Folketingets Erhvervsudvalg, o Invited presentation at Energy Conference June 2006, Dansk Industri Miscellaneous: o Conference on Research management 1997 o Konference om den fremtidige forskningsformidling Aarhus Universitet o Erich Schneider 100 Jahre, Christian- Albrechst Universität zu Kiel, o Personel management, Moesgaard Meeting May 14, o University administration. Sandbjerg o Governance- styreformer og frihedsgrader ved universiteterne. En personlig kommentar til Forskningspolitisk Råds oplæg til årsmødet Teaching: Evaluations: 11 nominations for the best teacher of the year award, and always excellent teaching evaluations Teaching philosophy: 1. University teaching must be research based and the teacher must have a strong command over the subject area 2. The teacher must be enthusiastic about the subject area and the enthusiasm must be brought accross to the students 3. The teacher must have an interest in working with young people, and care about them Experience 35 years of teaching BSc, MSc and PhD students. 8

9 Courses taught: At Aarhus University: - Student instructor in economics, Econometrics, Spring 1973, Fall 1975, Fall 1976, Fall 1982, Fall 1983, Fall 1985, Fall 1988, Fall 1989, Fall 1990, Spring 1991, Fall 1991, Spring 1992, Fall 1994, Fall 1995, Fall 1996, Fall 1997, Spring 2001, Fall 2003, Fall Applied econometrics, Fall 1972, Spring 1976, Spring 1977, Spring 1982, Spring 1984, Spring 1986, Spring 1988, Spring 1990, Spring 1991, Spring 1992, Fall 1998, Spring 2000, Spring B2. Incentives and decisions (Statistics part) Fall 2001, Fall 2002, Fall 2003, Fall B3. Strategy, production and markets (Statistics part) Spring 2002, Spring 2003, Spring Macroeconomic policy for students of political science, Fall Economics for students of mathematical economics, Fall 1974, Spring 1975, Fall 1977, Spring 1978, Fall Advanced economics seminar, Fall Course for Danish PhD students and students of Economics in Recent Developments in Econometrics, Fall The Econometrics of Rational Expectations, Fall Introductory Statistics, Fall Regression Analysis, Spring Financial Econometrics, Spring Econometric Topics, Spring 1999, Spring 2000, Fall 2000, Spring PhD course in Econometrics, Fall Antitrust: Economics, Law and Econometrics, Spring 2004 At other places: - Advanced Econometrics, University of California at San Diego, Fall Course for Nordic PhD students in Economics, in Oslo, with D.F. Hendry, Oxford. - Statistical theory for Business School students, Handelshøjskolen i Herning and Århus, Matrix algebra for Business School students. Handelshøjskolen i Århus, Fall Courses in integration and cointegration at the Bank of Norway, October 1988, Bank for International Settlements, Basel January 1989, University of Zurich, February Course for Nordic PhD students on seasonal modelling (with Timo Teräsvirta) at Copenhagen Business School, February MSc advisor: For many students, for instance Tim Bollerslev, Duke University Bo Honore, Princeton 9

10 PhD advisor: Lykke Eg Andersen, Universidad Católica Boliviana "San Pablo"; Bjarne Brendstrup, Department of Economics, Aarhus School of Business; Christian Møller Dahl, Kranert School, Purdue University; Philipp Festerling, Danish Competition Authorities. Niels Haldrup, Department of Economics, Aarhus University; Michael Jansson, Department of Economics, UC Berkeley; Peter Jensen, Department of Economics, Aarhus School of Business; Peter Lildholdt, Bank of England; Asger Lunde, Department of Finance, Aarhus School of Business; Nikolaj Malchow- Møller, Southern Danish University; Jan G. Mikkelsen, IMF; Ole Æ. Mikkelsen, IMF; Claus Kastberg Nielsen, Copenhagen Economics; Thor Petursson, University of Iceland; Tobias N. Rasmussen, IMF; Boriss Siliverstovs, DIW Berlin, Mette Skaksen, Confederation of Danish Industries; Nils Karl Sørensen, Southern Danish University; Søren Tang Sørensen, NERA, London; Memberships etc. Econometric Society Royal Economic Society (UK) Dansk Økonometrisk Selskab (Danish Econometric Society) Included in Who's Who in Economics, 4th edition 2004, Edited by M. Blaug and H.R.Vane. Administration: Journals Editorial board for Journal of Applied Econometrics Associate editor for Econometric Review Associate editor for the Scandinavian Journal of Economics Associate editor for Macroeconomic Dynamics In addition, referee to numerous international journals, such as Econometrica, JASA, JBES, Journal of Econometrics, AER, Economic Journal, Review of Economic Studies. Studies, Departments, and Schools Chairman of the Economic Study Council, Aarhus University,

11 Chair (Fagrådsformand of the Economic Faculty, Aarhus University, Chairman of the Department of Economics, Aarhus University, Head of the School of Economics and Management Dean of the Faculty of Social Sciences, Aarhus University, Dean of Aarhus University, School of Business and Social Sciences, Aarhus BSS, Conferences Member of the Programme Committee for ESEM 1989 (Munich), 1991 (Cambridge),1992 (Bruxelles), and 1999 (Santiago de Compostela). Chairman of the Econometric Programme Committee for ESEM 1993 in Uppsala. Member of the European Standing Committee of the Econometric Society Member of the Standing Committee for EC2 meetings Research committees and programmes Member of the Steering Group for the Nordic PhD programme in Economics Member of the Steering Group for the Danish PhD programme in Economics Member of the Research Committee in the Norwegian Central Bank (Norges Bank) Member of the Research Committee, Industriens Realkreditfond Member of the Danish Social Science Research Council Director, Centre for Non- Linear Modelling in Economics. Department of Economics, Aarhus University, Director, Centre for Dynamic Modelling in Economics. Department of Economics, Aarhus University, Chairman of the Board of the Centre for Industrial Economics Evaluation committees: Member of numerous evaluation committees for academic positions, PhD theses etc.in Denmark, Scandinavia, UK and Holland. Public Service Member of the Economic Council (Det økonomiske Råd) 2014 Chairman of the Board of Jyske Invest Chairman, Konkurrencerådet (Danish Competition Council), Chairman of the Board of UniConsult,

12 Newspaper articles, etc. (in Danish) Columnist for several Danish newspapers 12