SHORT CURRICULUM VITAE  

Pr. dr. Jean-Pierre URBAIN

Professor of Time Series Econometrics

Education

M.A. in Economics, Université Catholique de Louvain La Neuve (1988).

Ph. D. in Economics, Université de Liège (1992).

Academic Appointments

1992-1993: Post-Doctoral Fellowship, University of Maastricht.

1993-2000: Assistant Professor in Econometrics, University of Maastricht.

2000- 2005: Associate Professor of Econometrics, University of Maastricht.

2006-: Professor of Time Series Econometrics

2010-2011: Visiting Professor, Department of Economics, School of Business, Economics and Law, University of Gothenburg, Sweden
 

Research interests

• Dynamic Econometrics : Time Series Analysis, Non-Stationary Time Series, Co-integration, Causality, Exogeneity, Common features in Multiple time Series, Nonstationary Panels, Methodology.

• Applied Econometrics: Dynamic Modelling of International Trade Flows, Macroeconometrics, climate time series.

Current Teaching 

• Time Series Analysis and Dynamic Econometrics (Master/PhD course, 1994-present.)

• Time Series Econometrics (Research Master/PhD course, NAKE 2008-present)

• Macroeconomic panel data (Research Master/PhD course, NAKE 2007-present)

• Econometric and O.R. modelling (3rd year Bachelor course, 2004-present)

• Capita Selecta Quantiative Economics (Econometrics) (Research Master/PhD course, 2004-present)

Grants, Awards

• Excellent Graduate Educator Award 2010

• NWO open competitie 2006-2009, 2009-2012

• METEOR Research Grant ''Dynamic and Nonstationary Panels: Theoretical Issues and Empirical Applications'', (1999-2001), (with C. Wolff).
• Post Doctoral Research Fellowship, University of Limburg, 1992-1993
• Best Ph.D. Thesis Award from the ''Société Royale Belge d'Economie Politique'', for the period 1992-1994

Professional activities

Organization meeting-workshops

• Program committee, European Economic Association, Prague 1995, Istanbul 1996

• Program committee, World Meeting of the International Economic Association, Buenos Aires, 1999.

• Program committee, Econometric Society European Meeting, Berlin 1998, Stockholm, August 2003; Madrid , August 2004.

• Co-organizer: 3d International Workshop on Financial Modelling and Econometric Analysis, Maastricht, November 1995.

• Organizer: Royal Statistical Society Local Group Meeting, March 1997, May 1998, April 1999.

• Program committee, weekly METEOR Seminar, University Maastricht, 1994-1995, 1997-2009)

• METEOR workshop: Cointegration and Unit Root in Nonstationary Panels, University Maastricht, 15 June 12000. 

• Program Chair of the 12th EC² Conference on Causality and Exogeneity in Econometrics, UCL, Belgium, December 2001    

• Organizer of the Netherlands Econometric Study Group Annual Conference, Maastricht, June 2007

• Program committee, Netherlands Econometric Study Group Annual Conference, Amsterdam, 2005, Maastricht 2007, Tilburg 2008, Amsterdam 2009, Leuven 2010

• Program committee, 15th International Conference on Panel Data, Bonn, 2009

• Co-organizer: International Conference on Factor Structures for Panel and Multivariate Time Series Data, Maastricht, 2008.

Editorial and  Referee Activity

• Guest editor of "Causality and Exogeneity in Econometrics" (with L. Bauwens and P. Boswijk), Journal of Econometrics, 2006.

• Guest editor of "Factor Structures for Panel and Multivariate Time Series Data" (with F.C. Palm ), Journal of Econometrics, 2011.

• Referee activity: Annales d'Economie et de Statistiques, Applied Economics, Cahiers Economiques de Bruxelles, Computational Statistics and Data Analysis, Econometric Reviews, Econometrics Journal,  Economie et Prévision, Empirica,  Empirical Economics, European Journal of Political Economy,  International Studies in Economic Modelling (Books/Chapman and Hall),  Journal of Applied Econometrics,  Journal of Business and Economic Statistics,  Journal of Development Economics,  Journal of Econometrics,  Journal of Empirical Finance,  Journal of Futures Markets,  Journal of Macroeconomics,  Journal of Money Credit and Banking, Journal of Public Economics, Macroeconomic Dynamics, Oxford Bulletin of Economics and Statistics, Recherches Economiques de Louvain, Review of Economic Studies, Scandinavian Journal of Economics,  Statistics, Studies in Nonlinear Dynamics and Econometrics, Structural Change and Economic Dynamics, Swiss Revue of Economics and Statistics.  

Various

• Ph.D. students:  

• Alain. Hecq ''Common Features in Multiple Time Series and Panel Data'' ( completed in September 2000), 

• Sebastien Laurent ''Asymmetry and Fat-tails in Financial Time Series'' (completed in June 2002)

• Stephan Smeekes  "Bootstrapping Nonstationary Time Series" (completed in July 2009 - funded by NWO)

• Christian Gengenbach "Testing Non-Stationary Panel-Data with Persistent Cross-Sectional Dependence" (completed in September 2009)

• Hans Manner "Modeling Asymmetric and Time-Varying Dependence" (completed in March 2010)

• Jeroen van den berg "Currency crises and their Early Warning Systems'" (completed in MaY 2011)

• Francisco Blasques "Semi-Nonparametric Indirect Inference" (completed in November 2011)

• Lei Wan "Estimation and Inference in Nonlinear Nonstationary Panel Data Models" (defense planned February 2012)

• Thomas Gotz (2010-2014)

• Hande Karabiyik (2010-2013)

• Artem Duplinskiy (2010-2014)

• Member of the board of the 3 Country Corner Local Group of the Royal Statistical Society (September 1997-).

• Fellow of the NAKE
  

Publications

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