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Jean-Marie Dufour


Jean Marie Dufour - McGill University (CANADA)

Jean Marie Dufour earned his PhD and MA in Economics from the University of Chicago. He also holds an MA in Economics from Concordia University and an MSc in Mathematics (Statistics) from the University of Montreal. Dr. Dufour is the William Dow Professor of Economics at McGill University in Montreal, and has directed the Canadian Econometric Study Group since 2002. He is also a Research Fellow with the Center for Interuniversity Research and Analysis on Organizations, and the Center for Interuniversity Research on Quantitative Economics. He has organized more than 30 international conferences and has written more than 400 publications, including articles, essays and papers. Dr. Dufour’s research interests are econometrics and statistics, macroeconomics, and finance. He has been a member of the College of Reviewers for the Canada Research Chairs Program since 2000. He was the recipient of the Marcel-Dagenais Prize awarded by the Société canadienne de science économique (Canadian Society of Economic Sciences), the Léon-Gérin Prize for Social Sciences from the Government of Quebec, and the Killam Prize, just to name a few.


Project: Professor Dufour will work on econometric problems relevant to the analysis of macroeconomic and financial data. His work focuses on statistical inference in the presence of identification problems and causality analysis in time series. The main issues studied include: (1) exogeneity, instrument selection and weak identification; (2) hypothesis testing in the presence of singularities; (3) causality and volatily analysis in macroeconomics and finance;(4) factor models and forecasting; (5) the statistical assessment of New Keynesian Phillips Curves.

Stay Period: SEP 11 - JUN 12


Lecturer: Jean-Marie Dufour
Title: Identification, testability and macroeconomics
Date: Junio 20, at 12:00h
Place: Sala 15.1.01

Conference video