Topics in Time-Series Econometrics and Applied              Macroeconomics
{'Code': '04050100', 'Directorate': {'Abbreviation': 'SBE', 'LongName': 'Direct For Social, Behav & Economic Scie'}, 'Division': {'Abbreviation': 'SES', 'LongName': 'Divn Of Social and Economic Sciences'}}
{'SignBlockName': 'Daniel H. Newlon', 'PO_EMAI': None, 'PO_PHON': None}
The application of time-series statistical techniques to                        macroeconomics enables economists to test for the presence of                   business cycles and other important dynamic regularities in                     macroeconomic data.  This project consists of work on four topics               in time-series econometrics and applied macroeconomics.                                                                                                         The first topic is aimed at advancing econometric methods for                   analyzing models that imply multi-period conditional moment                     restrictions.  These methods are applied in analyzing the                       implications of nonlinear asset pricing models.  The second topic               is to build and test structural models of seasonality.  This                    analysis should enhance our understanding of the sources of the                 pronounced seasonal components observed in economic time series.                The third topic is to extend the class of models of durable goods               pricing and analyze the quantitative implications of these                      models.  Particular attention is focused on models in which the                 distribution of durable goods influences asset prices.  The                     fourth topic is to develop econometric methods for analyzing                    continuous time models of fluctuations and asset prices.  Among                 other things, these methods and models aid our understanding of                 lumpy information flows and the interaction between aggregation-                over-time in measured consumption and local durability in                       preferences.
{'FirstName': 'Lars', 'LastName': 'Hansen', 'PI_MID_INIT': 'P', 'PI_SUFX_NAME': None, 'PI_FULL_NAME': 'Lars P Hansen', 'EmailAddress': 'l-hansen@uchicago.edu', 'NSF_ID': '000424641', 'StartDate': '07/15/1988', 'EndDate': None, 'RoleCode': 'Principal Investigator'}
{'Name': 'National Opinion Research Center', 'CityName': 'CHICAGO', 'ZipCode': '606035713', 'PhoneNumber': '7732566000', 'StreetAddress': '55 E MONROE ST', 'StreetAddress2': None, 'CountryName': 'United States', 'StateName': 'Illinois', 'StateCode': 'IL', 'CONGRESSDISTRICT': '07', 'CONGRESS_DISTRICT_ORG': 'IL07', 'ORG_UEI_NUM': 'MPYFY5UMSDP4', 'ORG_LGL_BUS_NAME': 'NATIONAL OPINION RESEARCH CENTER', 'ORG_PRNT_UEI_NUM': 'MPYFY5UMSDP4'}
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{'Code': '1320', 'Text': 'Economics'}
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