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John Geweke

Affiliations: 
Economics University of Iowa, Iowa City, IA 
Area:
Theory Economics, Artificial Intelligence
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Parents

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Christopher A. Sims grad student 1975 UMN

Children

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Andriy Norets grad student
Richard Meese grad student 1978 University of Madison
Fallaw Sowell grad student 1986 Duke (MathTree)
Anthony Smith grad student 1990 Duke
Patrick L. Bajari grad student 1997
John Landon-Lane grad student 1998 UMN
Hulya Eraslan grad student 2001 UMN
Ying-Pin G. Chang grad student 2002 University of Iowa
Necati Tekatli grad student 2006 University of Iowa
Olena Stavrunova grad student 2007 University of Iowa
Yeon O. Lee grad student 2008 University of Iowa
Weijie Mao grad student 2010 University of Iowa
Maksym Obrizan grad student 2010 University of Iowa

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Publications

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Durham G, Geweke J, Porter‐Hudak S, et al. (2019) Bayesian Inference for ARFIMA Models Journal of Time Series Analysis. 40: 388-410
Amisano G, Geweke J. (2017) Prediction Using Several Macroeconomic Models The Review of Economics and Statistics. 99: 912-925
Durham G, Geweke J, Ghosh P. (2015) A comment on Christoffersen, Jacobs, and Ornthanalai (2012), "Dynamic jump intensities and risk premiums: Evidence from S&P 500 returns and options" Journal of Financial Economics. 115: 210-214
Durham G, Geweke J. (2014) Improving asset price prediction when all models are false Journal of Financial Econometrics. 12: 278-306
Geweke J, Amisano G. (2014) Analysis of Variance for Bayesian Inference Econometric Reviews. 33: 270-288
Frischknecht BD, Eckert C, Geweke J, et al. (2014) A simple method for estimating preference parameters for individuals International Journal of Research in Marketing. 31: 35-48
Geweke J, Amisano G. (2012) Prediction with misspecified models American Economic Review. 102: 482-486
Geweke J. (2012) Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments Journal of Econometrics. 171: 185-204
Geweke J, Jiang Y. (2011) Inference and prediction in a multiple-structural-break model Journal of Econometrics. 163: 172-185
Geweke J, Amisano G. (2011) Hierarchical Markov normal mixture models with applications to financial asset returns Journal of Applied Econometrics. 26: 1-29
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