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Heino Bohn Nielsen, Personal homepage

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Associate Professor, PhD

Department of Economics
University of Copenhagen
Øster Farimagsgade 5
DK- 1353 Copenhagen K
Building 26
Office 26.2.19

Phone: (+45) 35 32 32 53
Fax: (+45) 35 32 30 64

Email: Heino.Bohn.Nielsen @ econ.ku.dk

 

 

 

 

Publications
1999

Market Shares of Manufactured Exports and Competitiveness,
Danmarks Nationalbank, Monetary Review - 2nd Quarter 1999, 59-78.
2000

En teoretisk og empirisk sammenligning af metoder til sæsonkorrektion.
In Symposium i Anvendt Statistik, Aalborg Universitet 2000, p. 157-176.
2002

An I(2) Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports.
Oxford Bulletin of Economics and Statistics 64(5), 449-472.

2004

Cointegration Analysis in the Presence of Outliers.
The Econometrics Journal 7:1, 249-271.
 

Analyzing I(2) Systems by Transformed Vector Autoregressions.

With Hans Christian Kongsted.

Oxford Bulletin of Economics and Statistics 66(3), 379-397.
2006

Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices.

With Christopher Bowdler.
Empirical Economics, 31(3), 569-586.
2007

A Maximum-Eigenvalue Test for the Cointegration Ranks in I(2) VAR Models.
Economics Letters 94(3), 445–451.
  UK Money Demand 1873-2001: A Long-Run Time Series Analysis and Event Study.
Cliometrica 1(1), 45-61.
 

The Likelihood Ratio Test for Cointegration Ranks in the I(2) Model.

With Anders Rahbek.
Econometric Theory, 23(4), 615-637.
Supplementary tables: [PDF]
2008

Influential Observations in Cointegrated VAR Models:
Danish Money Demand 1973-2003.
The Econometrics Journal, 11(1), 39-57.
2009 Monetary Policy in the Greenspan Era: A Time Series Analysis of Rules vs. Discretion.
With Anders Møller Christensen
Oxford Bulletin of Economics and Statistics, 71 (1), 69 - 89.
  The Breakdown of the UK Phillips Curve Revisited: Comment on
"The Long-Run Determinants of UK Wages, 1860-2004".
Journal of Macroeconomics, forthcoming.
Special Issue: Advances in Historical Macroeconomics.

 
     
     

Work in Progress
[1] Robust estimation of the expected inflation. (With Dan Knudsen)
Danmarks Nationalbank Working Papers 1/2002
[2] Non-similarity and the Small Sample Properties of Likelihood Ratio Tests on Cointegrating Relations.
[3] The Asymptotic Distribution of the Estimated Characteristic Roots in a Second Order Autoregression. (With Bent Nielsen).
[4] An I(2) Cointgration Model with Piecewise Linear trends (With Anders rahbek).
Ox Code for simulation of asymptotic distribution [zip].
   

Other Writings
2005 Hvad skal økonomer med økonometri?
Politen, marts 2005, 4-5. [PDF]
   
   

Selected Presentations
1999 The Measurement of Inflation Conference,
University of Cardiff and Eurostat, Cardiff.
........ Empirical Aspects of Seasonal Adjustment,
Deutsche Bundesbank, Frankfurt.
2000 Symposium I Anvendt Statistik,
University of Aalborg.
........ Conference on the Monetary Transmission Mechanism,
Copenhagen.
2001 6th Spring Meeting of Young Economists,
Copenhagen.
........ Working Group of Econometric Modelling: Seminar on Core Inflation,
European Central Bank, Frankfurt.
........ Conference on Bridging Economics and Econometrics,
European University Institute, Florence.
........ 56th European Meeting of the Econometric Society,
Lausanne.
2002 Econometric Seminar,
Nuffield College, Oxford.
2003 Macroeconomic transmission mechanisms in Europe,
Copenhagen.
........ Seminar in Danish Central Bank,
Copenhagen.
........ 58th European Meeting of the Econometric Society,
Stockholm.
........ EDGE Jamboree,
Aix-En-Provence.
2005 Econometric Methods for the Modelling of Nonstationary Data, Policy Analysis, and Forecasting (ESF-EMM),
Italy.
2006 21st Nordic Conference on Mathematical Statistics,
Rebild.
........ The Cointegrated VAR Approach,
Copenhagen.
........ Econometric Seminar,
Nuffield College, Oxford.
2007 2nd Tinbergen Institute Conference: 20 Years of Cointegration,
Rotterdam.
........ Econometrics Seminar,
Tinbergen Institute, Amsterdam.
........ 4th Nordic Econometric Meeting, invited session,
Tartu, Estonia.
   
   

Teaching
1998 Advanced Econometrics: Tutorials and computer labs, spring term.
1999 Advanced Econometrics: Tutorials and computer labs, spring term.
2000 Advanced Econometrics: Tutorials and computer labs, spring term.
........ Econonometrics (Mathematical-economics program): Tutorials and computer labs, fall term.
2001 Advanced Econometrics: Tutorials and computer labs, spring term.
........ Econometrics: Tutorials and computer labs, fall term.
2003 Summer School in Econometrics: Tutorials and project supervision.
2004 Econometrics 2: Lectures, spring term.
........ Summer School in Econometrics: Tutorials and project supervision.
........ Econometrics 2: Lectures, fall term.
2005 Econometrics 2: Lectures, spring term.
........ Summer School in Econometrics: Tutorials and project supervision.
........ Econometrics 2: Lectures, fall term.
2006 Econometrics 2: Lectures, spring term.
........ Summer School in Econometrics: Tutorials and project supervision.
........ Econometrics 2: Lectures, fall term.
........ Causality, Economic Structure, and Real Time Data: Seminar, fall term.
2007 Econometrics 2: Lectures, spring term.
........ Quantitative Methods 3: Lectures, fall term.
........ Cointegration Analysis of Nonstationary I(2) Variables, PhD course.
2008 Advanced Macroeconometrics, Lectures, spring term.
........ Quantitative Methods 3: Lectures, fall term.
2009 Advanced Macroeconometrics, Lectures, spring term.
........ Quantitative Methods 3: Lectures, fall term.
........ Summer School in Econometrics: Lectures.
2010 Quantitative Methods 3: Lectures, spring term.
........ Financial Econometrics B (Topics in Financial Time Series Econometrics), Lectures, spring term.
........ Advanced Macroeconometrics, Lectures, fall term.
   
   

Teaching Awards
2004 Department of Economics Teaching Award.
2005 The Invisible Hand Award (Teacher of the year award granted by The Society of Social Economics).
2009 The Invisible Hand Award (Teacher of the year award granted by The Society of Social Economics).