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David N. DeJong

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Personal Details

First Name: David
Middle Name: N.
Last Name: DeJong
Suffix:

RePEc Short-ID: pde3

Email:
Homepage: http://www.pitt.edu/~dejong
Postal Address: 4144 Saline St. Pittsburgh, PA 15217
Phone:

Affiliation

Department of Economics
University of Pittsburgh
Location: Pittsburgh, Pennsylvania (United States)
Homepage: http://www.econ.pitt.edu/
Email:
Phone: (412)648-1760
Fax: (412)648-1793
Postal: 4S01 W.W. Posvar hall, 230 Bouquet St, Pittsburgh, PA 15260
Handle: RePEc:edi:depghus (more details at EDIRC)

Works

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Working papers

  1. David N. DeJong & Hariharan Dharmarajan & Roman Liesenfeld & Jean-Francois Richard, 2008. "Exploiting Non-Linearities in GDP Growth for Forecasting and Anticipating Regime Changes," Working Papers, University of Pittsburgh, Department of Economics 367, University of Pittsburgh, Department of Economics, revised Sep 2008.
  2. David N. DeJong & Daniel Berkowitz, 2008. "Growth in Post-Soviet Russia: A Tale of Two Transitions," Working Papers, University of Pittsburgh, Department of Economics 369, University of Pittsburgh, Department of Economics, revised Sep 2008.
  3. David N. DeJong & Hariharan Dharmarajan & Liesenfeld Roman & Richard Jean-Francois, 2007. "Efficient Filtering in State-Space Representations," Working Papers, University of Pittsburgh, Department of Economics 317, University of Pittsburgh, Department of Economics, revised Nov 2008.
  4. David N. DeJong & Emilio Espino, 2007. "The Cyclical Behavior of Equity Turnover," Working Papers, University of Pittsburgh, Department of Economics 294, University of Pittsburgh, Department of Economics, revised Oct 2007.
  5. DeJong, David Neil & Dharmarajan, Hariharan & Liesenfeld, Roman & Richard, Jean-François, 2007. "An Efficient Filtering Approach to Likelihood Approximation for State-Space Representations," Economics Working Papers 2007,25, Christian-Albrechts-University of Kiel, Department of Economics.
  6. David N. DeJong & Hariharan Dharmarajan & Roman Liesenfeld & Guilherme Moura & Jean-Francois Richard, 2007. "Efficient Likelihood Evaluation in State-Space Representations," Working Papers, University of Pittsburgh, Department of Economics 374, University of Pittsburgh, Department of Economics, revised Dec 2008.
  7. Daniel Berkowitz & David N. DeJong, 2002. "Integration: An Empirical Assessment of Russia," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan 488, William Davidson Institute at the University of Michigan.
  8. Daniel Berkowitz & David DeJong, 2001. "Policy Reform and Growth in Post-Soviet Russia," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan 405, William Davidson Institute at the University of Michigan.
  9. Daniel Berkowitz & David DeJong, 2001. "Entrepreneurship and Post-Socialist Growth," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan 406, William Davidson Institute at the University of Michigan.
  10. Daniel Berkowitz & David N. DeJong, 2000. "The Evolution of Market Integration in Russia," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan 334, William Davidson Institute at the University of Michigan.
  11. Daniel Berkowitz & David N. DeJong, 1998. "Accounting for Growth in Post-Soviet Russia," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan 127, William Davidson Institute at the University of Michigan.
  12. Daniel Berkowitz & David DeJong, 1998. "Russia's Internal Border," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan 189, William Davidson Institute at the University of Michigan.
  13. Daniel Berkowitz & David DeJong & Steven Husted, 1997. "Transition in Russia: It's Happening," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan 33, William Davidson Institute at the University of Michigan.
  14. David N. DeJong & Beth F. Ingram & Yi Wen & Charles H. Whiteman, 1996. "Cyclical Implications of the Variable Utilization of Physical and Human Capital," Macroeconomics, EconWPA 9609004, EconWPA.
  15. David N. DeJong & Beth F. Ingram & Charles H. Whiteman, 1995. "Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations," Macroeconomics, EconWPA 9504002, EconWPA, revised 18 Apr 1995.
  16. DeJong, David & Ingram, Beth & Whiteman, Charles, 1994. "Beyond Calibration," Working Papers, University of Iowa, Department of Economics 94-18, University of Iowa, Department of Economics.
  17. DeJong, D.N. & Whiteman, C.H., 1991. "The Case for Trend-Stationarity is Stronger than we Thought," Working Papers, University of Iowa, Department of Economics 91-05, University of Iowa, Department of Economics.

Articles

  1. DeJong, David N. & Ripoll, Marla, 2007. "Do self-control preferences help explain the puzzling behavior of asset prices?," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(4), pages 1035-1050, May.
  2. David N. DeJong & Roman Liesenfeld & Jean-Francois Richard, 2006. "Timing structural change: a conditional probabilistic approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 21(2), pages 175-190.
  3. David N. DeJong & Marla Ripoll, 2006. "Tariffs and Growth: An Empirical Exploration of Contingent Relationships," The Review of Economics and Statistics, MIT Press, vol. 88(4), pages 625-640, November.
  4. David N. DeJong & Roman Liesenfeld & Jean-François Richard, 2005. "A Nonlinear Forecasting Model of GDP Growth," The Review of Economics and Statistics, MIT Press, vol. 87(4), pages 697-708, November.
  5. Daniel Berkowitz & David DeJong, 2005. "Economic fragmentation in Russia: The influence of international trade and initial conditions," Economics of Governance, Springer, Springer, vol. 6(3), pages 253-268, November.
  6. Daniel Berkowitz & David N. DeJong, 2005. "Entrepreneurship and Post-socialist Growth," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, Department of Economics, University of Oxford, vol. 67(1), pages 25-46, 02.
  7. Berkowitz, Daniel & DeJong, David N., 2003. "Policy reform and growth in post-Soviet Russia," European Economic Review, Elsevier, Elsevier, vol. 47(2), pages 337-352, April.
  8. Berkowitz, Daniel & DeJong, David N., 2003. "Regional integration: an empirical assessment of Russia," Journal of Urban Economics, Elsevier, vol. 53(3), pages 541-559, May.
  9. Beeson Patricia E. & DeJong David N., 2002. "Divergence," The B.E. Journal of Macroeconomics, De Gruyter, De Gruyter, vol. 2(1), pages 1-38, October.
  10. Berkowitz, Daniel & DeJong, David N., 2002. "Accounting for growth in post-Soviet Russia," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 32(2), pages 221-239, March.
  11. Beeson, Patricia E. & DeJong, David N. & Troesken, Werner, 2001. "Population growth in U.S. counties, 1840-1990," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 31(6), pages 669-699, November.
  12. David N. DeJong & Beth F. Ingram, 2001. "The Cyclical Behavior of Skill Acquisition," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(3), pages 536-561, July.
  13. Daniel Berkowitz & David N. DeJong, 2001. "The evolution of market integration in Russia," The Economics of Transition, The European Bank for Reconstruction and Development, The European Bank for Reconstruction and Development, vol. 9(1), pages 87-104, March.
  14. David N. DeJong & Beth F. Ingram & Charles H. Whiteman, 2000. "Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 15(3), pages 311-329.
  15. DeJong, David N. & Ingram, Beth F. & Whiteman, Charles H., 2000. "A Bayesian approach to dynamic macroeconomics," Journal of Econometrics, Elsevier, Elsevier, vol. 98(2), pages 203-223, October.
  16. Berkowitz, Daniel & DeJong, David N., 1999. "Russia's internal border," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 29(5), pages 633-649, September.
  17. Berkowitz, Daniel & DeJong, David N. & Husted, Steven, 1998. "Quantifying Price Liberalization in Russia," Journal of Comparative Economics, Elsevier, vol. 26(4), pages 735-760, December.
  18. DeJong, David N & Ingram, Beth Fisher & Whiteman, Charles H, 1996. "A Bayesian Approach to Calibration," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 14(1), pages 1-9, January.
  19. Dejong, David N. & Whiteman, Charles H., 1996. "Modeling Stock Prices without Knowing How to Induce Stationarity," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 12(04), pages 739-740, October.
  20. DeJong, David N & Whiteman, Charles H, 1993. "Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 11(3), pages 311-17, July.
  21. DeJong, David N & Husted, Steven, 1993. "Towards a Reconciliation of the Empirical Evidence on the Monetary Approach to Exchange Rate Determination," The Review of Economics and Statistics, MIT Press, vol. 75(1), pages 123-28, February.
  22. DeJong, David N, 1993. "Bayesian Inference in Limited Dependent Variable Models: An Application to Measuring Strike Duration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 8(2), pages 115-28, April-Jun.
  23. DeJong, David N. & Nankervis, John C. & Savin, N. E. & Whiteman, Charles H., 1992. "The power problems of unit root test in time series with autoregressive errors," Journal of Econometrics, Elsevier, Elsevier, vol. 53(1-3), pages 323-343.
  24. David N. DeJong & Charles H. Whiteman, 1992. "More unsettling evidence on the perfect markets hypothesis," Economic Review, Federal Reserve Bank of Atlanta, Federal Reserve Bank of Atlanta, issue Nov, pages 1-13.
  25. DeJong, David N., 1992. "Co-integration and trend-stationarity in macroeconomic time series : Evidence from the likelihood function," Journal of Econometrics, Elsevier, Elsevier, vol. 52(3), pages 347-370, June.
  26. DeJong, David N, et al, 1992. "Integration versus Trend Stationarity in Time Series," Econometrica, Econometric Society, Econometric Society, vol. 60(2), pages 423-33, March.
  27. DeJong, David N & Whiteman, Charles H, 1991. "The Case for Trend-Stationarity Is Stronger Than We Thought," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 6(4), pages 413-21, Oct.-Dec..
  28. DeJong, David N & Whiteman, Charles H, 1991. "The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function," American Economic Review, American Economic Association, American Economic Association, vol. 81(3), pages 600-617, June.
  29. DeJong, David N. & Whiteman, Charles H., 1991. "Reconsidering 'trends and random walks in macroeconomic time series'," Journal of Monetary Economics, Elsevier, Elsevier, vol. 28(2), pages 221-254, October.
  30. DeJong, David N. & Whiteman, Charles H., 1991. "On robustness," Journal of Monetary Economics, Elsevier, Elsevier, vol. 28(2), pages 265-270, October.

Software components

  1. David DeJong & Chetan Dave, 2006. "Fortran Code For Implementing the Particle Filter," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles 156, Quantitative Macroeconomics & Real Business Cycles.
  2. David DeJong & Chetan Dave, 2006. "Solve Stochastic Optimal Growth Model Using Orthogonal Collocation, Markov Process for a (GAUSS)," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles 151, Quantitative Macroeconomics & Real Business Cycles.
  3. David DeJong & Chetan Dave, 2006. "Solve Stochastic Optimal Growth Model Using Log-Linearization (GAUSS)," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles 153, Quantitative Macroeconomics & Real Business Cycles.
  4. David DeJong & Chetan Dave, 2006. "Solve Stochastic Optimal Growth Model Using Orthogonal Collocation, Log-Normal Process for a (GAUSS)," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles 152, Quantitative Macroeconomics & Real Business Cycles.
  5. David DeJong & Chetan Dave, 2006. "Gauss Code For Implementing the Particle Filter," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles 155, Quantitative Macroeconomics & Real Business Cycles.
  6. David DeJong & Chetan Dave, 2006. "Solve Stochastic Optimal Growth Model Given Delta-Rho=1 (GAUSS)," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles 154, Quantitative Macroeconomics & Real Business Cycles.
  7. David DeJong & Chetan Dave, 2006. "Solve Deterministic Optimal Growth Model Using Projection Algorithm (GAUSS)," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles 150, Quantitative Macroeconomics & Real Business Cycles.

Chapters

  1. David N. DeJong & Chetan Dave, 2007. "Introduction to Structural Macroeconometrics
    [Structural Macroeconometrics]
    ," Introductory Chapters, Princeton University Press, Princeton University Press.
  2. David N. DeJong & Chetan Dave, 2007. "Implementing Nonlinear Appoximations Empirically, from Structural Macroeconometrics
    [Structural Macroeconometrics]
    ," Introductory Chapters, Princeton University Press, Princeton University Press.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2009-09-19
  2. NEP-CIS: Confederation of Independent States (1) 2009-02-14
  3. NEP-DEV: Development (1) 2002-04-03
  4. NEP-DGE: Dynamic General Equilibrium (1) 2009-09-19
  5. NEP-ECM: Econometrics (3) 2007-11-03 2008-09-20 2009-09-19. Author is listed
  6. NEP-EEC: European Economics (1) 2001-10-01
  7. NEP-ETS: Econometric Time Series (2) 2007-11-03 2009-09-19
  8. NEP-FDG: Financial Development & Growth (2) 2008-09-20 2009-02-14
  9. NEP-FOR: Forecasting (1) 2008-09-20
  10. NEP-HIS: Business, Economic & Financial History (1) 2002-11-28
  11. NEP-MAC: Macroeconomics (1) 2008-09-20
  12. NEP-PBE: Public Economics (1) 2001-12-19
  13. NEP-TRA: Transition Economics (3) 2001-12-19 2002-11-28 2009-02-14. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Citations
  2. Number of Citations, Discounted by Citation Age
  3. Number of Citations, Weighted by Simple Impact Factor
  4. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Recursive Impact Factor
  6. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  9. h-index
  10. Number of Registered Citing Authors
  11. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  12. Number of Journal Pages, Weighted by Simple Impact Factor
  13. Number of Journal Pages, Weighted by Recursive Impact Factor
  14. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  15. Breadth of citations across fields
  16. Strength of students

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