Tara M. Sinclair
Assistant Professor of Economics
and International Affairs
Tara M. Sinclair
Assistant Professor of Economics
and International Affairs
Welcome to my web site! This fall will begin my fourth year at GW. I received my Ph.D. from Washington University in St. Louis in May of 2005. My research interests are macroeconomics and time series econometrics. My favorite model these days is the multivariate correlated unobserved components model. I am particularly interested in the relationship between business cycles and growth and the role of labor markets. I've also recently become quite intrigued by the volatility reduction in US real GDP since 1984, otherwise known as the "Great Moderation."
I am a member and assistant director of the Research Program on Forecasting, part of the Center of Economic Research and the Department of Economics at George Washington University. I am also a member of the Institute for International Economic Policy and the Institute for European, Russian, and Eurasian Studies of the Elliott School of International Affairs.
Click here for a PDF version of my CV
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Courses
- Fall 2008:
Econ 102.10: Intermediate Macroeconomic Theory
Econ/Stat 123.80: Introduction to Econometrics
- Spring 2009:
Econ 379.10: Graduate Laboratory in Applied Econometrics - Macroeconomics
More course information is available on Blackboard, but if you do not have access to Blackboard here at GW, please email me for a copy of my syllabus or other information.
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Upcoming Seminar and Conference PresentationsClick here for the GW University Macro-International Seminar Schedule!
June 17, 2008
I will present "Output Fluctuations in the G-7: An Unobserved Components Approach," at the Universidad Complutense in Madrid.June 24, 2008
I will present "Output Fluctuations in the G-7: An Unobserved Components Approach," in the Macroeconomics Seminar at the University of Munich, Germany.June 26-28, 2008
I am organizing the new special interest group (SIG) on Time Series Analysis for the Society for Computational Economics. Our first event will be invited sessions at the 14th International Conference on Computing in Economics and Finance, June 26-28, 2008, at the Université de la Sorbonne, Paris.June 30, 2008
I will present “Asymmetry in the Business Cycle: Revisiting the Friedman Plucking Model” in the workshop on Unobserved Components at the Centre for International Macroeconomics and Finance (CIMF), University of Cambridge, England.August 22, 2008
I will present a seminar at the Department of Economics, West Virginia University.November 20-22, 2008
I plan to participate in the Southern Economic Association meetings in Washington, DC.
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Publications
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- NEW! "The Relationships between Permanent and Transitory Movements in U.S. Output and the Unemployment Rate," Journal of Money, Credit, and Banking (forthcoming).
- "Directional Forecasts of GDP and Inflation: A Joint Evaluation with an Application to Federal Reserve Predictions," with H.O. Stekler and Lindsay Kitzinger, Applied Economics (forthcoming).
- "Searching for Better Prospects: Endogenizing Falling Job Tenure and Pension Coverage," with Leora Friedberg (University of Virginia) and Michael Owyang (Federal Reserve Bank of St. Louis), Topics in Economic Analysis & Policy: Vol. 6: No. 1, Article 14 (2006). Working paper versions are available as: Federal Reserve Bank of St. Louis Working Paper 2003-038 and NBER Working Paper No. 11808.
- "The Differential Approach to Superlative Index Number Theory," with William A. Barnett (University of Kansas) and Ki-Hong Choi (National Pension Research Center in Seoul, Korea), Journal of Agricultural and Applied Economics, Supplement (December, 2002).
Working Papers
- New Version 6/6/08! "Output Fluctuations in the G-7: An Unobserved Components Approach," with Sinchan Mitra (Discover Financial Services).
- “Asymmetry in the Business Cycle: Revisiting the Friedman Plucking Model.”
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- “Multivariate Forecast Evaluation Based on Linear Policy Rules” with Edward N. Gamber, H.O. Stekler and Elizabeth Reid.
Work in Progress
- “Macroeconomic Fluctuations in Emerging Economies: An Unobserved Components Approach,” with Sinchan Mitra (Discover Financial Services).
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- “Parametric and Nonparametric Tests of Stationarity within the Unobserved Components Framework: An Analysis of Size and Power with an Application to U.S. Real GDP and the Unemployment Rate” with James Morley (Washington University).
- “Testing Cointegration in an Unobserved Components Framework: A Comparison of Analytic and Bootstrap Procedures with an Application to G3 Output,” with James Morley (Washington University).
- “Sequential Detection of US Business Cycle Turning Points: Comparing the Performance of Shiryayev-Roberts, CUSUM and EWMA Procedures” with Bakhodir Ergashev (Charlotte Branch, Federal Reserve Bank of Richmond).
- “Investigating Core Inflation with an Unobserved Components Model” with Michael Bradley and Dennis Jansen.
- “Monetary Policy Shocks and the Taylor Rule,” with Ed Gamber.
Contact InformationDepartment of Economics and the Elliott School of International Affairs
The George Washington University
Monroe/Hall of Government 314
2115 G Street NW
Washington, DC 20052
Phone: (202) 994-7988
Fax: (202) 994-6147
Email: tsinc@gwu.eduPlease also visit my SSRN Page: http://ssrn.com/author=470127
and my Selected Works page: http://works.bepress.com/tara_sinclair/Here's a link to my ESIA biography: http://www.gwu.edu/~elliott/faculty/sinclair.cfm
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Last modified June 8, 2008.
Disclaimer: The views and opinions expressed in this page are those of the page author. The contents of this page have not been reviewed or approved by The George Washington University.