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! I am in my fifth 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 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 have found myself lately also working on the intersection of forecasts and monetary policy.
I am co-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. Outside GW, I am a member of the Euro Area Business Cycle Network (EABCN) and the Federal Forecasters Consortium Governing Board planning the Federal Forecasters Conference for 2009. I am also the organizer of the Special Interest Group (SIG) on Time Series Analysis for the Society of Computational Economics and I regularly contribute to the Survey of Professional Forecasters.
Click here for a PDF version of my CV
Click here for my occasional comments on economic-related news that I call Economic "Newsviews"
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Courses
- Spring 2009:
Econ 379: Graduate Laboratory in Applied Econometrics - Macroeconomics
- Fall 2009:
Econ/Stat 123: Introduction to Econometrics
- Spring 2010:
Econ 102: Intermediate Macroeconomic TheoryMore 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!
Click here for the GW University Seminar on Forecasting Schedule!
February 26, 2010
April 1-2, 2010
- I will present “How Well Does “Core” CPI Measure Long-Run Inflation?” at the Economics Department at William & Mary.
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- I am on the organizing committee of the 18th Annual Symposium of the Society for Nonlinear Dynamics and Econometrics, to be held at the University of Piemonte Orientale, in Novara, Italy.
Publications
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- Asymmetry in the Business Cycle: Friedman's Plucking Model with Correlated Innovations,Studies in Nonlinear Dynamics & Econometrics Vol. 14: Iss.1, Article 3.
- Here's a link to an updated version of the paper that I presented at the Brookings Institution on November 6, 2009.
- Here's a link to an Bloomberg article citing this paper.
- Here's a link to a blog by Brad DeLong citing this article.
- Programs and Data.
- The Relationships between Permanent and Transitory Movements in U.S. Output and the Unemployment Rate, Journal of Money, Credit, and Banking, Vol. 41, No. 2–3 (March–April 2009) pages 529-542.
- Programs and Data.
- Here's a link to a RATS program posted by Tom Doen at Estima that replicates my results.
- Forecast Evaluation of AveAve Forecasts in the Global VAR Context with H.O. Stekler, International Journal of Forecasting, Vol. 25 (2009), pp. 693-696 (invited commentary).
- Working paper version here.
- Directional Forecasts of GDP and Inflation: A Joint Evaluation with an Application to Federal Reserve Predictions, with H.O. Stekler and Lindsay Kitzinger, forthcoming in Applied Economics.
- Searching for Better Prospects: Endogenizing Falling Job Tenure and Pension Coverage, with Leora Friedberg and Michael Owyang, 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 and Ki-Hong Choi, Journal of Agricultural and Applied Economics, Supplement (December, 2002).
Working Papers
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- Bootstrap Tests of Stationarity with James Morley.
- Output Fluctuations in the G-7: An Unobserved Components Approach with Sinchan Mitra.
- Can the Fed Predict the State of the Economy? with Fred Joutz and H.O. Stekler.
- Here's a link to a Business Standard article citing this paper.
- NEW! This paper has been on SSRN's Top Ten download list for ERN: Forecasting & Simulation (Employment) (Topic), ERN: Forecasting & Simulation (Employment) (Topic), ERN: Forecasting & Simulation (Monetary) (Topic) and ERN: Forecasting & Simulation (Prices) (Topic).
- Jointly Evaluating GDP and Inflation Forecasts in the Context of the Taylor Rule with Edward N. Gamber, H.O. Stekler, and Elizabeth Reid.
- How Well Does “Core” CPI Measure Long-Run Inflation? with Michael Bradley and Dennis Jansen.
- Permanent and Transitory Macroeconomic Relationships between the US and China with Yueqing Jia.
- Research project funded by GW-CIBER
Work in Progress
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- “Cointegration Analysis with Unobserved Components Models,” with James Morley.
- “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 January 6, 2010.
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.