Prof. Dr. Jean-Marie Dufour

Profile

Academic positionFull Professor
Research fieldsEconomic Theory,Statistics and Economics,Mathematical and Applied Statistics
KeywordsEconometrics, Forecasting, Macroeconomics, Statistical testing, Structural modelling

Current contact address

CountryCanada
CityMontreal
InstitutionMcGill University
InstituteDepartment of Economics
Homepagewww.jeanmariedufour.com

Host during sponsorship

Prof. Dr. Ulrich BlumLeibniz-Institut für Wirtschaftsforschung Halle (IWH), Halle (Saale)
Prof. Dr. Heinz Peter GallerWirtschaftswissenschaftliche Fakultät, Institut für Volkswirtschaftslehre, Martin-Luther-Universität Halle-Wittenberg, Halle (Saale)
Start of initial sponsorship16/11/2001

Program(s)

2005Konrad Adenauer Research Award Programme

Nominator's project description

Prof. Jean-Marie Dufour is an economist and econometrician who specializes in the development of methods for the analysis of economic and financial data. He is a scholar of international reputation whose networks also extend to German colleagues at the Bundesbank, at the universities and the economic research centers. It is one of the national economic research centers, the Institute for Economic Research in Halle, which will be his anchor during the stays in Germany as this year's winner of the Konrad Adenauer Award. Through this award, the Alexander von Humboldt Foundation honors Dufour's work as a leading macro-econometrician, as a partner in research with Germany and as a concerned academic teacher. After studying mathematics at the undergraduate level (McGill University) and mathematical statistics in a first round of graduate studies (Université de Montréal), Dufour undertook studies in Economics which led to a Ph.D. from the University of Chicago (1979). In 1979 he continued his career at the Université de Montréal where he was promoted to Associate Professor in 1983 and to Full Professor in 1988; he has been holding a Canada Research Chair since 2001. A common thread of Dufour's research activity has been the development of econometric procedures well grounded in statistical theory, with a great emphasis on the development of finite-sample methods to deal with problems for which only large-sample methods are typically available. Among the topics of interest are structural changes in economic models, multivariate modeling of time series, statistical forecast in computable general equilibrium models, statistical test in asset price models, simulation-based inference procedures in econometrics. Dufour's work has been recognized by several fellowships and awards such as the election as Fellow of The Econometric Society (1998), the American Statistical Association (2005), The Royal Society of Canada (1997) and the Journal of Econometrics (1996), a Killam Research Fellowship (1998-2000), and appointments as editor or associate editor to scientific journals. His research in Germany will focus on the improvement of forecasting procedures from dynamic factor models and the derivation and statistical assessment of the New Keynesian Phillips curves.