at Williams College
Office: Schapiro Hall Rm. 304
E-mail: Peter.L.Pedroni@williams.edu
Tel: (413) 597-2449
Fax: (413)-597-4045
Department of Economics
Williams College
24 Hopkins Hall Drive
Williamstown, MA 01267
Columbia University, Ph.D, 1993
Miami University, B.A.,1986
Curriculum Vitae
International Money and Macro
Time Series Econometrics
Growth
“Infrastructure, Long Run Economic Growth and Causality Tests for Cointegrated Panels” The Manchester School, 76, 504-527, 2008. (with David Canning, Harvard University).
“Social Capital, Barriers to Production and Capital Shares; Implications for the Importance of Parameter Heterogeneity from a Nonstationary Panel Approach,” Journal of Applied Econometrics, 22, 429-51, 2007.
“Regional Income Divergence in China,” Journal of Asian Economics, 17, 294-315, 2006. (with James Yudong Yao, International Monetary Fund)
“Panel Cointegration; Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the Purchasing Power Parity Hypothesis,” Econometric Theory, 20, 597-325, 2004.
“Purchasing Power Parity Tests in Cointegrated Panels,” The Review of Economics and Statistics, November, 83, 4, 2001.
“Fully-Modified OLS for Heterogeneous Cointegrated Panels,” Advances in Econometrics, 15, 93-130, 2000. (Subsequently reprinted in RECENT DEVELOPMENTS IN PANEL ECONOMETRICS, edited by B. Baltagi, Edward Elgar Academic Publications, 2003.)
“Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors,” Oxford Bulletin of Economics and Statistics, 61, 4, 653-670, 1999.
“Comment on Chung and Tauchen’s Testing Target Zone Models Using Efficient Methods of Moments,” Journal of Business Economics and Statistics, 19, 3, 271-73, 2001.
“The Effect of Infrastructure on Long Run Economic Growth” (with David Canning, Harvard University).
“Are China’s Post Reform Provincial Income Levels Diverging?” (with James Yudong Yao, International Monetary Fund).
“Social Capital, Barriers to Production and Capital Shares; Implications from Some New Growth Empirics,” presented to the Allied Social Science Association Meetings.
“On the Role of Human Capital in Growth Models; Evidence from a Nonstationary Panel of Developing Countries,” presented to the North American Econometric Society Meetings.
“Cross Sectional Dependence in Cointegration Tests of Purchasing Power Parity in Panels,” presented for invited session at the Southern Economic Association Meetings.
INSTRUCTORS MANUAL AND TEST BANK for Daniels & Vanhoose INTERNATIONAL MONETARY AND FINANCIAL ECONOMICS, South-Western College Publishing, I.T.P., First Edition, New York, 1998.
“Review of The Econometric Modelling of Financial Time Series,” Journal of the American Statistical Association, 9, 3, 271-273, 2001.
“International Equity Investments and Long Run Stock Market Linkages,” IHS working paper (with Andreas Reschreiter, Institute for Advanced Studies, Vienna).
“International Financial Crisis and Emerging Market Responses” Williams College (with Kausik Chowdhuri, Indian Statistical Institute and Jeffrey Gerlach, William and Mary, VA).
“Robust Unit Root and Cointegration Rank Tests for Panels and Large Systems,” presented to the World Congress of the Econometric Society. (with Timothy Vogelsang, Cornell University).
“Does Trade Affect Growth? Estimating R&D Driven Models of Trade and Growth at the Industry Level,” University of Texas and Indiana University, (with Wolfgang Keller, University of Texas, Austin and NBER).
“Government and Dynamic Efficiency,” Cornell University and Indiana University (with Yi Wen, Cornell University).
“Economic Research Citations and Liberal Arts Colleges” (with Stephen Sheppard, Williams College).
“THE ECONOMETRICS OF NONSTATIONARY PANELS,” book manuscript, to appear in Oxford University Press Advanced Texts in Econometrics monograph series (with Jean-Pierre Urbain, Maastricht University).
“Sources of Nominal and Real Exchange Rate Rigidity; A Structurally Identified Panel VAR Study,” presented to the American Economic Association.
“The Econometrics of Panel SVARs,” manuscript, Williams College.
“Interpreting Panel Tests with Mixed Panels; An Exchange Rate Illustration” (with Mahmood Kahn and Mazhar Kahn, Bank of Pakistan, former CDE fellows).
“The Effectiveness of Monetary Policy in Low Income Countries,” (with Prachi Mitra, IMF, Peter Montiel, Williams College, and Antonio Spilimbergo, IMF).
Visiting Associate Professor, Rice University, 2004-05.
Assistant Professor, Indiana University, 1994-2002
Visiting Assistant Professor, Cornell University, 1999-2000
Visiting Assistant Professor, Boston College, 1997-98
Researcher/Internal Consultant, World Bank, 1989-91
Graduate Intern, Federal Reserve Bank of New York, 1988.
Researcher/Internal Consultant, United Nations, 1987