AU

American University
 
   
Econ Dept HomeContact UsFaculty and Staff Directory
 


Maria S. Heracleous
Department of Economics, Roper 221
American University
Washington DC 20016 -8029
Email me
Tel: 202-885-3758
Fax: 202-885-3790


EDUCATION
Ph.D., Economics, Virginia Polytechnic Institute and State University
M.A., Economics, Virginia Polytechnic Institute and State University
M.Sc., Econometrics and Mathematical Economics, The London School of Economics, UK
B.Sc. (Economics), Econometrics and Mathematical Economics, The London School of Economics, UK

RESEARCH INTERESTS
Econometrics, Statistics, Applied Macroeconomics, Development, Experimental Economics,

TEACHING
Econ 100: Macroeconomics (Fall)
Econ 501: Macroeconomics (Fall)
Econ 522: Econometrics (Spring)
Econ 523: Applied Econometrics I (Fall, Spring)
Econ 524: Applied Econometrics II (Fall)
Econ 782: Seminar in Empirical Macroeconomics (Spring)

PUBLICATIONS:
 “Revisiting Structural Change: A Misspecification Perspective”, 2005. Proceedings of the American Statistical Association, pp. 4081-4088. (with A. Koutris and A. Spanos)
“The Student’s t  Dynamic Linear Regression: Re-examining Volatility Modeling”, 2006.  Advances in Econometrics: Econometric Analysis of Financial and Economic Time Series , Volume 20A, pp. 289-319. ( with A. Spanos)
“Testing For Non-Stationarity using Maximum Entropy Resampling: A  Misspecification Testing Perspective”, 2008  Econometric Reviews, Volume 27, 4, pp. 363-384.  (with A. Koutris and A. Spanos)

WORKING PAPERS:
“The Student’s t VAR Model with Dynamic Heteroskedasticity”
“Sample Kurtosis, Student’s t GARCH and the Degrees of Freedom Issue”
“Do All Group Members Affect  Repayment Performance Equally?” (with M. Al-Azzam and S. Sarangi)
“Risk Aversion and Physical Prowess: Prediction, Choice and Bias”, (with C. Eckel and S. Ball)
“Re-targeting Conditional Cash Transfer Programs: The case of Oportunidades in urban Mexico”, (with P. Winters and M. Gonzalez)

WORKS IN PROGRESS:
“Interest Rate Persistence” (with Ellen Meade)

“Testing for Mixed Strategies in Professional Tennis Matches”(with J. Cavanaugh, S. Sarangi, and R. Veron)


   

[phone] 202-885-3770
[fax] 202-885-3790
Economics Department Email

Copyright © American University. All rights reserved.
Updated: 12/04/2008

   
Department of Economics, American University, Roper Hall 105
4400 Massachusetts Ave., NW, Washington, DC 20016-8029