Houston H. Stokes
Professor
Ph.D., University of Chicago,1969
Phone: (312) 996-0971 Fax: (312) 996-3344
E-Mail:hhstokes@uic.edu
Homepage:http://www.uic.edu/~hhstokes
Fields of Interest : Applied Econometrics, Time Series Analysis, International Trade, Statistical Software Development, Monetary Theory and Policy.
Selected Research :
"Microeconomics of Inflation Expectations," (with Hugh Neuburger), The Journal of Fixed Income, Vol 5 #1 (June 1995), pp. 71-78.
Specifying and Diagnostically Testing Applied Econometric Models, Quorum Book/Greenwood Press, Westport, Conn., 1997.
"Time Varying for Monetary Integration: Evidence from the EMU," (with Georgios Karras), International Review of Economics and Statistics, 10 (2001), pp. 171-185.
"On the Asymmetric Effects of Money Supply Shocks: International Evidence from a panel of OECD Countries," (with Georgios Karras), Applied Economics, 1999, 31, pp. 227-235.
New Methods in Financial Modeling: Explorations and Applications, (with Hugh Neuburger), Quorum Books/Greenwood Press, Westport, Conn, 1998, pp. 1-156.
"Why are the Effects of Money-Supply Shocks Asymmetric? Evidence from Prices, Consumption and Investment," with Georgios Karras, Journal of Macroeconomics, 1999, 21, No. 4, pp. 713-728.
Current Research Interests:
Working on modeling Financial Data in order to capture nonlinearity.
Developing econometric software.
Working on Energy Modeling.
Other Significant Accomplishments :
Director of Graduate Studies, 1974-1982.
Head, Department of Economics, 1982-1987, Acting Head, Spring 1992.
Senate Executive Committee 1987-1988, 1991-1992.
Chairman, Computer Policy Committee for Campus 1978-1988.
Developed B34S Data Analysis Program plus other software.
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