ICE 2005 Home Page — ICE Home Page — Ken Judd’s Home Page

## Committee Chairs

#### Co-chair Lars Peter Hansen, University of Chicago

*Homer J. Livingston Distinguished Service Professor in Economics.*

*Ph.D., University of Minnesota, 1978.* Co-winner of the Frisch Prize Medal, 1984; John Simon Guggenheim Fellow, 1996; Faculty Award for Excellence in Graduate Teaching, 1998; Member, National Academy of Sciences, 1999.*Research:* Time series econometrics; quantitative analysis of dynamic equilibrium models; asset pricing.

webpage

#### Co-chair Kenneth Judd, Hoover Institution

*Paul H. Bauer Senior Fellow at the Hoover Institution on War, Revolution and Peace .*

*Ph.D., University of Wisconsin, 1980. * Alfred E. Sloan Fellowship, 1985. Fellow of the Econometric Society; Elected, American Academy of Arts and Sciences, 2003.*Research:* Economics of taxation, tax policy, antitrust issues, imperfect competition, and mathematical economics and developing computational methods for economic modeling.

webpage

#### Co-chair Jorge Moré, Argonne National Laboratory

*Scientist, Mathematics and Computer Science Division.*

*Ph.D., University of Maryland, 1970.**Research:* Development of algorithms and software for large-scale optimization problems – in particular, optimization environments, optimization software for high-performance computers, optimization problems in molecular modeling, economic equilibrium and global optimization.

webpage

### Committee Affiliates

#### James J. Heckman, University of Chicago

*Henry Schultz Distinguished Service Professor in Economics*

*Ph.D., Princeton University, 1971. *John Bates Clark Medal Winner, 1983; Member, National Academy of Sciences since 1992; Nobel Prize in Economic Sciences, 2000. Director, Economics Research Center, Department of Economics; and Director, Center for Social Program Evaluation, Harris Graduate School of Public Policy Studies since 1973.*Research:* Evaluation of social programs; econometric models of discrete choice and longitudinal data; the economics of the labor market; alternative models of the distribution of income; public economics; regulation and policy reform of income inequality; the economics of the life cycle of skill formation; hedonic models and pricing of heterogeneous goods and characteristics; heterogeneity in general equilibrium models.

webpage

#### Sven Leyffer, Argonne National Laboratory

*Scientist, Mathematics and Computer Science Division*

*Ph.D., University of Dundee, 1994.* Vice-chair INFORMS Optimization Society, 2004; Program Director, SIAM Activity Group on Optimization, 2004.*Research:* Mathematical Programs with Equilibrium Constraints, Large Scale Nonlinear Programming, Mixed Integer Nonlinear Programming, Branch-and-bound for Mixed Integer Quadratic Programming

webpage

#### Rosa Matzkin, Northwestern University

*Household International, Inc, Professor of Economics, 2001*

*Ph.D., University of Minnesota, 1986.* Sloan Foundation Fellowship, 1984; Enders Award, 1989; Fellow of the Econometric Society, 1995;*Research:* Econometrics, demand theory, general equilibrium, development and the application of estimation methods for models with few or no parametric structures and with non-additive errors, restrictions of economic theory.

#### Todd Munson, Argonne National Laboratory

*Scientist, Mathematics and Computer Science Division*

*Ph.D., University of Wisconsin, 2000.* Enrico Fermi Scholar, 2000. Beale-Orchard-Hayes Prize, 2003.*Research:* Algorithms and applications of optimization and complementarity. Utilizing constrained nonlinear optimization techniques to compute mountain passes, critical points where the Hessian has exactly one negative eigenvalue. Application of optimization to the r-refinement problem, a large nonlinear, nonconvex, optimization problem. Special purpose algorithms for solving support vector machine and mesh shape-quality optimization problems.

webpage

#### Myrna Wooders, Vanderbilt University and the University of Warwick

*Professor of Economics*

*Ph.D., University of Minnesota, 1976. *Connaught Fellowship in Social Sciences, 1990; Humboldt Forschungspreis für Auslandische Geisteswissenschaftler for Foreign Scientists in the Humanities, 1991; Charter Member of the Game Theory Society, 1999; Fellow of the Econometric Society, 2001.*Research:* Public economics, game theory and general equilibrium theory; Current research on social conformity and exclusion/inclusion, environmental economics, tax competition, political economy and female competition.

webpage

## Speakers

#### Jesus Fernandez-Villaverde, University of Pennsylvania

*Ph.D., University of Minnesota, 2001.*

Kravis Award for Distinction in Undergraduate Teaching, 2004; University of Pennslyvania Research Foundation Grant, 2003.*Research:* Formulation of dynamic equilibrium models, their efficient computation and their estimation.

#### John F. Geweke, University of Iowa

*Ph.D., University of Minnesota, 1975.* Alfred P. Sloan Research Fellow, 1982; Fellow American Statistical Association, 1990; Fellow of the Econometric Society, 1982.*Research:* Bayesian econometrics and statistics, Time Series Analysis, Financial Economics, Industrial Organization, and Demand Analysis.

#### Felix Kubler, University of Mannheim

*Ph.D., Yale University, 1999.* NSF grant, 2001; Center for Economics Policy Research, 1999.*Research:* Observable Restrictions of General Equilibrium Models, General Equilibrium, Money and Finance, Computational Methods for General Equilibrium Analysis.

#### Nick Polson, University of Chicago, Graduate School of Business

*Ph.D., University of Nottingham, 1988.**Research:* Financial Econometrics and Statistics, Markov Chain Monte Carlo, and Bayesian Analysis.

#### Edward Simpson Prescott, The Federal Reserve Bank of Richmond

*Ph.D., University of Chicago, 1995. **Research: * Financial intermediation, the theory of the firm, and private information theory. More narrowly firms in general equilibrium, bank regulation, communication in private information models, and methods for solving private information programs. I also study the need and use of financial services by low-income people.