Robert J. Hodrick

E289691

Robert J. Hodrick is an American economist best known for his work in macroeconomics and finance, including the development of the Hodrick–Prescott filter used to analyze business cycles.

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Robert J. Hodrick canonical 1

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Predicate Object
instanceOf American academic
economist
person
academicDiscipline economics
financial economics
affiliation Columbia Business School
coAuthor Edward C. Prescott
Geert Bekaert
countryOfCitizenship United States of America
doctoralAdvisor Robert Lucas Jr.
surface form: Robert E. Lucas Jr.
educatedAt Duke University
Princeton University
employer CMU
surface form: Carnegie Mellon University

Columbia University
Northwestern University
fieldOfWork finance
international finance
macroeconomics
genre academic research
hasAcademicDegree PhD in economics
hasContribution development of the Hodrick–Prescott filter for trend–cycle decomposition
empirical analysis of time-varying risk premia
research on currency risk and carry trades
research on predictability of stock and bond returns
hasWritten International Capital Mobility and Portfolio Choice
International Financial Management
knownFor analysis of business cycles
research on asset pricing
research on exchange rates
languageOfWorkOrName English
memberOf American Economic Association
American Finance Association
notableStudent Geert Bekaert
notableWork Hodrick–Prescott filter
occupation economist
professor
positionHeld Nomura Professor of International Finance
researchInterest business cycle fluctuations
exchange rate dynamics
risk premia in financial markets
term structure of interest rates
teaches asset pricing
international finance
workLocation New York City

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New Classical macroeconomics associatedWith Robert J. Hodrick