Fallaw  Sowell

Associate Professor of Economics

PHONE

412-268-3769

OFFICE

GSIA - Tepper School of Business - Room 313

AREA OF EXPERTISE

Economics

EDUCATION

Duke University - Ph D (Economics ) - 1986
University of North Carolina, Chapel Hill - MS (Statistics ) - 1985
Duke University - MA (Economics) - 1983
Mercer University - BA (Economics and Mathematics ) - 1982

TEACHING AND RESEARCH INTERESTS

Econometrics, Forecasting, Structural Models, Microeconomics.

PUBLICATIONS

  • The Hawthorne Effect and Energy Awareness

    (author(s): Daniel Schwartz, Baruch Fischhoff, Tamar Krishnamurti, Fallaw Sowell) Proceedings of the National Academy of Sciences of the United States of America 110(38), 2013

  • Optimality for the Integrated Conditional Moment Test

    (author(s): Fallaw Sowell, William Boning) Econometric Theory 15(5), 1999

  • Fractional Integration with Drift: Estimation in Small Samples

    (author(s): Anthony Smith, Fallaw Sowell, Stanley Zin) 1997; 103-116

  • Consumption: Innovation Persistence and the Excess Smoothness Debate

    (author(s): Kerry Patterson, Fallaw Sowell) Applied Economics 28, 1996; 1245-1255

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WORKING PAPERS

  • A Decomposition of Block Toeplitz Matrices with Applications to Vector Time Series

  • A New Approach to Testing Parameter Instability in the Generalized Method of Moments Framework

  • An Approach to Specification Tests in the Generalized Method of Moments Framework

  • An Improved Approximation to the Distributions in GMM Estimation

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AWARDS AND HONORS

  • Member - Phi Kappa Phi ()
  • Graduating MBA Class at Carnegie Mellon University - George Leland Bach Award for Teaching Excellence (1992)
  • Alfred P. Sloan Foundation - Alfred P. Sloan Doctoral Dissertation Fellowship (1985)
  • Mercer University - Louie D. Newton Award (1982)

UNIVERSITY SERVICE

  • Elliott Dunlap Smith Award, Chairperson
  • Future Delivery, Committee Member, (2012 - 2012)
  • Elliott Dunlap Smith Award, Chairperson
  • Elliott Dunlap Smith Award, Committee Member, (2010 - 2011)
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PUBLIC SERVICE

  • Allied Social Science Association Winter Meetings, Discussant
  • Allied Social Science Association Winter Meetings, Discussant
  • Allied Social Science Association Winter Meetings, Discussant
  • Allied Social Science Association Winter Meetings, Discussant
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CONSULTING

  • West Chester Capital (November 2012 - January 2013)
  • Trane/American Standard, Inc. (June 2003 - March 2004)
  • Postal Rate Commission (December 1993 - June 1994)
  • National Association of Manufacturers (1993)
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PROFESSIONAL ACTIVITIES

  • Member, American Economic Association
  • Member, American Statistical Association
  • Member, Econometric Society
  • Editor, Associate Editor, Journal of Econometrics (January 1995 - October 2012)
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COURSES TAUGHT

  • Business Forecasting w/ Time Series Models (45912)
    2014 Mini 4 Section: A
    2013 Mini 4 Section: A, E
  • Managerial Economics (45710)
    2013 Mini 1 Section: A, B, C
    2013 Mini 2 Section: F, M
    2012 Mini 1 Section: A, B, C
    2012 Mini 2 Section: F
  • Adv'd Econ Analysis II (Adv'd Econometrics) (47902)
    2012 Mini 4 Section: A
    2010 Mini 4 Section: A
    2009 Mini 4 Section: A
    2008 Mini 4 Section: A
  • Business Forecasting w/ Time Series Models (45921)
    2012 Mini 4 Section: A, E
    2011 Mini 4 Section: A, E
    2010 Mini 4 Section: A, E
    2009 Mini 3 Section: N
    2009 Mini 4 Section: A, E
    2008 Mini 3 Section: N
    2008 Mini 4 Section: E
    2007 Mini 4 Section: E
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Fallaw Sowell