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.

All labels observed (1)

Label Occurrences
Robert J. Hodrick canonical 1

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Statements (44)

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 E. Lucas Jr. ⓘ
linked to: Robert Lucas Jr.
educatedAt Duke University ⓘ
Princeton University ⓘ
employer Carnegie Mellon University ⓘ
linked to: CMU

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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Referenced by (1)

Full triples — surface form annotated when it differs from this entity's canonical label.

New Classical macroeconomics → associatedWith → Robert J. Hodrick ⓘ