Dennis Jansen
Professor
Monetary and Financial
Economics
(Ph.D., University of North Carolina)
Office Address:
Department of Economics
Allen 3094
Contact Information:
Telephone: (979) 845-7375
Email:
d-jansen@tamu.edu
Personal Web Page:
http://econweb.tamu.edu/jansen
CV
Bio
Selected Publications
Currently Teaching
Bio
Professor Dennis Jansen received his PhD in 1983 from University of North Carolina. He joined the Department of Economics at Texas A&M University in 1983. His areas of specialization are monetary and financial economics.
Selected Publications
"Modeling Nonlinearity of Business Cycles: Choosing between the CDR and STAR Models," Review of Economics and Statistics, 1999.
"Nonlinear Business Cycle Dynamics: Cross-Country Evidence on the Persistance of Aggregate Shocks," Economic Inquiry, 1997.
"Repeated Games with Stochastic Discounting," Economica, 1996.
"The Method of Moments Ratio Estimator for the Tail Shape Parameter," Communications in Statistics, 1996.
"On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective," Review of Economics and Statistics, 1991.
Currently Teaching
ECON
445-500