Academic Profile

People Feature

David Hendry

Senior Research Fellow
Professor of Economics

David F. Hendry, Kt, is Director, Program in Economic Modeling, Institute for New Economic Thinking at the Oxford Martin School, Co-director of Climate Econometrics, Professor of Economics, Oxford University, and Fellow of Nuffield College. He was previously Professor of Econometrics, LSE. He has held visiting appointments at the Cowles Foundation Yale University, University of California at Berkeley and San Diego, Duke University, as well as being Leverhulme Personal Research Professor and ESRC Professorial Research Fellow at the University of Oxford, where he was Chairman of the Economics Department from 2001—2007.

His research interests span econometric methods, theory, modelling, and history; computing; empirical economics; macro-econometrics; climate econometrics; and forecasting, on which he has published more than 200 papers and 25 books.

He was Knighted in 2009; is an Honorary Vice-President and past President, Royal Economic Society; Fellow, British Academy, Royal Society of Edinburgh, Econometric Society, Academy of Social Sciences, Journal of Econometrics; Founding Fellow, International Association for Applied Econometrics and Honorary Fellow, International Institute of Forecasters; Foreign Honorary Member, American Economic Association and American Academy of Arts and Sciences. He has received eight Honorary Doctorates, a Lifetime Achievement Award from the ESRC, and the Guy Medal in Bronze from the Royal Statistical Society. The ISI lists him as one of the world’s 200 most cited economists and he is a Thomson Reuters Citation Laureate. He founded the Econometrics Journal and has been Econometrics Editor of the Review of Economic Studies and the Economic Journal.

David Hendry

Publications

Books include

  • Introductory Macro-econometrics: A New Approach, 2015, freely available on http://www.timberlake.co.uk/macroeconometrics.html;
  • Empirical Model Discovery and Theory Evaluation, MIT Press, 2014, (with Jurgen A. Doornik: see http://www.doornik.com/Discovery);
  • Econometric Modeling: A Likelihood Approach, Princeton University Press, (with Bent Nielsen);
  • Forecasting Non-stationary Economic Time Series, MIT Press, 1999, and Forecasting Economic Time Series, Cambridge University Press, 1998, (both with Michael P. Clements: Chinese edition translated by Lu Maozu, 2008, ISBN 978-7-301-13235-7);
  • Dynamic Econometrics, Oxford University Press, 1995 (Chinese edition translated by Qin Duo, 1998).

 

For a more extensive list of publications, please see David Hendry's personal website.