Academic Profile

People Feature

David Hendry

Senior Research Fellow
Professor of Economics

David F. Hendry, Kt, is Co-director of Climate Econometrics and Senior Research Fellow of Nuffield College and previously Professor of Economics at Oxford University and Econometrics at LSE. He has held visiting appointments at the Cowles Foundation Yale University, University of California at Berkeley & San Diego, and Duke University, was Leverhulme Personal Research Professor and ESRC Professorial Research Fellow at Oxford, where he was Chairman of the Economics Department from 2001—2007.

He was knighted in 2009; is an Honorary Vice-President and past President, Royal Economic Society; a Fellow, British Academy, Royal Society of Edinburgh, Econometric Society, Academy of Social Sciences, Journal of Econometrics and Econometric Reviews; a Founding Fellow, International Association for Applied Econometrics and an Honorary Fellow, International Institute of Forecasters. He is also a 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.

His research interests span econometric methods, theory, modelling, and history; computing; empirical economics; macro-econometrics; climate econometrics; and forecasting. Together he has published more than 200 papers and 25 books and has a Google Scholar h-index of 92. The ISI lists him as one of the world’s 200 most cited economists and he is a Thomson Reuters Citation Laureate. He jointly founded the Econometrics Journal and has been Econometrics Editor of the Review of Economic Studies and the Economic Journal, as well as an editor of the Oxford Bulletin of Economics and Statistics.



David Hendry


Books include

  • Introductory Macro-econometrics: A New Approach, 2015, freely available on;
  • Modelling our Changing World. Palgrave Macmillan, 2019. Open access on\%2F978-3-030-21432-6
  • Empirical Model Discovery and Theory Evaluation, MIT Press, 2014, (with Jurgen A. Doornik: see;
  • 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 research website.