Johan Lyhagen

Professor at Department of Statistics

Mobile phone:
+46 70 425 02 02
E-mail:
Johan.Lyhagen@statistik.uu.se
Visiting address:
Ekonomikum (plan 3)
Kyrkogårdsgatan 10
Postal address:
Box 513
751 20 UPPSALA

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Short presentation

I've been a full Professor of Statistics since 2010. Two years before that I was a promoted profesor specialising in time series econometrics. My main research area is time series econometircs but I regularly do research in other areas as well.

Besides research, supervising PhD students, and teaching, I've substantial experience in administration (as head of department, member of faculty board and committeefor the recruitment of professors etc).

Biography

From a statistical point of view, economic equilibriums are often modeled as linear relations. These are called cointegrated relationships. There are many examples of economic equilibriums; a person consumes on average almost all their income, the price level of a country is about the same as its neighbor if the price level is adjusted for the exchange rate. Basic questions are how to empirically examine the existence of equilibriums between economic variables, if there are, how can they be estimated? A recent interest lies in that the short term dynamics may be different in the busines cycle. E.g. change in interest rates in boom will be differnt compared to in a recession.

Examples of other research topics I've been involved in are psychometrics (non-linear structural equation models, robust inference), optimal bins in histograms, and the measurement errors problem.

My entry in the Mathematics Genealogy Project can be found here.

Johan Lyhagen

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