Research profile

Joakim Westerlund joined the School of Business, Economics and Law in April 2009 having previously been Associate Professor of Economics at Lund University. His research interests are in the area of panel and time series econometrics with particular focus on unit root testing, cointegration testing and estimation, and structural break and common factor modelling.

CV in PDF format.

Selected publications

A Note on the Pooling of Individual PANIC Unit Root Tests. Forthcoming in Econometric Theory (with Rolf Larsson).

A New Poolability Test for Cointegrated Panels. Forthcoming in Journal of Applied Econometrics (with Wolfgang Hess).

Simple Tests for Cointegration in Dependent Panels with Structural Breaks. Oxford Bulletin of Economics and Statistics 70, 665-704, 2008 (with David Edgerton).

Panel Cointegration Tests of the Fisher Hypothesis. Journal of Applied Econometrics 23, 193-233, 2008.

New Improved Tests for Cointegration with Structural Breaks. Journal of Time Series Analysis 28, 188-224, 2007 (with David Edgerton).

Unbiased Estimation of Cointegrated Panel Regressions with Cross Section Dependence. Journal of Financial Econometrics 5, 491-522, 2007.

Testing for Error Correction in Panel Data. Oxford Bulletin of Economics and Statistics 69, 709-748, 2007.

New Simple Tests for Panel Cointegration. Econometric Reviews 24, 297-316, 2006.