Hamilton is an icon in time series econometrics. In this interview, he talked about a lot of insightful topics, e.g. regime switching model, monetary policy, current financial meltdown, oil price, future research, etc.
I am an Associate Professor of Economics at Winona State University, where I teach Macroeconomics, International Economics and Forecasting Methods. This blog will provide my observations and collection of news, information, articles, and videos on the issues of global economies, finance, and business.