Not an everyday scene on the 11th floor in office 32, two internationally highly respected econometricians who are sharing an office in H-building. May we introduce, the Professors Michael McAleer and John Geweke, with a 3rd and 21st position in the ESB Economist top 40 of 2012 (ESB 4649 & 4650 Volume 97, December 14, 2012).
Professor Michael McAleer is a Professor of Quantitative Finance at the Econometric Institute, Erasmus School of Economics. The research theme of this chair is "Econometric Analysis of Volatility and Ultra High Frequency Data". Michael McAleer has published over 250 articles in leading refereed journals. He has contributed close to 200 papers in books and fully refereed conference proceedings volumes, and (co-)edited 62 monographs, edited books and special issues of journals.
John Geweke, Distinguished Research Professor and co-director of the Centre for the Study of Choice at the University of Technology in Sydney, has been named the Henri Theil Chair in Econometrics at ESE for 2011-2014. In this position Professor Geweke succeeds Sir Clive Granger, Nobel Laureate in Economics (2003), Henri Theil Chair from 2006 until his death in 2009. Professor Geweke will spend about one month each year at the Econometric Institute, delivering public lectures and working with professors and Ph.D. students in the Tinbergen Institute.
Rotterdam is recognised as the intellectual birthplace of econometrics in the early twentieth century. In 1956 Jan Tinbergen (who shared the first Nobel Prize in Economics, 1969) and Henri Theil founded the Econometric Institute at Erasmus School of Economics, with Theil being its first director. Theil was one of the most influential econometricians of all time, working in the U.S. as well as in The Netherlands, and the rotating Theil Chair was created in his honour.
The Econometric Institute is the leading research centre in econometrics and management science in the Netherlands. It is part of the Erasmus School of Economics and of Tinbergen Institute, the latter being the leading graduate school of economics in continental Europe.