Harald Uhlig, born 1961, is Professor at the Department of Economics of the University of Chicago since 2007 and chairman of that department since July 2009, after having taught at Princeton, Tilburg University and the Humboldt Universität Berlin. His research interests are in macroeconomics, financial markets and Bayesian econometrics, and in particular at the intersection of these three. He has published a number of articles, e.g. on estimating the effects of monetary policy shocks as well as fiscal policy shocks using an agnostic sign restriction approach, on competitive risk sharing contracts with one-sided commitment, on the implications of habit formation for taxation as well as asset pricing and macroeconomic dynamics, on Bayesian vector-autoregressions with stochastic volatility, on the relationship between rules of thumb versus dynamic programming, the role of network externalities for regional labor markets and on the slow decline in East Germany.

He has served co-editor of Econometrica from 2006 to 2010. He is a consultant of the Bundesbank and the Federal Reserve Bank of Chicago. He is the current chairman of the CEPR business cycle dating committee. He was the founding director (“Sprecher”) of the collaborative research center SFB 649 on “economic risk” in Berlin. He is a fellow of the Econometric Society. He is a research fellow of the CEPR and a research associate of the NBER. In 2003, he received the Gossen Preis of the German “Verein für Socialpolitik”. He was a participant of the Review-of-Economic-Studies “May Meetings” tour in 1990, was recipient of an Alred P. Sloan Dissertation Fellowship and a member of the Studienstiftung des Deutschen Volkes. He obtained his PhD in economics from the University of Minnesota in 1990, under the supervision of C.A. Sims.

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How Empirical Evidence Does or Does Not Influence Economic Thinking and Theory

Paper Conference paper | | Apr 2010

This paper asks, how empirical evidence does or does not influence economic thinking and theory. In particular, which role do calibration, statistical inference, and structural change play?