John Geweke (University of Technology Sydney)
Current Research
 One of 22 chief investigators in the newly launched Centre of Excellence for
Mathematical and Statistical Frontiers of Big Data, Big Models, New Insights. The
Centre’s core funding is $20 million from the Australian Research Council for the period
July 2014 through June 2021, and is supplemented by more than $10 million from the
participating universities (University of Melbourne, University of Technology Sydney,
University of New South Wales, and Queensland University of Technology.) Peter Hall
of University of Melbourne heads the Centre.
 Leading the development of the Sequential Analysis of Bayesian Learning Algorithm
(SABL) with support from a different ARC grant, the enthusiastic participation of several
colleagues, and technical contributions by postdocs employed on the grant. A Matlab
toolbox of the same name will have its first release shortly.
 Continues as a half-time consultant for Amazon in Seattle, using big data for forecasting
and decision-making. 2013-14 marks his final year as Theil Professor of Econometrics at
Erasmus University Rotterdam.
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Forthcoming/Recent Publications
 “Analysis of Variance for Bayesian Inference”, Econometric Reviews, Volume 33, pp.
270-288., 2014 (with G. Amisano)
 “Financial Competence, Risk Presentation and Retirement Portfolio Preferences”,
Journal of Pension Economics and Finance, Volume 13, pp. 27-61, 2014
 “Improving Asset Price Prediction when All Models are False,” forthcoming in Journal
of Financial Econometrics (with G. Durham)
 “Likelihood-based Inference for Regular Functions with Fractional Polynomial
Approximations,” forthcoming in Journal of Econometrics (with L. Petrella)
 Invited review of the book: “Public Policy in an Uncertain World,” forthcoming in
Journal of Economic Literature
Other Updates
 Presentations in the last year include: Erasmus University, University of Illinois, Midwest
Econometric Meetings, European Central Bank, Queensland University of Technology.
 Effective August 1, 2014, my affiliation is the economics department of Vanderbilt
University.
 Summary of info-metrics related work, John Geweke, July 2013 – June 2014