Department of Economics
MGMT, 403 West State Street
West Lafayette IN 47907-2056
Phone: (765) 494-4503
Fax: (765) 496-1778
Office: Krannert 410
Experience and Education
Assistant Professor of Economics, Purdue University
(2000 - present)
Ph.D. (Economics), University of Aarhus, Denmark
Head of Section, Danish Economic Council (1999 -
Head of Section, The Danish Ministry of Finance (1994-1996).
Cand. Oecon., University of Aarhus, Denmark (1994).
Econometrics, Survey Data, Time Series, Random Fields.
Dahl, Christian M. & Tamer Kulaksizovglu (2005), "Modelling
the Changing Lag Structure in U.S. Housing
Construction." in (ed. D. v. Dijk, C.
Milas and P.A. Rothman)
Nonlinear Time Series Analysis of Business Cycles,
Dahl, Christian M. & and Lin Xia (2004), "Quantification
of Qualitative Survey Data and Tests of Consistent
Expectations: A New Likelihood Approach.", Journal of
Business Cycle Measurement and Analysis,
Dahl, Christian M. & Svend Hylleberg (2004),
Models and Relative Forecast Performance," International
Journal of Forecasting, 20:201-217.
Dahl, Christian M. & Gloria Gonzalez-Rivera
(2003), "Identifying Nonlinear Components by
Random Fields in the US GNP Growth. Implications for
the Shape of the Business Cycle." Studies in
Nonlinear Dynamics and Econometrics, 7:(1),
Dahl, Christian M. & Gloria Gonzalez-Rivera (2003),
"Testing for Neglected Nonlinearity in Regression
Models based on the Theory of Random Fields,"
Journal of Econometrics, 114(1):141-164.
Dahl, Christian M. (2002), "An Investigation
of Tests for Linearity and the Accuracy of Maximum
Likelihood based Inference using Random Fields,"
The Econometrics Journal, 5(2): 263-284.
Dahl, Christian M. & Niels L. Hansen (2001),
"The Formation of Inflation Expectations under
Changing Inflation Regimes," Studies in Nonlinear
Dynamics and Econometrics, 4(4): 183-212.
Other Publications (in Danish)
Dahl, Christian M., Henrik Hansen & John Smidt
(2005), "Makroøkonomiske forudsigelser baseret på
diffusionsindeks," The Danish Economic Journal
(Nationaloekonomisk Tidsskrift), (forthcoming)
Working Papers (submitted or under revision)
"The cyclical component factor model," with
Henrik Hansen and John Smidt.
"Asymptotic normality of the QMLE of possibly
nonstationary GARCH with serially dependent
innovations," with Emma M. Iglesias.
"The Effects of Smoking and Prenatal Care on
Birth Outcomes: Evidence from Quantile Estimation on
Panel Data," with Jason Abrevaya. Revision
invited for re-submission to Journal of Business
and Economic Statistics.
"The Limiting Behavior of the Estimated Parameters
in a Misspecified Random Field Regression Model"
with Yu Qin.
"Statistical Inference and Prediction in
Nonlinear Models using Additive Random Fields"
with Gloria Gonzalez-Rivera and Yu Qin.
"Nonparametric estimation of volatility models
with serially dependent innovations" with Michael
Levine. Accepted (conditionally) for publication in
Statistics and Probability Letters.
"A Test for Unbiased Expectations based on Qualitative
"Assessing exchange rate pass-through: A new
empirical approach," with
"A New Sufficient Condition for Convergence
of GLS Estimators," with Yu Qin.