Joakim Westerlund

Professor, PhD

Research areas and keywords

UKÄ subject classification

  • Economics



My research focuses on econometrics in general and panel data econometrics in particular. My work is mainly theoretical, although I also do empirical work.


I have been teaching econometrics at all levels, and I have supervised numerous bachelor and master theses in this field.

1. Teaching/Course responsibility:

- Role (responsible for the course, lecturer, teaching assistant): Responsible for the course and main teacher

- Course name: Time Series Analysis

- Course code: NEKN34

- Number of clock hours:

2. Supervision of theses (including theses completed by Feb-19):

Undergraduate level (number of theses 2018): 2


Master level (number of theses 2018): 5

3. Examiner of theses (including theses completed by Feb-19):

Undergraduate level (number of theses 2018): 0


Master level (number of theses 2018): 0


4. Briefly describe development work in education – renewal of curriculum and/or pedagogical development:

a) I want to change the book and have been doing so for a few years. Unfortunately, finding a book within the narrow field of time series and with the appropriate level is very difficult. I have ordered numerous inspection copies of book but no luck so far. This work is therefore ongoing. I have also begun writing a book together with Jushan Bai. This has a long work horizon but should become a good book for the course when ready.

b) I want to record lectures and make them available at LIVE and spend the lectures on the really important parts. I have had meetings with Peter Jochumzen about the practical aspects of the recording. I’m planning to have recordings ready for the spring term of 2020.



5. Involvement of guest teachers:

- Course name: Time Series Analysis

- Course code: NEKN34

- Name of guest teacher and company/organization: Ovidijus Staukas, Lund University


6. Programme responsibility (name of programme)



7. Additional work in education (e.g. planning, implementation, and pedagogical leadership)

Please see comments under 4 above.



8. Briefly describe your work with IT-supported teaching and learning
In NEKN34 we are uploading all lecture notes and materials at LIVE, and we have computer labs that are submitted through LIVE. As explained in 4 above, I’m planning to record and to make also lectures available at LIVE.



9. Production of cases, publications on teaching and learning, teaching materials and textbooks

As mentioned under 4, I’m working on a textbook on time series.



Recent research outputs

Arturas Juodis, Hande Karabiyik & Joakim Westerlund, 2020 Jun 20, In : Journal of Econometrics.

Research output: Contribution to journalArticle

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