Scott Hacker

Professor Economics
Economics , Jönköping International Business School
PhD in Economics
Presentation Publications

Research

Scott Hacker's research has been in many fields. He has published contributions in regional economics, trade theory, international macroeconomics, and time-series econometric theory. He is currently working on topics dealing with model selection in dynamic systems and with development of the DeducerHansel package, a software package which provides an improved graphical interface to work with econometric methods in R, a free open-source language and environment for graphics and statistical computations. A list of his working papers, journal articles, and software components can be found at http://ideas.repec.org/e/pst185.html. His publications can be also found at Google scholar. As of 2014-11-03 he is among the top 20 authors in Sweden on article downloads over the previous year according Logec Statistics based on RePEC data. From the same source and date, he is also among the top 3 authors in Sweden regarding download of software files over the previous 12 months .

Biography

Scott Hacker did his doctoral studies in economics at the University of California at Berkeley, with the specialty areas of econometrics and international economics.  Prior to that he worked at The Urban Institute, a public policy think tank in Washington, DC. He has been working at JIBS since 1996, moving up the ladder from assistant professor to full professor. Between 2003 and 2007 he worked as the programme manager for the International Economics and Policy Programme and between 2010 and 2012 he worked a programme manager for all master programmes at JIBS.

Teaching

Scott Hacker teaches primarily in international economics, mathematics, and econometrics courses. He teaches at the undergraduate, masters, and doctoral levels, and has been awarded the pedagogical prize twice at JIBS.

Article

Hacker, R., Umulisa, Y. (2022). Commonalities in the levels and movements of the inflation rates among countries in the East African Community Emerging markets finance & trade, 58(9), 2493-2504. More information
Hacker, R., Hatemi-J, A. (2022). Model selection in time series analysis: using information criteria as an alternative to hypothesis testing Journal of economic studies, 49(6), 1055-1075. More information
Karlsson, H., Månsson, K., Hacker, R. (2021). Revisiting the nexus of the financial development and economic development: new international evidence using a wavelet approach Empirical Economics, 60, 2323-2350. More information
Ruranga, C., Hacker, R. (2020). The determinants of households having savings accounts in Rwanda Rwanda Journal of Social Sciences, Humanities and Business, 1(1), 6-19. More information
Hacker, R., Kim Karlsson, H., Månsson, K. (2014). An investigation of the causal relations between exchange rates and interest rate differentials using wavelets International Review of Economics and Finance, 29, 321-329. More information
Hacker, R., Hatemi-J, A. (2014). Properties of Procedures Dealing with Uncertainty about Intercept and Deterministic Trend in Unit Root Testing Empirical Economics Review, 3(1), 83-97. More information
Kim Karlsson, H., Hacker, R. (2013). Time-varying betas of sectoral returns to market returns and exchange rate movements Applied Financial Economics, 23(14), 1155-1168. More information
Hacker, R., Kim Karlsson, H., Månsson, K. (2012). The relationship between exchange rates and interest rate differentials: A wavelet approach The World Economy, 35(9), 1162-1185. More information
Hacker, R., Hatemi-J, A. (2012). A bootstrap test for causality with endogenous lag length choice: theory and application in finance Journal of economic studies, 39(2), 144-160. More information
Hatemi-J, A., Hacker, R. (2009). Can the LR Test Be Helpful in Choosing the Otpimal Lag Order in the VAR Model When Information Criteria Suggest Different Lag Orders? Applied Economics, 41(9), 1121-1125. More information
Hacker, R., Hatemi-J, A. (2008). Optimal Lag Length Choice in Stable and Unstable VAR Models under Situations of Homoscedasticity and ARCH Journal of Applied Statistics, 35(6), 601-615. More information
Hacker, R., Hatemi-J, A. (2007). Capital Mobility in Sweden: A Time Varying Parameter Approach Applied Economics Letters, 14(15), 1115-1118. More information
Hacker, R., Hatemi-J, A. (2006). Tests for Causality between Integrated Variables Using Asymptotic and Bootstrap Distributions: Theory and Application Applied Economics, 38(13), 1489-1500. More information
Hacker, R., Hatemi-J, A. (2005). Time-Varying Estimates for the Natural Rate of Unemployment and the Phillips Curve in the US Using the Kalman Filter: Journal of the Institute for International Economics Economia Internazionale/International Economics, 58(3), 327-336. More information
Hacker, R., Hatemi-J, A. (2005). An Alternative Method to Test for Contagion with an Application to the Asian Financial Crisis Applied Financial Economics Letters, 1(6), 343-347. More information
Hacker, R., Hussain, Q. (2005). Trading Blocs and Market Performance under Duopolistic Competition Journal of Economic Integration, 20(2), 294-317. More information
Hacker, R., Hatemi-J, A. (2005). The Effect of Regime Shifts on the Long-Run Relationships for Swedish Money Demand Applied Economics, 37(15), 1731-1736. More information
Hacker, R., Hatemi-J, A. (2005). A Test for Multivariate ARCH Effects Applied Economics Letters, 12(7), 411-417. More information
Hacker, R., Hatemi-J, A. (2004). The Effect of Exchange Rate Changes on Trade Balances in the Short and Long Run: Evidence from German Trade with Transitional Central European Economies The Economics of Transition, 12(4), 777-799. More information
Hacker, R., Einarsson, H. (2003). The Pattern, Pull, and Potential of Baltic Sea Trade The annals of regional science, 37(1), 15-29. More information
Hacker, R., Hatemi-J, A. (2003). Is the J-Curve Effect Observable for Small North European Economies? Open Economies Review, 14(2), 119-134. More information
Hacker, R., Hatemi-J, A. (2003). How Productivity and Domestic Output Are Related to Exports and Foreign Output in the Case of Sweden Empirical Economics, 28(4), 767-782. More information
Hacker, R. (2000). Mobility and Regional Economic Downturns Journal of regional science, 40(1), 45-65. More information
Hacker, R. (2000). The Impact of International Capital Mobility on the Volatility of Labor Income The annals of regional science, 34(2), 157-172. More information
Hacker, R. (1999). The Effect of Residential Crowding on Labor Productivity with Evidence from the Twilight of Polish Socialism Real estate economics (Print), 27(1), 135-167. More information

Book chapter

Hacker, S., Klaesson, J., Pettersson, L., Sjölander, P. (2013). Regional economic concentration and growth. In: Johan Klaesson, Börje Johansson, Charlie Karlsson (Ed.), Metropolitan regions: Knowledge infrastructures of the global economy (pp. 117 -139). Berlin: Springer More information
Hacker, R., Johansson, B., Karlsson, C. (2004). Emerging Market Economies in an Integrating Europe: An Introduction. In: Emerging Market Economies and European Economic Integration (pp. 1 -27). Cheltanham UK: Edward Elgar More information
Hacker, R., Johansson, B. (2001). Sweden and the Baltic Sea Region: Transaction Costs and Trade Intensities. In: Spatial Change and Interregional Flows in the Integrating Europe: Essays in Honour of Karin Peschel (pp. 75 -85). Heidelberg: Physica-Verlag More information

Conference paper

Hacker, R. (2019). The Unit-Root Information Criterion. Stochastic and Computational Finance, UAE University in Al Ain, UAE on February 20-21, 2019.. More information

Report

Hacker,, R., Hatemi-J, A. (2010). A Bootstrap Test for Causality with Endogenous Lag Length Choice: theory and application in finance. Stockholm, Sweden: Centre of Excellence for Science and Innovation Studies, The Royal Institute of Technology More information
Hacker, R., Hatemi-J, A. (2010). The Properties of Procedures Dealing with Uncertainty about Intercept and Deterministic Trend in Unit Root Testing. Stockholm,Sweden: Centre of Excellence for Science and Innovation Studies, The Royal Institute of Technology. More information
Hacker, R., Hatemi-J, A. (2010). The Effectiveness of Information Criteria in Determining Unit Root and Trend Status. Stockholm,Sweden: Centre of Excellence for Science and Innovation Studies, The Royal Institute of Technology More information
Hacker, R., Kim, H., Månsson, K. (2010). An Investigation of the Causal Relations between Exchange Rates and Interest Rates Differentials using Wavelets. Stockholm, Sweden: Centre of Excellence for Science and Innovation Studies, The Royal Institute of Technology More information
Hacker, R., Kim, H., Månsson, K. (2010). The Relationship between Exchange Rate and Interest Rate Differentials: A Wavelet approach. Stockholm, Sweden: Centre of Excellence for Science and Innovation Studies, The Royal Institute of Technology More information

Collections

(2004). Emerging Market Economies and European Economic Integration. Cheltenham UK: Edward Elgar More information