Matthew Higgins
Western Michigan University
1903 W Michigan Ave
Kalamazoo MI 49008-5330 USA
Monday: 12:30-1:45
Wednesday: 12:30-145
And by appointment
- Ph.D., University of Illinois, 1989
- Econometric theory and time series analysis
- Empirical monetary economics
- Finance
Dr. Matthew Higgins is an associate professor in the Department of Economics at Western Michigan University.
He teaches a wide range of courses in economics, statistics and econometrics at the undergraduate and master's level. He regularly teaches principles of macroeconomics. His statistics and econometrics courses emphasize the use of statistical theory to understand contemporary economic issues. His primary course is a master’s class in econometric theory that focuses on causal regression and policy evaluation. He also teaches a graduate course in mathematics for economists.
Higgins' research focuses on econometric methods for understanding how uncertainty about the future affects the economy. He has written extensively on the theory of empirical models for asset price volatility and has proposed procedures estimating and testing statistical models of how agents formulate their expectations. He is also interested in developing methods for detecting nonlinear dynamics in equity, and foreign exchange and insurance markets. His most recent research deals with economic forecasting. Higgins has found methods for optimal forecasting when forecast errors have asymmetric costs. He is studying how professional economic forecasters, who use heterogeneous information and models, arrive at a consensus view of the future.