IIF Fellow Nomination Guidelines (PDF)
Click on a name to see the bio
P. Geoffrey Allen
(2012)is Professor Emeritus of Resource Economics at the University of Massachusetts Amherst. He has a PhD in Agricultural Economics from the University of California at Davis. His early research work was in supply and demand modeling and valuing non-market goods, after which he embarked on his major interest of econometric forecasting. He attended his first ISF in 1982 and became a member of the IIF in 1985. His review article “Economic Forecasting in Agriculture” received the IJF’s best paper award for 1993-94. He was program chair for ISF97 in Barbados, Director of the IIF from 1998 to 2007, its secretary and treasurer from 1998 to 2005 and president from 2005-2007. He was general chair for ISF2010 in San Diego and ISF2012 in Boston. Nobody said to him “Join the IIF and see the world,” but that’s how it worked out.
Francis X. Diebold
(2012) is Paul F. and Warren S. Miller Professor of Economics, Professor of Finance and Statistics, and Co-Director of the Financial Institutions Center at the University of Pennsylvania and its Wharton School, as well as Faculty Research Associate at the National Bureau of Economic Research in Cambridge, Mass. He is currently President of the Society for Financial Econometrics and Co-Editor of Journal of Applied Econometrics. Diebold has published extensively in econometrics, forecasting, finance and macroeconomics, and he has served on the editorial boards of numerous journals, including Econometrica, Journal of Business and Economic Statistics, International Economic Review, Journal of Forecasting, and Journal of Portfolio Management. He is an elected Fellow of the Econometric Society and the American Statistical Association, and the recipient of Sloan, Guggenheim, and Humboldt fellowships. He is a founding member of the Oliver Wyman Institute, a cooperative undertaking between Oliver Wyman and the international academic community, whose mission is to facilitate and accelerate knowledge transfer between academia and the financial services industry. Diebold lectures actively, worldwide, and has received several prizes for outstanding teaching. He has held visiting appointments in Economics and Finance at Princeton University, Cambridge University, the University of Chicago, the London School of Economics, Johns Hopkins University, and New York University. During1986-1989 he served as an economist under Paul Volcker and Alan Greenspan at the Board of Governors of the Federal Reserve System in Washington DC, and during 2007-2008 he served as an Executive Director at Morgan Stanley Investment Management. He received his B.S. from the Wharton School in 1981 and his Ph.D. in 1986, also from the University of Pennsylvania. He is married with three children and lives in suburban Philadelphia.
(2010) is Distinguished Professor of Management Science in the School of Management, Lancaster University and Director of the Lancaster Centre for Forecasting. He has a mathematics degree from Oxford and a Ph.D. from the University of California in Statistics. His initial academic appointment was to the Manchester Business School where he rose to the position of faculty dean. In 1990 he joined Lancaster University Department of Management Science which in an earlier guise was the professional home of Gwilym Jenkins. There he set up the Lancaster Centre for Forecasting which focuses on researching business forecasting problems.
Much of his professional career has been devoted to the Institute, both through good times and bad. In 1981 he was co-founder with Scott Armstrong and Spyros Makridakis of the Journal of Forecasting and in l985 of the International Journal of Forecasting. For ten years from l988 he was Editor-in-Chief of the IJF. During this period he was a director of the International Institute of Forecasters and president between 2000 and 2004. He regularly contributes to the Forecasting Symposia having only missed one conference and he was the Chair of the London Symposium in 1984. His current research interests are concerned with the comparative evaluation of different forecasting methods, the implementation of improved forecasting procedures in organizations and the design of forecasting systems.
(2010) is a Professor Emeritus of Stockholm University. He received his Ph.D. in Statistics from the University of Helsinki and has been working with both practical forecasting and forecast modelling at the Finnish Ministry of Finance and at the Swedish Institute of Economic Research, where he served as Director of Research. He has been teaching in many universities and has published numerous papers in learned journals, mostly on forecasting. For the last 17 years he has been an associate editor of IJF and was a director of IIF for many years, and its president 2006-2007.
(2009) is Distinguished Professor of Economics and Health Policy Management at the University at Albany, SUNY and a CESifo Fellow. He has published over one hundred articles, and a number of books including Introduction to Econometrics (with G.S. Maddala; Wiley, 4th ed.). A University of Rochester Ph.D. (1975), Professor Lahiri has been on the editorial boards of several journals including International Journal of Forecasting (since 1993) and Journal of Econometrics (since 1989), and was the Program Chair of the 27th International Forecasting Symposium held in New York City in 2007. Over the years, his research on many diverse areas has been supported by grants from the U.S. Social Security Administration, Department of Transportation, National Science Foundation., Ford Foundation, National Academy of Sciences, National Institutes of Health, International Monetary Fund, and World Bank.
Marcus O’Connor (2009) was formerly a Professor of Business Information Systems at the University of Sydney. Prior to that he was a Professor of Information Systems at the University of New South Wales. Hs research interests have primarily focused on the role of human judgement in forecasting and the way in which judgemental and statistical approaches can be integrated to produce better forecasts. He has previously served as a Director of the IIF. He has now retired to a life of surfing where his chief problem is to forecast the beaches that provide the best waves. Alas, his ability to ride those waves diminishes with each passing year.
(2008) is Professor of Banking and Finance at Cass Business School, City of London, where he teaches popular courses in business and financial forecasting, and in technical analysis, the dark art of forecasting from charts of share prices. After graduating from Glasgow University, Roy worked as a government economist, modeling and forecasting trade flows; then at the National Institute of Economic and Social Research, analyzing the UK economy and exchange rate policy; and at a leading firm of stockbrokers where he also tried to forecast the stock market. He has published widely in applied economics and finance, including studies of the rationality and behavioral biases of forecasters, the interpretation of business and consumer surveys, model combining, and the two-volume collection Financial Forecasting
(2004), co-authored with Professor Pami Dua. He has been Associate Editor of the International Journal of Forecasting,
and is currently an Editor of the practitioner journal Foresight
Jan G. De Gooijer
(2008) is Professor of Economic Statistics at the University of Amsterdam. He has published more than 80 papers in the area of forecasting, time series analysis, empirical finance, econometrics, and statistics. In the IIF he has served as Associate Editor of the IJF (1986-1991; 2009 – present), Editor of the IJF (1992-1997; 2005-2008), and Editor-in-Chief of the IJF (1998-2004). Jan has also served as an Associate Editor of the JoF (1982-1985), and for many years he was, as a Director, on the board of the IIF. He has been conference chairperson of the Eighth ISF in Amsterdam (1988). He is a co-author of two books on Economic Statistics. He is an elected member of The International Statistical Institute (ISI). He is an elected research fellow of the Tinbergen Institute (TI), and an elected research fellow of the Netherlands Network of Economics (NAKE).
(2008), the Michael Armellino Professor of Finance at New York University Stern School of Business, was awarded the 2003 Nobel Prize in Economics for his research on the concept of autoregressive conditional heteroskedasticity (ARCH). He developed this method for statistical modeling of time-varying volatility and demonstrated that these techniques accurately capture the properties of many time series. Professor Engle shared the prize with Clive W. J. Granger of the University of California at San Diego.
Professor Engle is an expert in time series analysis with a longstanding interest in the analysis of financial markets. His ARCH model and its generalizations have become indispensable tools not only for researchers, but also for analysts of financial markets, who use them in asset pricing and in evaluating portfolio risk. He has published more than 100 academic papers and authored four books.
Before joining NYU Stern in 2000, Professor Engle was Chancellor’s Associates Professor and Economics Department Chair at the University of California, San Diego, and as an associate professor at the Massachusetts Institute of Technology. He received his bachelor of science in physics from Williams College and his master of science in physics and doctor of philosophy in economics from Cornell University.
Peter C. Young (2007) for his association with the Institute and scientific contributions in the wider area, especially those concerning time series and forecasting. He is Emeritus Professor in the Department of Environmental Science, Lancaster University and Adjunct Professor in the Fenner School of Environment and Society, Australian National University, Canberra. He is well known for his pioneering work on recursive estimation and time series analysis. His forecasting research has involved numerous different areas of application, including hydrology, climate, macro-economics and business. His numerous publications include a monograph on recursive estimation and time series analysis, as well as the edited Concise Encyclopedia of Environmental Systems. He is Departmental Editor of the Journal of Forecasting; Consultant Editor, International Journal of Control; and Associate Editor, Environmental Modelling and Software.
Everette S. Gardner, Jr.
(2007) is Professor of Decision and Information Sciences in the Bauer College of Business and a Fellow of the Honors College at the University of Houston. He received his Ph.D. in 1978 from the University of North Carolina at Chapel Hill. He served 20 years in the U.S. Navy and retired with the rank of Commander. He is a Vietnam veteran, served several tours of duty at sea, and held senior Navy positions in inventory management and operations research. Among his many publications are two seminal papers on the state of the art in exponential smoothing, published in the Journal of Forecasting (1985) and the International Journal of Forecasting (2006). The editorial board and fellows of the IJF ranked his 1985 paper as the third most influential paper published in forecasting during the last 25 years. He is also known for the development, with Eddie McKenzie, of the damped trend method of exponential smoothing, a method that has become a benchmark for forecast accuracy. He is a past president and member of the board of the IIF, and has served on the editorial boards of the JOF and IJF.
Michael Lawrence (2006) has demonstrated leadership in research, teaching, and service to the scholarly forecasting community for 20 years. He worked as a forecasting practitioner for Corning Glass and then for Ciba-Geigy before entering academe and has taught at the University of New South Wales for almost 30 years. Since 1982, Michael has been a leader in research related to the role of judgment in the forecasting process, one of the most prominent “advances” in forecasting research over the last couple of decades. In the IIF he has served as president (1996-1999), board member (1994-2000), chair of ISF 2004 in Sydney, and Editor of the IJF (2000-2005), following 12 years as associate editor.
Anne B. Koehler (2006) has taught forecasting for many years at Miami University of Ohio, a school that maintains an active undergraduate program in the decision sciences. She has also served as department chair. She has been a director of the IIF, an associate editor of IJF, and a co-chair for the Pittsburgh ISF. She has published extensively on forecasting issues, in IJF and elsewhere.
(2005) is a professor at the H. John Heinz III School of Public Policy and Management, Carnegie Mellon University. He is a past editor of IJF, a former IIF board member, organizer of the Pittsburgh International
Symposium on Forecasting, and guest editor for two special IJF issues on public-sector forecasting. His research has included a number of public-sector forecasting applications, including key contributions to forecasting space and time series data. In particular, he has received numerous grants from the U.S. National Institute of Justice and other grant-making institutions to develop the area of crime mapping and forecasting for deployment of municipal police.
(2003) Reader in Statistics in the Department of Mathematical Sciences, University of Bath. He has contributed regularly to both journals including a number of influential papers including the Future of Time-series Forecasting. His comments, on the various forecasting competitions, on loss functions and on neural networks have proved stimulating. His research contributions on exponential smoothing (in the IJF and elsewhere), on uncertainty and confidence intervals (in RSS and JBES) and on model comparisons (RSS with the airline data and on neural networks) have raised the profile of forecasting within the statistical community, bringing to their attention some results on model complexity which are commonplace in forecasting research but remain controversial in statistical research. His text books on time series analysis and forecasting are models of clarity for their chosen audience.
(2003) Professor of Decision Sciences at Georgetown University, Washington DC. He received his Ph. D. from London University in 1967, and his first scientific article was published the same year. He is a co-author of “Kendall and Stuart”, a two-volume work that have become a classic reference in statistics. His current research is focused primarily on state space forecasting models. He has been Associate Editor of IJF 1987-1995 and 2002 – present and Editor 1995-2002. Keith served for many years on the board of IIF.
(2002) A long-standing contributor to the forecasting community. As an independent consultant he has always attempted to include the latest relevant academic concepts into his software. He joined the IIF Board around 1990 and for many years had the onerous responsibilities of being Treasurer. In the late 1990s he held the office of President of the IIF during which time considerable progress was made in developing an appropriate governance mechanism as well as establishing a firmer financial basis for the Institute.
Kenneth F. Wallis (2002) Professor Emeritus of Econometrics of the University of Warwick, UK. His primary research interests have been in macro-econometric modeling (especially comparative studies and policy analysis in national-economy and multi-country models) and in time series analysis (especially forecasting and seasonal adjustment). He was director of the ESRC Macroeconomic Modeling Bureau from 1983 to 1999.
(2001) President of Business Forecast Systems Inc., USA: For his sustained development of state of the art forecasting software that both reflects current research developments and has had a major impact on forecasting practice; for his effectiveness as a practitioner and consultant; for his service to the Institute.
(2001) Professor of Economics at the University of Oxford, England: For his outstanding research contributions, particularly in the development of a comprehensive framework for dynamic modeling in econometrics, and the evaluation of economic forecasts; for authoritative books on econometrics and time series; for his service to the International Journal of Forecasting as an associate editor.
Herman Stekler (2001) Research Professor of Economics at George Washington University, USA: For his innovative research on the evaluation of macroeconomic forecasts and developments in evaluation methods; for his contributions as a distinguished teacher of economics; for his contributions to the International Journal of Forecasting, both as book review editor and associate editor; for service to the Institute.
(2001) H.G.B. Alexander Distinguished Service Professor Emeritus of Economics and Statistics at the University of Chicago, USA: For his outstanding research contributions, particularly in the areas of Bayesian econometrics, macroeconomic modeling and forecasting; for his contributions as a distinguished teacher and scholar in econometrics; for his several keynote addresses to the International Symposium on Forecasting.
Stephen McNees (1999) formerly with the Federal Reserve Bank of Boston, USA: For his innovative contributions to the development and practice of macroeconomic forecasting; for his contributions to the Institute; for his service to the International Journal of Forecasting as an associate editor.
(1999) Professor of Management at Lavale University, Quebec, Canada: For his research in forecasting related to competitive analysis and strategy, and group decision making; for his contributions to the Institute, including membership of the Board of Directors and service as Secretary-Treasurer; for his service to the International Journal of Forecasting as an associate editor.
(1996) Professor of Marketing at the University of Pennsylvania, USA: For his work in establishing the Institute and serving as an editor of the Journal and on the Board of Directors; for his wide-ranging research contributions, particularly on the empirical evaluation of different approaches to forecasting; for innovative approaches to the teaching of forecasting.
Clive Granger(1996) was an economist and Nobel laureate whose work revolutionized the way stocks and other fluctuating series of data are analyzed and forecast, died on May 27th 2009. Throughout his career, Dr. Granger was known as one of the most prominent figures in the use of statistics to study the economy, a highly technical field known as econometrics. But it was an early revelation about time series data, like daily stock prices, interest rates and consumer spending habits that earned him his greatest honour.
Robert G. Brown (1996) CEO, Material Management Systems Inc., USA: For his path-breaking development of exponential smoothing and related procedures; for his seminal books on forecasting; for his effectiveness as a practitioner and consultant; for his service to the Institute, including serving as a member of the Board of Directors.
Estela Dagum (1996) International Consultant in Economics and Statistics, University of Bologna, Italy: For her innovative development and implementation of the X11-ARIMA approach to seasonal adjustment and related research; for her service to the Institute, as a past President, as a member of the Board of Directors and as an editor of the Journal.
Spyros Makridakis (1996) Professor of technology Management, INSEAD, France: For his work in establishing the Institute, his role as founding editor of two journals on forecasting and his substantial contributions whilst serving on the Board of Directors; for his innovative contributions, particularly relating to the empirical testing of the performance of forecasting methods and on long-term forecasting; for his innovative teaching of forecasting.