Carnegie Mellon University

Fallaw Sowell

Fallaw Sowell

Associate Professor of Economics

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  • TEP - Tepper Building - Room 4213
  • 412-268-3769
Address
5000 Forbes Avenue
Pittsburgh, PA 15213

Areas of Study

Economics

Education

  • Duke University - Ph D (Economics ) - 1986
  • University of North Carolina, Chapel Hill - MS (Statistics ) - 1985
  • Duke University - MA (Economics) - 1983
  • Mercer University - BA (Economics and Mathematics ) - 1982

Research

Econometrics, Forecasting, Structural Models, Microeconomics.

Publications

  • The Economics of Commercial Demand Response for Spinning Reserve

    (author(s): Michael Fisher, Jerome Apt, Fallaw Sowell)
    Energy Systems 9(3-23), 2018

  • Resource adequacy risks to the bulk power system in North America

    (author(s): Sinnott Murphy, Jerome Apt, John Moura, Fallaw Sowell)
    Applied Energy 212, 2018; 1360-1376

  • Multimodality Adjusted p**-Formula and Confidence Regions

    (author(s): Kees Jan Van Garderen, Fallaw Sowell)
    Econometric Theory, 2017

  • Robust Resource Adequacy Planning in the Face of Coal Retirements

    (author(s): Roger Lueken, Jerome Apt, Fallaw Sowell)
    Energy Policy 88, 2016; 371-388

  • Forecasting Residential Air Conditioning Loads

    (author(s): Shira Horowitz, Brandon Mauch, Fallaw Sowell)
    Applied Energy 132, 2014; 47–55

  • The Hawthorne effect and energy awareness

    (author(s): Daniel Schwartz, Baruch Fischhoff, Tamar Krishnamurti, Fallaw Sowell)
    Proceedings of the National Academy of Sciences 110(38), 2013; 15242–15246

  • Optimality for the Integrated Conditional Moment Test

    (author(s): Fallaw Sowell, William Boning)
    Econometric Theory 15(5), 1999

  • Fractional Integration with Drift: Estimation in Small Samples

    (author(s): Anthony Smith, Fallaw Sowell, Stanley Zin)
    1997; 103-116

  • Consumption: Innovation Persistence and the Excess Smoothness Debate

    (author(s): Kerry Patterson, Fallaw Sowell)
    Applied Economics 28, 1996; 1245-1255

  • Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework

    Econometrica 64(5), 1996; 1085-1107

  • Evaluating Dimensionality In Spatial Voting Models

    (author(s): Stephen Spear, Fallaw Sowell, Keith Poole)
    Mathematical And Computer Modelling 16(8/9), 1992

  • Maximum likelihood estimation of stationary univariate fractionally integrated time series models

    Journal of Econometrics 52, 1992; 165-188

  • Modeling long-run behavior with the fractional ARIMA model

    Journal of Monetary Economics 29(2), 1992; 277–302

  • On DeJong and Whiteman's Bayesian Inference for Unit Roots

    Journal of Monetary Economics 28(2), 1991; 255–263

  • The Fractional Unit Root Distribution

    Econometrica 58(2), 1990; 495-505

Working Papers

  • Regularization Paths in Generalized Method of Moments

    (author(s): Nandana Sengupta, Fallaw Sowell)
    Econometric Theory

  • Higher Order Bias of the Empirical Saddlepoint Estimator Using the Moment Conditions from Two-Step GMM
  • The Residential Real Time Electricity Pricing: An Analysis of the Illinois Experiment

    (author(s): Fallaw Sowell, Shira Horowitz, Lester Lave)

  • A Decomposition of Block Toeplitz Matrices with Applications to Vector Time Series
  • The Empirical Saddlepoint Likelihood Estimator Applied to Two-Step GMM

  • An Improved Approximation to the Distributions in GMM Estimation

  • Tests for Violations of Moment Conditions

  • The Deterministic Trend in Real GNP

Awards and Honors

  • Graduating MBA Class at Carnegie Mellon University - George Leland Bach Award for Teaching Excellence (2015)
  • Graduating MBA Class at Carnegie Mellon University - George Leland Bach Award for Teaching Excellence (1992)
  • Mercer University - Louie D. Newton Award (1982)

University Service

  • FlexMBA Advisory Committee (FLAC), Committee Member, Oversee the development and management of the Hybrid delivery format for our MBA degree. (2014 - )
  • Head of Masters Program Search Committee, Committee Member, Review and interviewed the individuals who have applied for the position. (2014 - 2015)
  • Future Delivery, Committee Member (2012 - 2012)
  • PhD Committee Tepper School of Business, Committee Member (2004 - 2006)
  • Qatar Steering Committee, Committee Member (2003 - 2004)
  • MSEC Advisory Committee, Committee Member (2002 - 2004)
  • Masters Academic Actions, Chairperson (1997 - 2001)
  • Faculty Advisor Wine Tasting Club, Committee Member (1995 - 1999)
  • Masters Educational Affairs, Chairperson (1995 - 1997)
  • Faculty Advisor Toast-masters Club, Committee Member (1995 - 1997)
  • Masters Academic Actions, Committee Member (1995 - 1997)
  • Masters Admissions, Committee Member (1995 - 1997)
  • Masters Educational Affairs, Co-Chair (1994 - 1995)
  • GSIA Dean Search, Committee Member (1990 - 1991)

Consulting

  • Trane/American Standard, Inc. (June 2003 - March 2004)
  • Postal Rate Commission (December 1993 - June 1994)
  • National Association of Manufacturers (1993)
  • The Refractories Institute (July 1993 - October 1993)

Professional Activities

  • Associate Editor, Journal of Econometrics (January 1995 - October 2012)
  • Session Chair, Colloque CIREQ Conference on Generalized Method of Moments (2007)
  • Associate Editor, Southern Economic Journal (January 1999 - 2005)
  • Associate Editor, Journal of Business and Economic Statistics (January 1997 - 2001)
  • Conference-Related, Summer Meetings of the Econometrics Society, Program Committee (1998)

Courses Taught

  • Managerial Economics (45710)
    • 2017 Mini 1 Section: A, B, C
    • 2017 Mini 2 Section: F, M
    • 2016 Mini 1 Section: A, B, C
    • 2016 Mini 2 Section: F, M
    • 2015 Mini 1 Section: A, B, C
    • 2015 Mini 2 Section: F, M
    • 2014 Mini 1 Section: A, B, C
    • 2014 Mini 2 Section: F, M
    • 2013 Mini 1 Section: A, B, C
    • 2013 Mini 2 Section: F, M
    • 2012 Mini 1 Section: A, B, C
    • 2012 Mini 2 Section: F
  • Business Forecasting w/ Time Series Models (45912)
    • 2017 Mini 4 Section: A, E
    • 2016 Mini 4 Section: A
    • 2015 Mini 4 Section: A, E
    • 2014 Mini 4 Section: A
    • 2013 Mini 4 Section: A, E
  • Adv'd Econ Analysis II (Adv'd Econometrics) (47902)
    • 2012 Mini 4 Section: A
    • 2010 Mini 4 Section: A
    • 2009 Mini 4 Section: A
    • 2008 Mini 4 Section: A
  • Business Forecasting w/ Time Series Models (45921)
    • 2012 Mini 4 Section: A, E
    • 2011 Mini 4 Section: A, E
    • 2010 Mini 4 Section: A, E
    • 2009 Mini 3 Section: N
    • 2009 Mini 4 Section: A, E
    • 2008 Mini 3 Section: N
    • 2008 Mini 4 Section: E
    • 2007 Mini 4 Section: E
  • Econometrics I (47811)
    • 2011 Mini 1 Section: A
    • 2010 Mini 1 Section: A
    • 2009 Mini 1 Section: A
    • 2008 Mini 1 Section: A
    • 2007 Mini 1 Section: A
  • Econometrics II (47812)
    • 2011 Mini 2 Section: A
    • 2010 Mini 2 Section: A
    • 2009 Mini 2 Section: A
    • 2008 Mini 2 Section: A
    • 2007 Mini 2 Section: A
  • Managerial Economics (45750)
    • 2011 Mini 2 Section: A, B, C
    • 2010 Mini 2 Section: F, M
    • 2009 Mini 2 Section: F, M
    • 2006 Mini 2 Section: A, B, F, M
    • 2005 Mini 2 Section: A, B, F, M
  • Current Issues in GMM Estimation & Inferenc (47827)
    • 2006 Mini 4 Section: A