Permanent Faculty – University of Copenhagen

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Department of Economics > Staff > Permanent Faculty

Morten Nyboe Tabor

Morten Nyboe Tabor

Postdoc

My research focuses on Imperfect Knowledge Economics (IKE) and structural change in econometric time-series models. I am part of the international research program on Imperfect Knowledge Economics under the Institute for New Economic Thinking (INET). The research program is an international collaboration chaired by Prof. Roman Frydman, New York University.

The research program on Imperfect Knowledge Economics focuses on developing theoretical models that are open to unforeseeable structural change. The models represent rational forecasting based on the New Rational Expectations Hypothesis (NREH). By opening the models to unforeseeable structural change the models are open to Knightian uncertainty, which implies that rational forecasting is based on fundamental factors jointly with psychology.

My work within the research program focuses on how to test the empirical implications of the theoretical model. The theortical models cannot be estimated as they allow for structural change at all points in time. However, by imposing qualitative restrictions on structural changes during periods of moderate change the theoretical model can be approximated and tested ex post.

Additionally, my econometric research focuses on testing for structural breaks in dynamic time-series models, in collaboration with Oleg Kitov from Oxford University, and on how to do statistical inference when the econometric model is misspecified compared to the data-generating process.

Primary fields of research

  • Imperfect Knowledge Economics.
  • Time Series Econometrics.
  • Structural Breaks.
  • The Cointegrated VAR Model

Teaching

I teach the third-year BA-course Econometrics II (Spring and Fall 2015). I have previously taught at the Summer School on The Cointegrated VAR Model (2013 and 2014) and I have taught the seminar on Cointegrated Analysis (2013).

Additionally, from 2006 to 2009 I have been a teaching assistant in the courses Summer School on the Cointegrated VAR Model (2009), Advanced Macroeconometrics (2009), Econometrics C (2007-2009), Econometrics A (2007), Advanced Statistics (summer school 2010), and Business Economics (2006).

In 2015 I have completed the Teaching and Learning in Higher Education (TLHE, also known as Adjunktpædagogikum). I have benefitted greatly from the course and implemented many new initiative in my own teaching.

Supervision areas:

  • Econometrics II (C).
  • Advanced Macroeconometrics

ID: 9784023