Fallaw Sowell

PHONE

412-268-3769

OFFICE

GSIA - Tepper School of Business - Room 313

AREA OF EXPERTISE

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

TEACHING AND RESEARCH INTERESTS

Econometrics, Forecasting, Structural Models, Microeconomics.

PUBLICATIONS

• 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

• The Hawthorne Effect and Energy Awareness

(author(s): Daniel Schwartz, Baruch Fischhoff, Tamar Krishnamurti, Fallaw Sowell) Proceedings of the National Academy of Sciences of the United States of America 110(38), 2013

• 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

• The Economics of Commercial Demand Response for Spinning Reserve

(author(s): Michael Fisher, Jerome Apt, Fallaw Sowell) Applied Energy

• 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) 2016 Mini 1 Section: A, B, C
  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) 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