Staff profile - Joakim Westerlund

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Prof Joakim Westerlund

Position: Chair In Economics
Faculty or Division: Faculty of Business and Law
Department: BL Deakin Business School
Campus: Melbourne Burwood Campus
Phone: +61 3 924 46973 +61 3 924 46973


Teaching Interests


Subjects and units currently teaching

MAE 406; MAF 723


Research interests

Time series and panel data models; unit root testing; cointegration testing and estimation; predictive regressions; common factor models; factor-augmented regression models.



  • Westerlund, J., and J. Breitung (2013). Lessons from a Decade of IPS and LLC. Econometric Reviews 32, 547-591.
  • Westerlund, J., and R. Larsson (2012). Testing for Unit Roots in a Panel Random Coefficient Model. Journal of Econometrics 167, 254–273.
  • Westerlund, J., and W. Hess (2011). A New Poolability Test for Cointegrated Panels. Journal of Applied Econometrics 26, 56-88.
  • Westerlund, J., and J.-P. Urbain (2011). Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends. Oxford Bulletin of Economics and Statistics 73, 119-139.
  • Westerlund, J., and R. Larsson (2009). A Note on the Pooling of Individual PANIC Unit Root Tests. Econometric Theory 25, 1851-1868.
  • Westerlund, J. (2008). Panel Cointegration Tests of the Fisher Hypothesis. Journal of Applied Econometrics 23, 193-233, 2008.

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