UHERO Research Economist and Associate Professor of Economics
University of Washington, Ph.D., Economics, 2009
Florida State University, M.B.A., 2002
Czech Technical University, M.S., Civil Engineering, 1997
Econometrics, Times Series Analysis, Forecasting, Empirical Macroeconomics, Tourism Economics.
Peter joined UHERO in 2010 as a Postdoctoral Fellow and currently serves as a UHERO Economist and an Associate Professor of Economics. His primary research interests include applied econometrics and forecasting. Peter’s recent papers have focused on mixed frequency modeling of economic relationships and nowcasting, and he is a coauthor of UHERO’s quarterly economic forecast reports.
Doz, Catherine and Fuleky, P. (2020). Dynamic Factor Models. In P. Fuleky (Ed.) Macroeconomic Forecasting in the Era of Big Data, Springer.
Fuleky, P., Ventura, L., and Zhao, Q. (2018). Common Correlated Effects and International Risk Sharing. International Finance, 21(1):55-70.
Hirashima, A., Jones, J., Bonham, C. S., and Fuleky, P. (2017). Forecasting in a Mixed Up World: Nowcasting Hawaii Tourism. Annals of Tourism Research, 63(1):191-202.
(Working paper title: Nowcasting Tourism Industry Performance Using High Frequency Covariates)
Fuleky, P., and Ventura, L. (2016). Mean Lag in General Error Correction Models. Economics Letters, 143:107-110.
Fuleky, P., Ventura, L., and Zhao, Q. (2015). International Risk Sharing in the Short and in the Long Run under Country Heterogeneity. International Journal of Finance and Economics, 20(4):374-384.
Fuleky, P., and Bonham, C. S. (2015). Forecasting with Mixed Frequency Factor Models in the Presence of Common Trends. Macroeconomic Dynamics, 19(4):753-775.
Fuleky, P., and Zivot, E. (2014). Indirect Inference Based on the Score. Econometrics Journal, 17(3):383-393.
Fuleky, P., Zhao, Q., and Bonham, C. S. (2014). Estimating Demand Elasticities in Non-Stationary Panels. Annals of Tourism Research, 44(1):131-142.
Fuleky, P. (2012). On the Choice of the Unit Period in Time Series Models. Applied Economics Letters, 19(12):1179–82.