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Welcome to the personal website of Dr. Thomas F. P. Wiesen.
I am an Assistant Professor at the University of Maine School of Economics.
My research fields include time series analysis, econometric methods, financial economics, and macroeconomics. My teaching interests roughly align with my research interests. In particular, my research focuses on the econometric techniques and applications of financial and macroeconomic market integration (also known as connectedness). This work has implications for measuring economic spillovers, quantifying risks, allocating asset portfolios, and monitoring contagions in financial crises. I develop time series tools to quantify econometric connectedness and employ these tools in various applications. Todd Gabe and I co-direct the Market Integration Research Lab (MIRL) at UMaine.
I earned my Ph.D. in Economics from the University of Georgia in spring 2019. Dr. William Lastrapes was my doctoral committee chair. Dr. Svetlana Pashchenko, Dr. Scott Atkinson, and Dr. Paul Beaumont (from the Florida State University) also served as members of my doctoral committee. In 2014, I earned my Master of Science in Statistics from the Florida State University where I carried out research under Dr. Anuj Srivastava. In 2012, I earned my Bachelor of Science Cum Laude in Economics from Northern Illinois University where I was taught and advised by Dr. Susan Porter-Hudak.
I am an Assistant Professor at the University of Maine School of Economics.
My research fields include time series analysis, econometric methods, financial economics, and macroeconomics. My teaching interests roughly align with my research interests. In particular, my research focuses on the econometric techniques and applications of financial and macroeconomic market integration (also known as connectedness). This work has implications for measuring economic spillovers, quantifying risks, allocating asset portfolios, and monitoring contagions in financial crises. I develop time series tools to quantify econometric connectedness and employ these tools in various applications. Todd Gabe and I co-direct the Market Integration Research Lab (MIRL) at UMaine.
I earned my Ph.D. in Economics from the University of Georgia in spring 2019. Dr. William Lastrapes was my doctoral committee chair. Dr. Svetlana Pashchenko, Dr. Scott Atkinson, and Dr. Paul Beaumont (from the Florida State University) also served as members of my doctoral committee. In 2014, I earned my Master of Science in Statistics from the Florida State University where I carried out research under Dr. Anuj Srivastava. In 2012, I earned my Bachelor of Science Cum Laude in Economics from Northern Illinois University where I was taught and advised by Dr. Susan Porter-Hudak.
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