David Forbes Hendry

Who is David Forbes Hendry?

Sir David Forbes Hendry, FBA is a British econometrician, currently a professor of economics and from 2001-2007 was Head of the Economics Department at the University of Oxford. He is also a Professorial Fellow at Nuffield College, Oxford.

He obtained an M.A. in economics with first class honors from the University of Aberdeen in 1966. He then went to the London School of Economics and completed an M.Sc. in econometrics and mathematical economics in 1967. He received his PhD from the London School of Economics under the supervision of John Denis Sargan in 1970, and until joining the University of Oxford in 1982, was a Lecturer, then Reader and finally Professor of Economics at the LSE.

His work is predominantly on time series econometrics and the econometrics of the demand for money. In recent years he has worked on the theory of forecasting and also on automated model building.

He was elected a Fellow of the British Academy, a Fellow of the Econometric Society, Honorary Member of the American Economic Association and Foreign Honorary Member of the American Academy of Arts and Sciences. He was knighted in the 2009 Birthday Honours.

His most recent book is Hendry, D.F. and B.