Lecturer
Economics and Strategy Group
Research Interests
Econometric theory, stochastic, randomised, and deterministic unit roots, time-varying processes, financial econometrics, volatility dynamics, macroeconomic modelling and forecasting, non-parametric detection of structural changes, nonlinear time series models, density forecasting.
Research Areas
Time series econometrics, quantitative risk management.
The last five publications
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‘Purchasing power parity and structural instability in the US/UK exchange rate’, with B. Morley, Journal of International Financial Markets, Institutions and Money, 22(4), 2012.
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‘One Date, One Break?’, with P. Demetriades and S. H. Law, Empirical Economics 41(1), 2011.
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‘Forecasting the UK/US exchange rate with divisia monetary models and neural networks’, with R. K. Bissoondeeal and A. Gazely, Scottish Journal of Political Economy 58(1), 2011.
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‘Breaking down the non-normality of daily stock returns’ European Journal of Finance 16 (1), 2010 (Note: additional results are available upon request).
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Monetary Variability and Monetary Variables in the Franc Zone’, with S. Coleman, Economic Issues 15(2), 2010.
Module Leader