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School of Economics and Finance

Econometrics

Overview

Researchers in the Econometrics focus on a wide range of topics such as time series analysis, financial econometrics, macro-econometrics, micro-econometrics, and empirical industrial organisation. Research papers from the group have been published in Econometrica, the Quarterly journal of Economics, the Annals of Statistics, The Journal of Econometrics, the Journal of Business and Economics Statistics, the Journal of Applied Econometrics, Econometric Theory, the International Economic Review, the European Economic Review, the Journal of the European Economic Association, the Journal of Money Credit and Banking, and the Review of Economics and Statistics.

Team

Publications

Events

Seminars

External seminars

DateTimeEventVenue
5 Nov 2024 1:00 PM - 2:15 PM

Deborah Kim (University of Warwick)

Title: TBA

GC305
19 Nov 2024 1:00 PM - 2:15 PM

Katerina Petrova (Federal Reserve Bank of New York)

Title: TBA

GC305
26 Nov 2024 1:00 PM - 2:15 PM

Matteo Barigozzi (Università di Bologna)

Title: TBA

GC305
3 Dec 2024 1:00 PM - 2:15 PM

Semyon Malamud (EPFL)

Title: TBA

GC305
10 Dec 2024 1:00 PM - 2:15 PM

Niko P. Hauzenberger (Strathclyde)

"Nowcasting with Mixed Frequency Data Using Gaussian Processes"

GC305
4 Mar 2025 1:00 PM - 2:15 PM

Karam Kang (University of Wisconsin-Madison)

Title: TBC

GC305
11 Mar 2025 1:00 PM - 2:15 PM

Gaurab Aryal (Boston University)

Title: TBC

GC305
18 Mar 2025 1:00 PM - 2:15 PM

Paolo Zaffaroni (Imperial College London)

Title: TBC

GC305
25 Mar 2025 1:00 PM - 2:15 PM

Jungyoon Lee (Royal Holloway, University of London)

Title: TBC

GC305
1 Apr 2025 1:00 PM - 2:15 PM

Andreas Neuhierl (Olin Business School, Washington University in St. Louis)

Title: TBC

GC305
8 Apr 2025 1:00 PM - 2:15 PM

Niccolò Lomys (University of Naples)

Title: TBC

GC305
22 Apr 2025 1:00 PM - 2:15 PM

Lena Janys (University of Newcastle)

Title: TBC

GC305
6 May 2025 1:00 PM - 2:15 PM

Tim Ederer (Carnegie Mellon University)

Title: TBC

GC305

Internal seminars

DateTimeEventVenue

View past seminars

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