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Economics

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Econometrics and applied economics

The Econometrics and Applied Economics Group work in three broad areas, all relating to the development and/or the application of appropriate econometric methods and models for the analysis of economic, social and financial data.

These areas are:

  • Econometric theory
  • Macroeconometrics and the modelling of time-series financial data
  • Applied microeconometrics and related empirical fields (labour, health, applied-IO)

Research in econometric theory includes hypothesis and misspecification testing, with a particular focus on time-series econometrics and related areas of finance and international macroeconomics, whilst applied microeconometric research addresses issues in the labour market, health, applied industrial organisation and consumer behaviour. Much of the theoretical and empirical research thrives from having strong links with the macroeconomics and environment groups, as well as with researchers outside of the department in Statistics and Health Economics. The applied agenda in particular is continually developing, both in terms of breadth and depth, in particular building on established links with health economists in the Faculty of Medicine.

Example topics of recent and ongoing focus are: structural instability and structural breaks in monetary policy; economic and econometric models of labour market matching; labour mobility between the EU and the Eastern Partnership countries; the design and econometric analysis of choice experiments, the dynamics of health and economic status at older ages; the determinants of household food purchases, retailer pricing behaviour and the implications for policymakers interested in targeting diet and health; the econometric analysis of ethnic variation in the dynamics of poverty and inequality.

The group also run a seminar series, with seminars typically taking typically place on Thursday afternoons: Econometrics and applied economics seminar page.

Further enquiries relating to the Econometrics and Applied Economics Group can be addressed to Professor James Banks.

Members and affiliated researchers

Faculty

  • Martyn Andrews - Professor - Applied microeconometrics, labour economics, matching models
  • Peter Backus - Lecturer - Applied microeconometrics, public economics and charitable giving
  • James Banks - Professor - Applied Microeconometrics, consumer demand and savings behaviour, labour economics and health
  • Ralf Becker - Senior - Lecturer Econometric theory and financial econometrics
  • Ken Clark - Senior - Lecturer Applied Microeconometrics, labour economics, migration and ethnicity
  • Matias Cortes - Lecturer - Applied Microeconometrics, labour economics and wage dynamics
  • Len Gill - Lecturer - Econometric Theory and applied econometrics
  • Nicky Grant - Lecturer - Econometric theory; Financiel Econometrics; Applied Microeconometrics
  • Rachel Griffith - Professor - Applied microeconometrics, applied industrial organisation and firm behaviour, innovation and productivity
  • Alastair Hall - Professor - Theoretical econometrics and statistical inference
  • Nikhil Masters - Temporary - Lecturer applied financial econometrics, behavioural and experimental economics
  • Chris Orme - Professor - Theoretical econometrics, statistical inference, nonparametric analysis and misspecification testing; Head of School of Social Sciences
  • Denise Osborn - Professor - Macroeconometrics, structural change, nonlinear and seasonal modelling
  • Simon Peters - Lecturer - Applied microeconometrics, specification testing and labour economics
  • Wasel bin Shadat - Temporary - Lecturer econometrics, misspecification testing
  • Arthur Sinko - Lecturer - Econometrics and financial econometrics, methods for high-frequency data

Associated researchers

Current and affiliated postgraduate research students

  • Odaro Augustine-Ohwo - Structural stability testing in GMM models (supervisors: Alastair Hall and Arthur Sinko)
  • Lars Knuth - Modelling and forecasting variance-covariance matrices (supervisors: Ralf Becker and Arthur Sinko)
  • James Lincoln - Infometric estimators and panel data (supervisors: Martyn Andrews and Alastair Hall)
  • Melisa Sayli - Added Worker Effects (supervisors: Martyn Andrews, Ken Clark and Jacopo Mazza)
  • Luke Devonald - Affiliated student (MME RAG); The effect of financial fair play on European Football (supervisors: Paul Madden and Rob Simmons)
  • Jingyi Meng - Affiliated student (MME RAG); Reference dependent preferences and labour-supply (supervisors: Horst Zank and Martyn Andrews)