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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.

Members and affiliated researchers

Faculty

  • Martyn Andrews - Professor - applied microeconometrics, labour economics, matching models
  • Peter Backus - Senior 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
  • Rachel Griffith - Professor - applied microeconometrics, applied industrial organisation and firm behaviour, innovation and productivity (currently on leave)
  • Alastair Hall - Professor - theoretical econometrics and statistical inference
  • Ekaterina Kazak - Lecturer - applied econometrics, financial econometrics, causal inference
  • Chris Orme - Professor - theoretical econometrics, statistical inference, nonparametric analysis and misspecification testing; Head of School of Social Sciences
  • Simon Peters - Lecturer - applied microeconometrics, specification testing and labour economics
  • Arthur Sinko - Lecturer - econometrics and financial econometrics, methods for high-frequency data
  • Mazhar Waseem - Lecturer - public finance

Associated researchers

Econometrics and Applied Seminar

The group also runs a weekly seminar series.
Thursdays 1:00pm-2:15pm
Organisers: Alessia Isopi, Ron Chan, Mazhar Waseem

Enquires

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