School of Economics

Econometrics Group

Our research

The Econometrics group covers a variety of areas including time series analysis, macroeconometrics, financial econometrics, spatial econometrics, microeconometrics and empirical industrial organization. The group consistently publishes in top economics and econometrics journals such as the Journal of Econometrics, International Economic Review, Journal of Monetary Economics, Journal of the American Statistical Association, Journal of Business and Economic Statistics, Journal of Money Credit and Banking, and Econometric Theory. Research is regularly disseminated at international conferences and internal seminars.

Our members

Group Co-ordinator

Member Research interests
Prof. Valentina Corradi Econometric Theory, Financial Econometrics

Research Staff

Member Research interests
Dr. Ana-Maria Dumitru Econometric Theory, Financial Econometrics
Dr. Vasco Gabriel Macroeconometrics, Time Series
Dr. Tom Holden Macroeconometrics, Time Series
Dr. Federico Martellosio Econometric Theory, Spatial Econometrics
Prof. Joao Santos Silva Econometric Theory, Microeconometrics
Dr. Tang Srisuma Empirical Industrial Organisation, Microeconometrics
Prof. Robert Witt Economics of crime, Economics of sport, Microeconometrics

Visiting Researchers

Member Research interests
Prof. Valentino Dardanoni (University of Palermo) Microeconometrics
Dr. George Athanasopoulos (Monash University) Theoretical Econometrics, Forecasting

PhD Research Students

Member Research interests
Mr. Jack Fosten Econometric Theory