Roger E Backhouse
Roger Backhouse's recent research has been on the history of economics and the other social sciences since 1945. He is currently completing books on John Maynard Keynes and on the history of non-market clearing macroeconomics and is about to embark on an intellectual biography of Paul A. Samuelson.
His current research is on unionized labour markets, electricity pricing, market games, and numerical methods. His broader research interests are in the mathematical methods of economics and in the philosophy of knowledge.
Anindya Banerjee's recent research has focused on the macroeconometrics of large datasets, including the use of factor models for forecasting and estimation and inference in large macropanels of nonstationary data. He has research interests in related fields, broadly macroeconomics, including mark-up models and the theory and estimation of New Keynesian Phillips curve.
Marco R Barassi
Marco Barassi works on applied time series econometrics. His research focuses in particular on the analysis and the estimation of non-stationary time series models, long memory models, and non-linear models with applications in environmental economics and financial economics.
David G Dickinson
Director, Birmingham Business School
Joanne S Ercolani
Joanne works in the area of time series econometrics and in particular she is interested in continuous time models, modelling cyclical behaviour using differential equations and differential-difference equations, frequency domain methods of estimation and the estimation of spectral density functions.
Marco G Ercolani
His research is in the area of applied econometrics by 'bringing data to theories'. He has experience in analysing time-series, cross-section, and panel and datasets. Recent research has focused on applying Blinder-Oaxaca decompositions to analyse various aspects of labour markets.
John Fender’s recent research has been in the areas of theoretical open economy macroeconomics and political economy models of franchise extension and institutional change. He is currently completing a textbook on monetary policy and investigating why severe fiscal contractions may be expansionary. He is also working on the economics of crime and on the stock market.
Nicholas J Horsewood
Senior Lecturer in Economics
Liu works on different issues related to quantitative modelling of the global financial markets; in particular, his research focuses on application of the quantitative trading strategies to stock markets, such as regime switching modelling in stock markets, market microstructures, and trading-rule testing; he also is involved in real-time program trading.
Pouliot’s research looks at different areas of econometrics as it relates to testing of parameter stability in regression and Value at Risk models; in particular this research applies theories of weak convergence to establish limiting distributions of test statistics that are used to test for parameter stability in regression and Value at Risk models. His research also looks at the role uncertainty plays in OLG models and how it can affect first best outcomes; his research shows that uncertainty can lead to multiple steady states and can impact household decision’s in such a way that the first best outcome is no longer attainable.
Considers himself to be an applied econometrician, working in areas as diverse as monetary economics, behavioural economics and finance. He also has an interest in establishing the small sample properties and behaviours of econometric procedures related to time series and panel applications.
Somnath Sen's recent research has been in the broad field of finance and development in emerging economies as well as in the macroeconomics of trade policy during the inter-war years. He is also researching into the interrelationships between security, conflict and development.
His current research interests lie mainly in the areas of financial economics and banking; his recent work examines various refinements of common bank insolvency risk measures, the relationship between bank equity involvement in industrial firms and bank risk, and the role uncertainty plays in banks' loan charge-off decisions