Dr Joanne Ercolani

Senior Lecturer in Economics

The Department of Economics


Contact details

Telephone +44 (0) 121 414 6652

Fax +44 (0) 121 414 7377

Email j.s.ercolani@bham.ac.uk

The Department of Economics
JG Smith Building
University of Birmingham
B15 2TT


PhD in Economics, University of Essex, 2000.





Continuous Time Econometrics, Time series econometrics

Other activities

Postgraduate Exams Officer
Welfare Tutor



JS Ercolani, M.G Ercolani. 2014. Watching the watchmen: a statistical analysis of mark consistency across taught modules, International Review of Economics Education, 17, 17-29.

JS Ercolani. 2014 Cyclical Activity and Gestation Lags in Investment, The Manchester School, Vol. 82, No. 5, 620-630.

JS Ercolani, M. J. Chambers, A. R. Taylor. 2014 Testing for Seasonal Unit Roots by Frequency Domain Regression, Journal of Econometrics, 178, 243-258.

JS Ercolani. 2011. "On the Asymptotic Properties of a Feasible Estimator of the Continuous Time Long Memory Parameter", Journal of Time Series Analysis, 32, 512-517.

JS Ercolani. 2009. "Cyclical Trends in Continuous Time Models", Econometric Theory, 25, 1112-1119.

JS Ercolani, M Chambers. 2006. "Estimation of Differential-Difference Equation Systems with Unknown Lag Parameters", Econometric Theory, 22, 483-498. 

JS Ercolani. 2003. "The Exact Discrete Time Representation of a System of Fourth-Order Differential Equations, Computers & Mathematics with Applications", 46, 213-230.


JS Ercolani, M Chambers. 2002. "Modelling Cyclical Behaviour with Differential-Difference Equations in an Unobserved Components Framework", Econometric Theory, 18, 387-419.

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