BSc. (Economics), London School of Economics, 1983
M.Phil. (Economics), Nuffield College, University of Oxford, 1985
D.Phil. (Economics), Nuffield College, University of Oxford, 1987
M.Sc. Econometrics (G26, 27, 28, 29, 8)
Econometric Methods (undergraduates, ECON 207)
Leader of Econometrics Research Group
DIW Research Professor, Deutsches Institut für Wirtschaftsforschung (DIW Berlin)
Associate Editor, Oxford Bulletin of Economics and Statistics
Managing Editor, Oxford Economic Papers
Scientific Counsellor, Directorate of Macroeconomic Forecasting, Banque de France
“Structural Factor Error Correction Models: Cointegration in Large Scale Factor Models” (with Massimiliano Marcellino and Igor Masten), published as CEPR Discussion Paper No. 9858, submitted to Journal of Business and Economics Statistics.
“Cointegration in Panel Data with Structural Breaks and Cross-Section Dependence” (with Josep Carrion-i-Silvestre), 30, pages 1–23.
“Modelling thirty five years of coffee prices in Brazil, Guatemala and India and the Law of One Price”, Department of Economics, University of Birmingham Discussion Paper No. 10-22 (with S. Mohan and B. Russell) (forthcoming World Bank Economic Review)
“Forecasting with factor error correction models” (with M. Marcellino and I. Masten), International Journal of Forecasting, 30, 589-612.
“How to use SETAR models in gretl”(with Federico Lampis) - published online in Computational Economics, DOI: 10.1007/s10614-014-9445-8.
“Testing for structural breaks using common correlated effects estimators”, Department of Economics, University of Birmingham Discussion Paper No.11-16 (with Josep Carrion-i-Silvestre)
“A multiple break panel approach to estimating United States Phillips curves”, Working Paper No. 232, Dundee Discussion Papers in Economics, also Department of Economics, University of Birmingham Discussion Paper No. 10-14 (with B. Russell, I. Malki and N. Ponomareva)
'Forecasting with Factor-Augmented Error Correction Models', EUI-RSCAS Working Paper No. 2009-32 (with M.Marcellino and I. Masten).
'Factor error correction models' in The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry, edited byJennifer Castle and Neil Shephard, Oxford University Press, Oxford, p.227-254 (with M. Marcellino).
'Forecasting macroeconomic variables using diffusion indexes inshort samples with structural change”, in Forecasting in the Presenceof Structural Breaks and Model Uncertainty, edited by D. Rapach and M.Wohar, Elsevier, p. 149 - 194 (with M. Marcellino and I. Masten).
'Are There Any Reliable Leading Indicators for US Inflation and GDPGrowth?”, International Journal of Forecasting, 22, p. 137-151 (with M.Marcellino). Awarded Outstanding Paper 2006-2007.