Group for Research in Econometrics and Data Science

Researchers in the Group for Research in Econometrics and Data Science are interested in the analysis of panel and time series data and their applications in economic growth, financial economics, environmental economics, banking and education. 

Group Director: Professor Anindya Banerjee
Research interests: Factor models, forecasting with large datasets, time-varying structural vector autoregressions, panel data models with integrated series.

Group Co-Director: Yiannis Karavias
Research interests: Econometric theory, panel data, structural change, threshold regression, unit root tests

Marco R Barassi
Research interests: Analysis of non-stationary time series, structural change in time series models, time series with long memory, non-linear time series models with applications to environmental and financial economics.

Joanne S Ercolani
Research interests: Time series econometrics, estimation of continuous time models 

Nicholas J Horsewood
Research interests: International econometrics, labour econometrics, economic history, housing economics.

Livia Menezes
Research interests: crime, education, health and labour.

James Rockey
Research interests: Political Economy, Productivity and Inequality

Sasha Talavera
Research interests: Big data, fintech, online price setting, social networks, empirical corporate finance