Dr Joanne Ercolani

Dr Joanne Ercolani

The Department of Economics
Senior Lecturer in Economics

Contact details

The Department of Economics
University House
University of Birmingham
B15 2TT


PhD in Economics, University of Essex, 2000.


Research Groups:
Group for Research in Econometrics and Data Science, Economics Research into Education Group

Research interests:
Econometric theory including continuous-time modelling, structural time series models, spectral methods; education issues; gender pay gap


Recent publications


Ercolani, M, Pouliot, W & Ercolani, J 2018, 'Luck versus skill over time: time-varying performance in the cross-section of mutual fund returns', Applied Economics, vol. 50, no. 34-35, pp. 3686-3701. https://doi.org/10.1080/00036846.2018.1436154

Ercolani, MG & Ercolani, JS 2014, 'Watching the watchmen: a statistical analysis of mark consistency across taught modules', International Review of Economics Education, vol. 17, pp. 17–29. https://doi.org/10.1016/j.iree.2014.05.001, https://doi.org/10.1016/j.iree.2015.02.001

Ercolani, J 2013, 'Cyclical Activity and Gestation Lags in Investment', Manchester School. https://doi.org/10.1111/manc.12040

Ercolani, J, Chambers, M & Taylor, R 2013, 'Testing for Seasonal Unit Roots by Frequency Domain Regression', Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2013.08.025

Ercolani, J 2011, 'On the asymptotic properties of a feasible estimator of the continuous time long memory parameter', Journal of Time Series Analysis, vol. 32, no. 5, pp. 512-517. https://doi.org/10.1111/j.1467-9892.2010.00709.x

Ercolani, J 2009, 'Cyclical Trends in Continuous Time Models', Econometric Theory, vol. 25, no. 04, pp. 1112-1119. https://doi.org/10.1017/S0266466608090440

Ercolani, J & Chambers, M 2006, 'Estimation of Differential-Difference Equation Systems with Unknown Lag Parameters', Econometric Theory, vol. 22, pp. 483-498. https://doi.org/10.1017/S0266466606060233

Ercolani, J 2003, 'The Exact Discrete Time Representation of a System of Fourth-Order Differential Equations', Computers & Mathematics with Applications, vol. 46, no. 2-3, pp. 213-230. https://doi.org/10.1016/S0898-1221(03)90026-5

Ercolani, J & Chambers, M 2002, 'Modeling Cyclical Behavior with Differential-Difference Equations in an Unobserved Components Framework', Econometric Theory, vol. 18, pp. 387-419. https://doi.org/10.1017/S0266466602182077

Book/Film/Article review

Ercolani, J 2008, 'Book Review', Journal of Time Series Analysis, vol. 29, no. 4, pp. 738-740. https://doi.org/10.1111/j.1467-9892.2008.00578.x

Working paper

Ercolani, J 2010 'Department of Economics Discussion paper Series: On the Asymptotic Properties of a Feasible Estimator of the Continuous Time Long Memory Parameter'.

Ercolani, J, Chambers, MJ & Taylor, AMR 2010 'University of Nottingham Granger Centre Working Paper: Testing for Seasonal Unit Roots by Frequency Domain Regression'.

Ercolani, J 2007 'Department of Economics Discussion Paper Series: Cyclical Trends in Continuous Time Models'.

Ercolani, J & Chambers, MJ 2004 'Department of Economics Discussion Paper Series 04-07: Estimating Lag Parameters in Differential-Difference Equations 04-07'.

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