Dr Joanne Ercolani

Dr Joanne Ercolani

The Department of Economics
Senior Lecturer in Economics

Contact details

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

Qualifications

PhD in Economics, University of Essex, 2000.

Research

ECONOMICS GROUP:

Econometrics

RESEARCH INTERESTS:

Continuous Time Econometrics, Time series econometrics

Other activities

Director of Undergraduate Studies for Economics

Publications

SELECTED PUBLICATIONS:

Luck versus skill over time: Time varying performance in the cross-section of mutual fund returns (2018), with Marco G. Ercolani and William Pouliot, Applied Economics, volume 50, Issue 34-35. https://doi.org/10.1080/00036846.2018.1436154.

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.

View all publications in research portal