Joanne Ercolani

Joanne Ercolani

The Department of Economics
Associate Professor 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.

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.,

Ercolani, J 2013, 'Cyclical Activity and Gestation Lags in Investment', Manchester School.

Ercolani, J, Chambers, M & Taylor, R 2013, 'Testing for Seasonal Unit Roots by Frequency Domain Regression', Journal of Econometrics.

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.

Ercolani, J 2009, 'Cyclical Trends in Continuous Time Models', Econometric Theory, vol. 25, no. 04, pp. 1112-1119.

Ercolani, J & Chambers, M 2006, 'Estimation of Differential-Difference Equation Systems with Unknown Lag Parameters', Econometric Theory, vol. 22, pp. 483-498.

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.

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

Book/Film/Article review

Ercolani, J 2008, 'Book Review', Journal of Time Series Analysis, vol. 29, no. 4, pp. 738-740.

Entry for encyclopedia/dictionary

Ercolani, J 2023, Unobserved Components Models. in JH Hamilton, A Dixit, S Edwards & K Judd (eds), Oxford Research Encyclopedias: Economics and Finance. Oxford University Press.

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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