Dr William Pouliot

Dr William Pouliot

The Department of Economics
Lecturer in Economics

Contact details

Address
Birmingham Business School
Department of Economics
University House
University of Birmingham
Edgbaston
Birmingham
B15 2TT
UK

Research interests: Econometric Theory, Financial Econometrics, Labour Economics

Qualifications

 

  • Doctor of Philosophy (Economics, City University)
  • Doctor of Philosophy (Mathematics, Carleton University)

Biography

Pouliot’s research looks at different areas of econometrics as it relates to testing of parameter stability in regression and risk models; in particular this research applies theories of weak convergence to establish limiting distributions of test statistics that are used to test for parameter stability in these models.    His research also looks at the role uncertainty plays in OLG models and how it can affect first best outcomes; his research shows that uncertainty can lead to multiple steady states and can impact household’s decisions in such a way that the first best outcome is no longer attainable.

Teaching

Teaching responsibilities include providing lectures in Advanced Econometrics and Undergraduate Econometrics.

Administration includes MSc. and extended essay allocation.

Research


  • Econometric Theory
  • Financial Econometrics
  • Labour Economics

Publications

Recent publications

Article

Mojirsheibani, M & Pouliot, W 2021, 'A nearest-neighbor-based ensemble classifier and its large-sample optimality', Journal of Statistical Computation and Simulation, pp. 1-17. https://doi.org/10.1080/00949655.2021.1882458

Huang, R, Pilbeam, K & Pouliot, W 2021, 'Do actively managed US mutual funds produce positive alpha?', Journal of Economic Behavior and Organization, vol. 182, pp. 472-492. https://doi.org/10.1016/j.jebo.2019.03.006

Boonman, T, Litsios, I, Pilbeam, K & Pouliot, W 2021, 'Modelling the trade balance between the Northern and Southern Eurozone an intertemporal approach', Journal of International Money and Finance. https://doi.org/10.1016/j.jimonfin.2021.102508

Huang, R, Asteriou, D & Pouliot, W 2020, 'A reappraisal of luck versus skill in the cross-section of mutual fund returns', Journal of Economic Behavior & Organization, vol. 176, pp. 166-187. https://doi.org/10.1016/j.jebo.2020.03.032

Goenka, A, Jafarey, S & Pouliot, W 2020, 'Pollution, mortality and time consistent abatement taxes', Journal of Mathematical Economics, vol. 88, pp. 1-15. https://doi.org/10.1016/j.jmateco.2020.01.004

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

Al-Sharadqah, A, Mojirsheibani, M & Pouliot, W 2018, 'On the performance of weighted bootstrapped kernel deconvolution density estimators', Statistical Papers, pp. 1-26. https://doi.org/10.1007/s00362-018-1006-0

Horvath, L, Pouliot, W & Wang, S 2017, 'Detecting At-Most-m-Changes in Linear Regression Models', Journal of Time Series Analysis, vol. 38, no. 4, pp. 552-590. https://doi.org/10.1111/jtsa.12228

Mojirsheibani, M, Manley, K & Pouliot, W 2017, 'On density and regression estimation with incomplete data', Communications in Statistics: Theory and Methods. https://doi.org/10.1080/03610926.2016.1277751

Pouliot, W 2016, 'Robust Tests for Change in Intercept and Slope in Linear Regression Models with Application to Manager Performance in the Mutual Fund Industry', Economic Modelling. https://doi.org/10.1016/j.econmod.2016.03.011

Pouliot, W & Mojirsheibani, M 2016, 'Weighted bootstrapped kernel density estimators in two-sample problems', Journal of Nonparametric Statistics. https://doi.org/10.1080/10485252.2016.1253842

Pouliot, W, Olmo, J & Pilbeam, K 2011, 'Detecting the Presence of Insider Trading via Structural Break Tests', Journal of Banking & Finance, vol. 35, no. 11, pp. 2820-2828. https://doi.org/10.1016/j.jbankfin.2011.03.013

Pouliot, W & Olmo, J 2011, 'Early Detection Techniques for Market Risk Failure', Studies in Nonlinear Dynamics & Econometrics, vol. 15, no. 4, 1. https://doi.org/10.2202/1558-3708.1800

Discussion paper

Goenka, A, Jafarey, S & Pouliot, W 2012 'Pollution, mortality and optimal environmental policy: Discussion Paper 12-05' Department of Economics, University of Birmingham, pp. 1-46. <http://www.birmingham.ac.uk/schools/business/departments/economics/research/discussion-papers/2012-discussion-papers.aspx>

View all publications in research portal

Culture and collections

Schools, institutes and departments

Services and facilities