PhD research
The breadth and depth of the School's research interests is reflected in the range of doctoral work completed over the years. Current PhD projects include: Measuring Cross-Sectional Dependence in Large Datasets, Market Microstructure and Price Discovery; Wage Determination in Italy; Long Memory in Time Series; Forecasting Macro Variables with Large Datasets; Tests of the Permanent Income Hypothesis; Measurement of the Effect of Fiscal Policy; Forecasting and Term Structure of Interest Rates; Modelling Financial Crisis; Categorization and Decision-Making.
PhD research is closely linked to the three main research groupings of the School; these are:-
- Economic Theory
- Econometrics and Finance
- Applied Microeconomics
Please see the School's Research pages for more in-depth information concerning the research conducted by PhD supervisors within the school.
Information about postgraduate study within the School.
Started: 2008/9
Research keywords: Financial Econometrics; Efficiency in the Banking Sector; Market imperfections; Greece
Research supervisors: George Kapetanios, Richard Baillie
Started: 2009/10
Research keywords: Labour Economics, Migration and Applied microeconomics
Research supervisors: Marco Manacorda, Winfried Koeniger
Started: 2010/11
Research keywords: Macroeconometics
Research supervisors: Ana Galvao, Giulio Fella
Started: 2008/9
Research keywords: Microeconomic and Game Theory, Economic Dynamics, Experimental Economics
Research supervisors: Nick Vriend, Francesca Cornaglia
Started: 2009/10
Research keywords: Quantitative Macroeconomics; Testing Permanent Income Hypothesis
Research supervisors: Winfried Koeniger, Giulio Fella
Started: 2008/9
Research keywords: Forecast macroeconomic variables using large datasets, Factor models, Iterative Estimation and Heteroscedastic models
Research supervisors: George Kapetanios, Andrea Carriero
Started: 2010/11
Research keywords: Econometrics of Auctions, Nonparametric Statistics, Quantile Regression
Research supervisors: Emmanuel Guerre
Research keywords: Household Debt and Heterogeneous Agent Models
Research supervisors: Xavier Mateos-Planas, Winfried Koeniger
Started:2010/11
Research keywords: Numerical and computational econometrics, Computational statistics, Linear models estimation, Matrix computations
Research supervisors: Erricos Kontoghiorghes, George Kapetanios
Research keywords: Corporate Finance, Banking crises, Market equilibrium, Banking competition and efficiency
Research supervisors: Leone Leonida, George Kapetanios
Started: 2009/10
Research keywords: Term structure of interest rates, Affine models, Factor models; Bayesian analysis
Research supervisors: Andrea Carriero, Liudas Giraitis
Started: 2010/11
Research keywords: Macroeconometrics
Research supervisors: George Kapetanios, Andrea Carriero
Research keywords: Financial Econometrics, Empirical Finance, Asset Pricing
Research supervisors: Erik Hjalmarsson, George Kapetanios
Started: 2008/9
Research keywords: Time Series Analysis; Bootstrap; Long Memory Models
Research supervisors: Richard Baillie, George Kapetanios
Started: 2008/9
Research keywords: Banking, Financial crises, Contagion, Repo, Haircut, Originate to distribute
Research supervisors: Giovanni Cespa (Cass Business School), Francis Breedon
Research keywords: Monetary policy in developing countries
Research supervisors: Xavier Mateos-Planas,
Started: 2009/10
Research keywords: Market Microstructure, Price Discovery, Mispricing, Integrated Volatility
Research supervisors: Marcelo Fernandes, Giovanni Cespa
Started: 2008/9
Research keywords: Forecasting, Real-time Data, Learning
Research supervisors: Ana Galvao and Emmanuel Guerre