School of Economics and Finance

Jump to menu

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: Banking, Financial Econometrics, Applied Financial Econometrics, Empirical Finance, Financial Economics
Research supervisors: George Kapetanios, Richard Baillie
Research keywords: Labor Economics; Economics of Education; Wellbeing; Policy Evaluation; Applied Microeconometrics
Research supervisors: Prof. Manacorda, Prof. Petrongolo
Research keywords: Financial Sector Policy, Credit Analysis, Financial Crisis, Regulation, Africa
Research supervisors: George Kapetanios, Dr. Leone Leonida
Started: 2009/10
Research keywords: Labour Economics, Migration and Applied Microeconometrics
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
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
Research keywords: Macroeconometrics
Research supervisors: Ana Galvao
Research keywords: Microeconomic Theory; Public Economics; Networks, Clubs and Public Goods
Research supervisors: Dr. Allouch
Research keywords: Financial markets, Macroeconomics
Research supervisors: Prof. Hjalmarsson, Prof. Breedon
Research keywords: Financial Econometrics, Nonlinearity test
Research supervisors: George Kapetanios
Started: 2009/10
Research keywords: Time Series Forecasting, Yield Curve Modelling, Bayesian Econometrics
Research supervisors: Andrea Carriero, Liudas Giraitis
Research keywords: Labour Economics, Personnel Economics, Microeconometrics
Research supervisors: Marco Manacorda, Barbara Petrongolo
Research keywords: Financial Econometrics, Forecasting, Stochastic Processes
Research supervisors: Andrea Carriero, George Kapetanios
Research keywords: Financial Econometrics, Empirical Finance, Asset Pricing
Research supervisors: Erik Hjalmarsson, George Kapetanios
Research keywords: Financial Markets, Commodity prices, Time Series Econometrics, Co-integration
Research supervisors: Dr. Rachel Male, Mr. Y. Makedonis
Research keywords: Macroeconometrics, Monetary Policy, DSGE Models, VAR Models
Research supervisors: George Kapetanios, Anna Galvao
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:2010/11
Research supervisors: Marcelo Fernandes, Francis Breedon
Started: 2009/10
Research keywords: Financial Economics, Empirical Finance, Market Microstructure, Financial Markets, Corporate Finance
Research keywords: Applied Microeconomics; Economics of Education
Research supervisors: Prof. Manacorda
Research keywords: Decision theory, MCDA, Choquet integral, Optimization, Preference analysis
Research supervisors: Christopher Tyson, Andriy Zapechelnyuk
Started: 2008/9
Research keywords: Forecasting, Real-time Data, Learning
Research supervisors: Ana Galvao and Emmanuel Guerre
Research keywords: Economic Policy; Growth Theory; Development Economics; Political Economy
Research supervisors: Prof. Mateos-Planas, Dr. Koeniger
Research keywords: Macroeconometrics, Forecasting
Research supervisors: Prof. Kapetanios
Bookmark and Share