School of Economics and Finance

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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: Macroeconomics and Econometrics' applications, International Trade and Banking, European policy and Economic Theory

Research keywords: Financial Sector Policy, Credit Analysis, Financial Crisis, Regulation, Africa
Research supervisors: George Kapetanios, Dr. Leone Leonida

Tommaso Colussi
Started: 2009/10
Research keywords: Labour Economics, Migration and Applied Microeconometrics
Research supervisors: Marco Manacorda

Antonello d'Alessandro
Started: 2010/11
Research keywords: Macroeconometics
Research supervisors: Ana Galvao, Giulio Fella

Vessela Daskalova
Started: 2008/9
Research keywords: Microeconomic and Game Theory, Economic Dynamics, Experimental Economics
Research supervisors: Nick Vriend

Serafin Frache Derregibus
Started: 2009/10
Research keywords: Quantitative Macroeconomics; Testing Permanent Income Hypothesis
Research supervisors: Winfried Koeniger, Giulio Fella

Nathalie Gimenes Sanches
Started: 2010/11
Research keywords: Econometrics of Auctions, Nonparametric Statistics, Quantile Regression
Research supervisors: Emmanuel Guerre

Research keywords: Labour Economics, Applied Microeconometrics

Research keywords: Household Debt and Heterogeneous Agent Models
Research supervisors: Xavier Mateos-Planas, Winfried Koeniger

Research keywords: Numerical and computational econometrics, Computational statistics, Linear models estimation, Matrix computations
Research supervisors: Erricos Kontoghiorghes, 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

Research keywords: Labour Economics, Personnel Economics, Microeconometrics
Research supervisors: Marco Manacorda, Barbara Petrongolo

Sarah Mouabbi
Research keywords: Financial Econometrics, Asset Pricing, Term Structure of Interest Rates
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

Research supervisors: Marcelo Fernandes, Francis Breedon

Research keywords: Applied Microeconomics; Economics of Education
Research supervisors: Prof. Manacorda

Research keywords: Labor Economics

Research keywords: Decision theory, MCDA, Choquet integral, Optimization, Preference analysis
Research supervisors: Christopher Tyson, Andriy Zapechelnyuk

Research keywords: Macroeconomics of the labour market, Globalisation, Dynamic Panel Data
Research supervisors: Hector Sala

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: Financial Econometrics, Time Series Analysis, Statistics, Asset Pricing, Quantitative Finance

Research keywords: Macroeconometrics, Forecasting
Research supervisors: Prof. Kapetanios
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