Lecturer

Contact Details

• Tel: 0116 252 5315
• Email: em92@le.ac.uk
• Office: AC008
• Office Hours: Wednesdays 11:00am - 1:00pm

Biography

Curriculum Vitae (Updated November 2010) 

Research Interests

• Time series econometrics, specifically time series decomposition methods.

PhD Supervision

• Qi Sun 
• Amangeldi Kenjegaliev

Teaching

• EC2020: Multiple Regression Analysis
• EC7059: Applied Macroeconometrics
• EC7091: Quantitative Methods for Business and Finance

Administrative Responsibilities

• School outreach visitor

Most Recent Publications

• 'On the sub-optimality of the Hodrick-Prescott Filter', 2007, in Journal of Macroeconomics (with Paul Newbold and Tae-Hwan Kim)
• 'Real-Time Representation of the Output Gap', 2008, in the Review of Economics and Statistics (with Anthony Garratt, Kevin Lee, Kalvinder Shields)
• 'Real-Time Prediction with U.K. Monetary Aggregates in the Presence of Model Uncertainty', 2009, in the Journal of Business and Economic Statistics (with Anthony Garratt, Gary Koop, Shaun Vahey)

Full listing of publications