Professor Stephen Pollock
My primary research interests are in time series analysis and statistical signal processing, with particular emphasis on the frequency-domain aspects. My research in this area is represented by a collection of papers that are available the address of http://www.le.ac.uk/users/dsgp1/SIGNALS/Papers.html.
The program IDEOLOG, which is for the filtering of economic data, can be downloaded from http://www.le.ac.uk/users/dsgp1/index.html
Latterly, my research has focussed on wavelets analysis, which combines the time domain and the frequency domain in a unified analysis. A wavelets approach is appropriate for analysing time-varying relationships in economics.
I have an enduring interest in environmental science. My essays on the environment are accessible via the address http://www.le.ac.uk/users/dsgp1/index.html
A collection of my recent political speeches delivered in the House of Lords, is available at the address. http://www.theyworkforyou.com/peer/viscount_hanworth
Research papers can be downloaded via RePEc.
Most Recent Publications
Pollock, D.S.G., Trends Cycles and Seasons: Econometric Methods of Signal Extraction Econometric Reviews, Online April 2015.
Pollock, D.S.G., Computational Economics, December 2016, Volume 48, Issue 4, pp 669–691.
Pollock, D.S.G., Stochastic processes of limited frequency and the effects of oversampling, Econometics and Statistics, Forthcoming 2017.
Pollock D.S.G. (2013), On Kronecker Products, Tensor Products and Matrix Differential Calculus, International Journal of Computer Mathematics.
Pollock D.S.G. (2013), Filtering Macroeconomic Data, Chapter 5 in Handbook of Research Methods and Applications in Empirical Macroeconomics, Nigar Hashimzade and M.A. Thornton (eds.), Edward Elgar Publishsing.
Pollock D.S.G. (2013), Cycles, Syllogisms and Sematics: Examining the Idea of Spurious Cycles, Journal of Time Series Econometrics.
Pollock D.S.G. (2013), Econometrics---An Historical Guide for the Uninitiated, Interdisciplinary Science Reviews, Vol. 38 No. 2, June 2013, 194–211.