Dr Deborah Gefang

Associate Professor

Contact details

  • Tel: +44 (0)116 252 2854
  • Email: dg171@le.ac.uk
  • Office: Room 0.06, Mallard House, Brookfield
  • Office hours: Thursdays 9:00 am - 11:00 am (term time only) otherwise by appointment

Teaching

Administrative Duties

  • UG Syllabus Committee Chair (Metrics)

Research

  • Bayesian Econometrics
  • Time Series Analysis
  • Applied Econometrics

Research papers can be downloaded via RePEc.

You must apply formally to our Economics PhD programme before we allocate you a supervisor as part of the review process. You do not need to contact our staff separately.

Publications

A New Look at Variation in Employment Growth in Canada: The Role of Industry, Provincial, National and External Factors, Journal of Economic Dynamics and Control, forthcoming (Mike Campolieti and Gary Koop, coauthors).

Time Variation in the Dynamics of Worker Flows: Evidence from North America and Europe, Journal of Applied Econometrics, forthcoming (Mike Campolieti and Gary Koop, coauthors).

Bayesian Doubly Adaptive Elastic-Net Lasso for VAR Shrinkage, International Journal of Forecasting, 2014, 30(1), 1-11.

Money-output Causality Revisited – A Bayesian Logistic Smooth Transition VECM Perspective, Oxford Bulletin of Economics and Statistics, 2012, 74(1), 131-51.

The Dynamics of UK and US Inflation Expectations, Computational Statistics and Data Analysis, 2012, 56(11), 3120-33 (Gary Koop and Simon Potter, coauthors).

Understanding Liquidity and Credit Risks in the Financial Crisis, Journal of Empirical Finance, 2011,18(5), 903-14 (Gary Koop and Simon Potter, coauthors).

Nonlinear Impacts of International Business Cycles on the UK – A Bayesian LSTVAR Approach, Studies in Nonlinear Dynamics & Econometrics, 2011, Vol. 14, Iss.1, Article 2 (Rodney Strachan, coauthor).

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Contact Details

School of Business
University of Leicester
University Road
Leicester
LE1 7RH

ulsb@le.ac.uk

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