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Econometricians

Andrea Carriero

Andrea Carriero is a Professor of Economics at Queen Mary University of London. His research interests are in applied Macroeconometrics, empirical macroeconomics, and financial econometrics. Andrea is working on the econometric analysis of the term structure of interest rates and on forecasting and structural modelling with large datasets. He is a consultant for HM Treasury Debt Management Office and has been an intern in the Monetary Policy Strategy division of the ECB. He has done consulting work for HM Treasury Debt Management Office, Banca Intesa, the Central Bank of the Czech Republic, and the Central Bank of Estonia.

Ana Galvão

Ana Galvão is Associate Professor of Economic Modelling and Forecasting at Warwick Business School, University of Warwick. She was until 2013 at the School of Economics and Finance of Queen Mary, University of London. Her research interests are in macroeconometrics and forecasting. She has developed nonlinear time series and mixed frequency models to applications in macroeconomics. She is currently working on modelling and forecasting data revisions and on measuring macroeconomic uncertainty. She is the principal investigator of the ESRC supported-project “Economic Forecasting under Macroeconomic Uncertainty”, and Associated Editor of the International Journal of Forecasting.

George Kapetanios

George Kapetanios is a Professor in the School of Economics and Finance, Queen Mary University of London. He works in the area of econometrics and macroeconomics. In the area of econometrics he is interested in (i) the analysis of nonlinear econometric models, (ii) nonlinear unit root tests, (iii) factor and other models for large datasets (iv) model selection (v) tests of rank (vi) tests of nonlinearity, (vii) econometric forecasting and (vii) modelling under structural change. He has developed unit root tests that are powerful against nonlinear stationary processes for a variety of nonlinear alternative hypotheses. He has developed new tests for nonlinearity with very favourable size and power properties. He has proposed a new methodology for estimating factors from large datasets using state space models. In the area of macroeconomics he has investigated the persistence properties of a number of macroeconomics series and used state space and nonlinear models to forecast GDP and other macroeconomic variables for Europe and the US.

Haroon Mumtaz

Haroon Mumtaz is a Professor in the School of Economics and Finance, Queen Mary University of London. His research interests include Applied Bayesian econometrics and International Macroeconomics. He was previously an economist at the Bank of England.

Zeyyad Mandalinci

Zeyyad Mandalinci is a Postoctoral Research Assistant at the School of Economics and Finance, Queen Mary University of London. He has a PhD in Economics from the University of Warwick, where he has also worked as a Teaching Fellow. His main research interests are international economics and econometrics. In particular, his PhD Thesis focuses on the drivers and the implications of international portfolio capital flows to emerging markets.

External Contributors

Thomai Filippeli

Dr Thomai Filippeli is a Lecturer in the School of Economics and Finance at joined Queen Mary since September 2013. Prior to arriving at Queen Mary, she held lectureship at the University of Buckingham. Dr Filippeli’s research is focused on the area of international macroeconomics and applied econometrics. So far, her research has focused on foreign uncertainty shocks and their impact on the implementation of monetary and fiscal policy, on the relation between financial frictions and the determination of the exchange rate and inflation differentials in monetary unions.

Web Developers

Xueke Lu

Xueke Lu is a PhD student in Queen Mary University of London, Electronic Engineering and Computer Science Department. Her PhD topic is about using networks to exploit ecosystem persistence and robustness from cross-discipline aspect. Her research interests include how climate change would affect food web structure and functionality, how food web self-organization properties help re-structure the network thus preserve network robustness. Apart from that, she is also good at web development and iOS App development.

IT support

Donald Wu

Donald Wu is the IT specialist at the School of Economics and Finance Queen Mary. He is a member of BCS (MBCS) and a qualified Chartered IT Professional (CITP). He has over 15 years experience working in higher education sector and specialized in computational social science support.

Past Contributors

Davide Delle Monache

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