Economics, Finance & Policy

Research themes include: Time series and forecasting linked to applications in macroeconomics and business; Bayesian decision analysis in financial portfolio and economic policy contexts; structured dynamic modelling of increasingly large-scale data sets in economics, finance and business areas; approaches to model calibration, comparison and combination; and others. Research involves collaborations in these and related areas with groups in central banks in several countries as well as industrial groups. 

Faculty in this Research Area