Research paper: “Empirically-transformed Linear Opinion Pools”, joint with Anthony Garratt and Timo Henckel, revised January 2022, forthcoming International Journal of Forecasting.
Research paper: “Reassessing The Dependence Between Economic Growth
and Financial Conditions Since 1973″, joint with Tony Chernis (BOC) and Patrick Coe (Carleton), revised March 2022, forthcoming, Journal of Applied Econometrics.
Research paper: “Financial Conditions and the Risks to Economic Growth in the United States Since 1875”, joint with Patrick Coe (Carleton). Previously entitled “Financial Conditions and Vulnerable Growth, 1875-2017”, April 2021.
Research paper: “Improved Methods for Combining Point Forecasts for an Asymmetrically Distributed Variable”, joint with Ozer Karagedikli and Liz Wakerly.
Research paper: “Real-time Forecast Combinations for the Oil Price”, joint with Anthony Garratt and Yunyi Zhang. Journal of Applied Econometrics, 2019. Database, documentation, appendices and draft paper on this webpage.
Details of earlier research papers.
Recent graduate students (at Warwick): Anastasia Allayioti, Yunyi Zhang, Jingwen Shi and Francesco Saverio Gaudio.
I am a regular co-organizer of the Real-time Economics Conference which has been running annually (usually) hosted by central banks and other policymaking institutions.
My current research interests: empirical macro, time series econometrics with macro and financial variables, and some data science.
My current affiliations: Warwick University, CAMA (ANU), NIESR, EABCN and the Artificial Intelligence Innovation Network (AIIN).
Previous academic affiliations include: Cambridge University (Christ’s College) and Melbourne University. I have previously visited Claremont McKenna College and UBC. Spells as a central banker include: RBNZ, Norges Bank and the Bank of England.
My research has been published in academic journals including the American Economic Review, the Journal of Business and Economic Statistics, the Journal of Applied Econometrics and the Economic Journal.
I have delivered short modules on graduate-level empirical macro and macro forecasting at the RBNZ, Norges Bank, Bank Negara Malaysia and the Bank of Canada.
Consulting experience includes The Money Cloud, Coefficiency Lab, ACCC, Citadel Group, Rio Tinto, Norges Bank and RBNZ.