About
Jean-Yves Pitarakis is a Professor of Economics (currently 0.75 FTE) at the University of Southampton. He completed his PhD in Economics at Boston University in 1995 and previously held positions at Boston University, Universite Catholique de Louvain (CORE), University of Reading and McGill University. His research interests are in Econometrics, Statistical Theory and Applied Econometrics.
Research
Research groups
Member of:
Research interests
- Predictive regressions
- Model selection and evaluation
- Large dimensional models
Current research
Forecasting in high dimensional settings; Model selection; Forecast evaluation;
Research projects
Active projects
Completed projects
Researchers:
Sponsor: ESRC
Publications
35 publications
Page 1 of 4
Anibal Emiliano Da Silva Neto,
Jesús Gonzalo,
& Jean Yves Pitarakis
, 2021
, Oxford Bulletin of Economics and Statistics
, 83 (3) , 713--741
DOI: 10.1111/obes.12418
Type: article
Jean-Yves Pitarakis,
& Jesús Gonzalo
, 2021
, International Journal of Forecasting
, 37 (4) , 1480--1497
Type: article
Anibal Emiliano Da Silva Neto,
Jesùs Gonzalo,
& Jean-Yves Pitarakis
, 2020
, Oxford Bulletin of Economics and Statistics
Type: article
Jean-Yves Pitarakis,
& Jesús Gonzalo
, 2019
, Oxford Research Encyclopedias (Economics and Finance)
Type: article
Anibal Emiliano Da Silva Neto,
Jesus Gonzalo,
& Jean-Yves Pitarakis
, 2018
Type: workingPaper
Jean-Yves Pitarakis
, 2017
, Oxford Bulletin of Economics and Statistics
, 79 (5) , 851--874
DOI: 10.1111/obes.12184
Type: article
Jesùs Gonzalo,
& Jean-Yves Pitarakis
, 2017
, Journal of Business and Economic Statistics
, 35 (2) , 202--217
Type: article
Jean-Yves Pitarakis
, 2015
Type: workingPaper
Jesus Gonzalo,
& Jean-Yves Pitarakis
, 2015
Type: workingPaper
Anurag Banerjee,
& Jean-Yves Pitarakis
, 2014
, Studies in Nonlinear Dynamics & Econometrics
, 18 (5) , 507--520
Type: article
Supervision
Current PhD Students
PhD Economics
Teaching
Econometrics, Statistics
Biography
Professor of Economics at the University of Southampton since 09/2008. Previous posts at the University of Reading (UK), McGill University (Canada), Universite Catholique de Louvain (Belgium) and Boston University (USA)