About
The Econometrics group is especially known for its research in theoretical statistics, time-series methods and financial econometrics. In addition we also have growing expertise in the areas of quantile regression models, econometrics of network data, machine-learning methods as applied to problems in causal inference and high dimensional forecasting.
Numerous projects developed by the group have been funded by the ESRC and the British Academy amongst other national and international funding agencies. Our group members regularly deliver talks at international meetings organised by the Econometric Society, the Royal Economic Society, and the Society for Financial Econometrics and hold various editorial positions with journals such as Econometric Theory, Journal of Time-Series Analysis, International Journal of Finance and Economics, Journal of the Royal Statistical Society A.
News and events
Explore our most recent news and events.
People, projects, publications and PhDs
People
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Professor Anastasios Magdalinos
Professor of EconomicsPersonal Webpage: https://sites.google.com/site/tmagdalinos
Email: A.Magdalinos@soton.ac.ukTel: +44 23 8059 3175 -
Doctor Chaowen Zheng
Lecturer in EconomicsPanel Data Econometrics
Accepting applications from PhD studentsEmail: chaowen.zheng@soton.ac.ukTel: +44 7529142342 -
Doctor Christian Schluter
ReaderEmail: C.Schluter@soton.ac.ukTel: +44 23 8059 5909 -
Doctor Daniel Cernin
Senior Teaching FellowMortality modelling
Bayesian statistics
Email: Daniel.Cernin@soton.ac.ukTel: +44 23 8059 3915 -
Doctor Jan Podivinsky
Associate ProfessorApplied econometrics
Financial econometrics
Empirical finance
Email: J.M.Podivinsky@soton.ac.uk -
Doctor Jayeeta Bhattacharya
Lecturer in EconomicsQuantile regression
Econometrics of auctions
Economics of networks
Accepting applications from PhD studentsEmail: J.Bhattacharya@soton.ac.ukTel: +44 23 8059 8718 -
Professor Jean-Yves Pitarakis
Professor of EconomicsPredictive accuracy testing
Predictive regressions
Accepting applications from PhD studentsEmail: J.Pitarakis@soton.ac.ukTel: +44 23 8059 3232 -
Professor Jose Olmo
Professor of Financial EconomicsFinancial econometrics
Time series analysis
Financial economics
Accepting applications from PhD studentsEmail: J.B.Olmo@soton.ac.ukTel: +44 23 8059 2520
Related research institutes, centres and groups
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Applied Economics
The Applied Economics group produces innovative research that furthers and deepens our understanding of economic behaviour and global economic challenges, that informs and influences economic policy. -
Economic Theory and Experimental Economics
Economic theory provides a framework for understanding how people make decisions about allocating resources. We test and refine these theories in controlled experiments to better understand economic behaviour and inform policy makers to improve the well-being of society. -
Macroeconomics
Macroeconomics at Southampton spans a variety of research directions, and emphasises building models of aggregate behaviour by adding up the behaviour of individual economic agents.