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Professor Andrew Harvey FBA

Professor Andrew Harvey FBA profile picture

About this Fellow

Andrew Harvey is Emeritus Professor of Econometrics in the Faculty of Economics, University of Cambridge, and a Fellow of Corpus Christi College. Prior to that he was Professor of conometrics at the London School of Economics. He is a Fellow of the Econometric Society. He has published over one hundred articles in journals and edited volumes. He is the author of two textbooks, The Econometric Analysis of Time Series and Time Series Models, and two research monographs, Forecasting, Structural Time Series Models and the Kalman Filter (1989) and, most recently, Dynamic Models for Volatility and Heavy Tails (2013). He is one of the developers of the STAMP package. His research interests are in time series.



Current post

  • Emeritus Professor of Econometrics, University of Cambridge

Past Appointments

  • Lecturer, University of Kent, 1971 - 1977
  • Senior Lecturer, Reader, Professor of Econometrics, London School of Economics and Political Science University of London, 1978 - 1996
  • Professor of Econometrics, University of Cambridge, 1996
  • Emeritus Professor of Econometrics, University of Cambridge, University of Cambridge, 1996


Dynamic Models for Volatility and Heavy Tails 2013

The econometric analysis of time series 1981

Time series models 1981

Forecasting, structural time series models and the Kalman filter 1989

Dynamic Models for Volatility and Heavy Tails Econometric Society Monograph. Cambridge University Press Jun-13

Other Economics and Economic History Fellows

Professor Carol Propper

The economics of health and health care; the role for markets, pseudo-market mechanisms and financial incentives in the delivery of public services

Professor Roger Backhouse

The history of economics, focusing on the twentieth century, including applied economics, macroeconomics, economics and the other social sciences, Maynard Keynes and Paul Samuelson

Professor Dimitri Vayanos

Financial markets; liquidity and market imperfections; bubbles and crashes; asset management; interest rates; government debt policy; financial regulation; behavioural economics and finance; organizations

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