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Professor Andrew Harvey FBA

Economics
Andrew Harvey 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.

Website: http://www.econ.cam.ac.uk/faculty/person.html?id=harvey&group=faculty

Appointments

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

Publications

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 Peter Neary

Applied economic theory: international trade (especially market structure, industrial location, and trade policy); industrial organisation (especially research and development) and consumer theory (especially index numbers)

Professor Peter Hammond

Dynamic models in decision and game theory, with applications to normative economics, mechanism design, statistical models with many agents, social choice, ethics, unmodelled events, and experimental economics

Professor Graham Loomes

The theoretical and empirical analysis of people’s values, judgments and decisions, incorporating psychological insights into models of economic behaviour, with policy applications to health, safety, environmental benefits and consumer welfare

Professor Francesco Caselli

Economic development and, in particular, technology choice and transfer; politics and development; economics of natural-resource abundance