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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 Esther Duflo

The economic lives of households in poor countries: how they make decisions, what constraints they face, and how this should influence the design of policy; and the at-scale evaluation of such policies, mainly using randomized field experiments

Professor Robin Burgess

Applied economics: development economics, environmental and energy economics, microeconomics of growth, political economy, public economics, labor economics