Professor Andrew Harvey FBA

Economics

Elected 1999

UK Fellow
1999
Economics

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

University of Cambridge Professor of Econometrics

Jan 1996 -

University of Cambridge Emeritus Professor of Econometrics, University of Cambridge

Jan 1996 -

London School of Economics and Political Science University of London Senior Lecturer, Reader, Professor of Econometrics

Jan 1978 - Jan 1996

University of Kent Lecturer

Jan 1971 - Jan 1977

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

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