Professor Andrew Harvey FBA
- Fellow type
- UK Fellow
- Year elected
- 1999
- Subjects
- Economics
- Sections
- Economics and Economic History
Summary
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
Past appointments
University of Cambridge Professor of Econometrics
1996 -
University of Cambridge Emeritus Professor of Econometrics, University of Cambridge
1996 -
London School of Economics and Political Science University of London Senior Lecturer, Reader, Professor of Econometrics
1978 - 1996
University of Kent Lecturer
1971 - 1977
Publications
Other Fellows of the British Academy
Professor Philippe Aghion FBA
The economics of innovation, organizations and growth: theory, empirics and policy implications
