Professor Neil Shephard FBA
- Fellow type
- UK Fellow
- Year elected
- 2006
- Subjects
- Economics
- Sections
- Economics and Economic History
Summary
Neil Shephard's broad research interests are in econometrics, finance and statistics, with a particular focus on financial econometrics. He has made significant advances in developing simulation based inference methods for online learning and has contributed methods to allow the mainstream use of high frequency financial data in economics. He joined the Harvard faculty in 2013, holding a professorship joint between the Economics and Statistics Departments. Since 2015 he has also been the chair of the Statistics Department. Professor Shephard is a fellow of the Econometric Society and the British Academy. He is an associated editor of Econometrica. Professor Shephard was a faculty member at the London School of Economics from 1988-1993 and Oxford University and Nuffield College, Oxford from 1991 to 2013.
Current post
Professor of Economics and of Statistics, Harvard University
Past appointments
Department of Economics, Harvard Professor of Economics and of Statistics
2013 -
Nuffield College University of Oxford Professorial Fellow
2006 - 2013
Nuffield College University of Oxford Professor of Economics
2006 - 2013
Nuffield College University of Oxford Director of the Oxford-Man Institute
2006 - 2011
Nuffield College University of Oxford Official Fellow in Economics
1993 - 2006
Nuffield College University of Oxford Gatsby Prize Research Fellow
1991 - 1993
London School of Economics and Political Science University of London Lecturer
1988 - 1993
Publications
Other Fellows of the British Academy
Professor Graham Loomes FBA
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 Barbara Petrongolo FBA
Labour markets; gender inequalities; search frictions; public policy
Professor Orazio Attanasio FBA
Economics South America Colombia South Asia India Economic Policy USA, Canada and/or Mexico Mexico
