Personal profile

Research interests

Research interest are macroeconomics, with a particular focus on banking, financial markets, foreign exchange and international capital markets.  In addition, I am interested in the instability of financial markets, the effects of speculation and the way that these forces can affect macroeconomic outcomes. I have research on the identification and measurement of speculation.  I have used a number of mainly timeseries techniques in this research, including Structured Vector Autoregression, Hidden Markov Models and Event Studies.    

Supervisory Interests

I am interested in supervising in the areas of macroeconomics, international financial markets, banking and risk management, foreign exchange and trading strategies.  I have experience in time series econometrics and the use of R.  

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Collaborations and top research areas from the last five years

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