PhD Workshop Series:

Programme for 2009-2010

Advanced Quantitative Methods in Economics & Finance

 

Professor Kaushik Mitra Professor Kaushik Mitra did his BSc and MSc at the University of Calcutta before obtaining his PhD from Cornell University. He was previously a lecturer in the University of York and, before arriving at St Andrews, Professor at Royal Holloway College, University of London. He is currently the Director of Postgraduate Studies (Research) at St Andrews University. His research interests lie in Macroeconomics and Monetary Economics.
Monday
18 January

The Inaugural Lecture was delivered by Professor Mitra on “What Quantitative Methods does a Macroeconomist need to know”.

Podcast available

Slides available

Dr Paul Elhorst Dr Paul Elhorst is Associate Professor of Economics at the University of Groningen, the Netherlands. Previously he was Assistant Professor of Regional Science at the University of Groningen, and also Economist at the Agricultural Economics Research Institute (LEI) in the Hague. He has degrees in Economics (PhD, University of Amsterdam) and Econometrics (MSc, University of Amsterdam). He was awarded the Martin Beckmann Prize for the best paper in Papers in Regional Science 2007 (Jury: Masahija Fujita, Jean Paelinck, John Quigley, Jouke van Dijk). He is Educational Coordinator of the Bachelor and Master Economics at the University of Groningen and member of the Editorial Board of Eurasian Review of Econometrics, Papers in Regional Science and Letters in Spatial and Resource Sciences. His research interests lie in Spatial Econometrics and Labour Economics.
Monday
18 January

Topics in Econometrics: Spatial Panels presented by Dr Elhorst

Podcast available

Part 1

Part 2

Part 3

Part 4

Slides available

Professor George Evans Professor George Evans’s first full-time academic appointments were at the University of Stirling, Scotland, and then at Stanford University from 1981-1987. In 1983-4 he visited the London School of Economics and then in 1987 he joined the Economics Department at the LSE, where he remained until 1993. During 1993-4 he was the George Watson and Daniel Stewart Professor of Political Economy at the University of Edinburgh, Scotland. In September 1994 he came to the University of Oregon as the first John B Hamacher Professor of Economics, a newly endowed Chair. He was named a College of Arts and Sciences Distinguished Professor in 2005. Since October 2007 he has also been part-year Professor of Economics and Finance, University of St Andrews, Scotland. His research interests lie in the role of expectations and learning in business cycles, macroeconomic policy, and asset markets
Friday
26 March

Topics in Macroeconomics presented by Professor Evans

Podcast available

Slides available:

Download lecture 1
Download lecture 2
Download lecture 3
Download lecture 4

Reading list

 

Above left to right: Professor McCrorie (Head of School of Economics & Finance, St Andrews), Professor Evans and Dr Lasselle (PhD Workshop organiser)

Professor Russell Davidson Professor Russell Davidson holds the Canada Research Chair in Economics at McGill University in Canada. He also teaches at GREQAM in Marseilles in France and previously taught for many years at Queen's University in Canada. He has a PhD in Physics from the University of Glasgow and a PhD in Economics from the University of British Columbia. He is a Fellow of the Econometric Society and the author of many scientific papers. He is the co-author with J. G. MacKinnon of Estimation and Inference in Econometrics (OUP, 1993) and Econometric Theory and Methods (OUP, 2004).
Tuesday
6 April

Topics in Econometrics presented by Professor Davidson

Podcast available

Part 1

Part 2

Part 3

Part 4

Slides available

 

Above: Professor Davidson (with the white shirt) among the participants including Professor McCrorie (Head of School of Economics & Finance, St Andrews) and Professor Evans (one of our Workshop Series presenters)

Professor Bernt Øksendal Professor Bernt Øksendal is Professor of Mathematics at the University of Oslo, Norway. He is also an Adjunct Professor at the Institute of Finance and Management Science, Norwegian School of Economics and Business Administration (NHH), Bergen. From 2005 he holds the Chair of the European Science Foundation program “Advanced Mathematical Methods in Finance (AMaMeF)”. Starting this year he is also chairing the new ERC Advanced Research project "Innovations in Stochastic Analysis and Applications (Innostoch)". His research interests lie in stochastic control, stochastic differential games and asymmetric information, stochastic differential equations and applications, mainly to finance and biology.
Wednesday
7 April

“Malliavin calculus for Lévy processes and applications to finance” presented by Professor Øksendal

Podcast available

Part 1

Part 2

Part 3

Part 4

Above: Professor Øksendal (first person on the left hand side) among the participants including Professor Davidson (one of our Workshop Series presenters).