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Fellow

Prof. Andrew Harvey

Harvey, A's picture Fellow

Research interests: 

Emeritus Professor of Econometrics in the Faculty of Economics, University of Cambridge, and a Fellow of Corpus Christi College. He is also a Fellow of the Econometric Society and a Fellow of the British Academy (FBA). His research focuses on time series, financial econometrics, state space models, signal extraction and volatility.

Additional information: 

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 Econometrics at the London School of Economics.  He is a Fellow of the Econometric Society and a Fellow of the British Academy (FBA). 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.

Publications by Prof Andrew Harvey

Time series models for epidemics: leading indicators,... Harvey, A

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National Institute of Economic and Social Research

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