Andrew Harvey's main research is on time series, focusing on financial time series and climate change. In March 2020 the first UK lockdown diverted his attention to modelling the spread of epidemics. He began work on COVID-19 with his Corpus Christi colleague, Paul Kattuman. This has resulted in four publications; the most recent came out in the Journal of the Royal Society Interface and the National Institute Economic Review.

Published on: Monday 26th July 2021

COVID-19

Forecasting

Time Series

Models

Dr. Flavio Toxvaerd gave a plenary talk at The Bridging Disciplinary Divides for Behaviorally Modulated Mathematical Models in Human Epidemiology workshop.

Published on: Thursday 27th May 2021

COVID-19

Epidemic Theory

Game Theory

Models

The Society for Financial Econometrics is a global network of academics and practitioners dedicated to sharing research and ideas in the fast growing field of financial econometrics.

Published on: Tuesday 6th April 2021

Finance

Econometrics

Models

Methods

Theme: empirical

Dr Christopher Rauh is proposing a new model for forecasting conflict, which could predict when outbreaks of violence might escalate and spill into armed conflict.

Published on: Thursday 25th March 2021

Conflict

Prediction

Models

Risk Estimation

Theme: transmission

La Vanguardia newspaper has published an article that reports on Dr. Christopher Rauh's new model for forecasting conflict.

Published on: Friday 26th March 2021

Conflict

Prediction

Models

Risk Estimation

Theme: transmission

A new study co-authored by Emeritus Professor Andrew Harvey produces good forecasts of epidemics before new cases or deaths peak.

Published on: Sunday 21st February 2021

COVID-19

Time Series

Forecasting

Models

Dr. Flavio Toxvaerd gave a talk about his research into "Social Distancing: Two Extensions of the Standard Model" as part of the Adam Smith's Panmure House research seminar series.

Published on: Tuesday 12th January 2021

COVID-19

Social Distancing

Epidemiology

Models

Quantile regression is a comprehensive ensemble of statistical techniques for estimating models for conditional quantile functions. This conference will bring together leading contributors to the quantile regression literature to discuss recent developments, raise open problems and consider future research challenges.

Event Date: Thursday 10th December 2015 - Friday 11th December 2015

Quantile Regression

Estimation

Models

Theme: none

Professor Giancarlo Corsetti will be giving the Edgeworth Lecture on "Metaphors and Models of the Eurozone Crisis", at the 29th Annual Irish Economic Association Conference, on May 8th 2015.

Published on: Friday 8th May 2015

Models

Eurozone

EU

Cambridge-INET will be hosting a Masterclass with Prof. Wolfgang Härdle (Federal Reserve) at the Winstanley Theatre, Trinity College, Cambridge, on the 28th - 29th May 201=4, from 09.30am - 6.00pm. Please register you interest.

Event Date: Wednesday 28th May 2014 - Thursday 29th May 2014

Time Series

Models

Time-varying

non-Gaussian

Theme: empirical

Cambridge-INET will be hosting a Masterclass with Prof. Marc Hallin (Emeritus Professor of Statistics at the Mathematics Department of the Université libre de Bruxelles and the European Center for Advanced Research in Economics and Statistics.) in the Keynes and Meade Room, Faculty of Economics Cambridge, on the 17th - 19th February 2014.

Event Date: Monday 17th February 2014 - Wednesday 19th February 2014

Time Series

Dynamics

Models

Theme: empirical