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Tracking the Mutant Strain: Forecasting Covid in the UK

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

Tags:

COVID-19

Forecasting

Time Series

Models


NIESR Weekly Covid-19 Tracker Using Time Series Model

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

Tags:

COVID-19

Time Series

Forecasting

Models


Workshop on Score-Driven Time Series Models

Cambridge-INET are holding an event "Workshop on score-driven time series models" on 28th and 29th March 2018, from 9.00am - 5.00pm, in Winstanley lecture theatre, Trinity College, Cambridge. Please register you interest.

Event Date: Wednesday 27th March 2019 - Friday 29th March 2019

Tags:

Time Series

Theme: empirical


Workshop on Developments in Time Series

2nd April 2015 - Winstanley Lecture Theatre, Trinity College, Cambridge

Event Date: Thursday 2nd April 2015

Tags:

Time Series

Theme: empirical


Masterclass with Wolfgang Härdle

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

Tags:

Time Series

Models

Time-varying

non-Gaussian

Theme: empirical


Masterclass with Marc Hallin

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

Tags:

Time Series

Dynamics

Models

Theme: empirical