ECMFE Research Workshop

13:15- 14:15 ( Registration and coffee/lunch )

14:15-15:15  Session 1 ( Professor Hashem Pesaran )

15:15-16:00 Session 2 ( Professor George Kapetanios ) 

16:00-16:45 Session 3 ( Dr Ilias Chronopoulos ) 

This seminar is free to attend with no need to register in advance.

We welcome you to join us on  Tuesday 15 October 2024 at 1.15pm our Colchester campus, room EBS.2.40.

If you are unable to attend in person, this seminar will be available to watch live online.

Professor Hashem Pesaran

Dr. M. Hashem Pesaran is the John Elliot Distinguished Chair in Economics and Professor of Economics at USC Dornsife, and Director of the Center for Applied Financial Economics. He is also an Emeritus Professor of Economics at Cambridge University and a Lifetime Fellow of Trinity College, Cambridge.

Dr. Pesaran is a Fellow of the British Academy, the Econometric Society and the Journal of Econometrics. He was awarded Honorary Doctorates by the University of Salford in 1993, the University of Goethe, Frankfurt in 2008, the University of Maastricht in 2013 and the University of Economics in Prague in 2016. In September 2013 he was named as Thomson Reuters Citation Laureate in Economics. More recently he was named by Thomson Reuters as one of the World’s Most Influential Scientific Minds for 2014 and 2015.

He has served as consultant to the United Nations, the World Bank and the International Monetary Fund. Dr. Pesaran is the founding editor of the Journal of Applied Econometrics, and a founding Board Member of the International Association for Applied Econometrics. His work has been published around 250 articles in academic journals and edited volumes, and 19 books and edited volumes. He received the Royal Economic Society Prize (1992), the Best Paper Award of Econometric Reviews (2004-2005), Best Paper Award of the International Journal of Forecasting (2007), and the Econometric Theory Award (2008).

Professor George Kapetanios

George Kapetanios is Professor of Finance and Econometrics and Head of Department, Banking & Finance at King's Business School. He joined King's in September 2015. He holds an MSc from the London School of Economics and Political Science and a PhD from Cambridge University.

Prior to joining King's he worked at the National Institute of Economic and Social Research and the Bank of England. He was Professor at Queen Mary, University of London, where he was also Head of the School of Economics and Finance between 2007 and 2014.

George's main research focuses are on the econometrics of structural change, the analysis of large data sets and applications of these to empirical finance and macroeconomics. He has published widely in econometrics and finance. He has been, and continues to be, heavily involved in the development of innovative postgraduate degrees in finance with a special focus on graduate employability.

Dr Ilias Chronopoulos

Ilias Chronopoulos is a Lecturer in Finance at Essex Business School. He joined the University of Essex in 2022 after completing his PhD in Econometrics at King's College London. Ilias' research interests include financial econometrics, high-dimensional statistics, time series and machine learning. His work has been published in internationally recognised academic journals, including the Annals of Statistics and Journal of Financial Econometrics.