Faculty of Economics

Professor Andrew Harvey
Professor of Econometrics
Research:Time series; financial econometrics; state space models; signal extraction; volatility.
Research Group :Econometrics
CV: Curriculum Vitae
Academic Work:
Contact Details
Email: andrew.harvey@econ.cam.ac.uk
Room: 28
Office Hours: By email appointment
College: Fellow of Corpus Christi College

Fellow of the Econometric Society and a Fellow of the British Academy (FBA). 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 and Dynamic Models for Volatility and Heavy Tails.