Jerome Simons, a University of Cambridge Postdoctoral Researcher at the Faculty of Economics has been awarded the 2022 Edgeworth prize for the outstanding DPhil thesis in Economics for his thesis titled “Cointegration without unit roots.”.
His thesis built a framework to detect stable relationships between individual time series when they are persistent but do not satisfy the common unit root assumption, thereby providing a solution to an ongoing issue that has challenged economists and statisticians since the late 1990s.
Commenting on his award Jerome said: "I am extremely humbled and happy to have received the Edgeworth prize. It strengthens my confidence in pursuing an academic career. I thank the committee for the faith they have placed in my work. I want to thank my supervisors Professor James Duffy and Professor Steve Bond for their generous support."
Jerome's research interests include applied and mathematical statistics as well as macroeconomics. His work is inspired by the conviction that economists have to learn to work within the physical confines of nature as a finite and precious resource.
Jerome received his B.A. in Mathematics and his B.S. in Physics at Johns Hopkins University, USA. He joined Economics in 2013, to study an MPhil in Economics, and then progressed to the DPhil. He is currently a Postdoctoral Researcher at the Economics Faculty of the University of Cambridge where he develops statistical models of the climate and models the climate’s impact on economies.
He receives generous support and funding from The Keynes Fund, for the project "Forecasting and Policy in Environmental Econometrics", joint with Professor Andrew Harvey.
Further details about Jerome: https://www.jeromesimons.com/
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