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Research Interests

My research contributes methods to uncover equilibrium relationships in persistent multivariate time series. I study asymptotic approximations around points of discontinuity of the asymptotic distribution and develop the results into methods and software.

Recent Publications

Published Papers

Fitzgerald, C., Christensen, R. H. B., Simons, J., Andersen, P. K., Benros, M. E., Nordentoft, M., Erlangsen, A. and Hawton, K. Effectiveness of medical treatment for bipolar disorder regarding suicide, self-harm and psychiatric hospital admission: between- and within-individual study on Danish national data, The British Journal of Psychiatry vol 221(5) (2022) pp. 692-700

Cambridge Working Papers in Economics

Duffy, J., Simons, J. Cointegration without Unit Roots, (2023) CWPE2332

Research Activities

Economics Postdoc wins 2022 Edgeworth prize
Faculty of Economics Postdoc, Jerome Simons, has been awarded the 2022 Edgeworth prize for the outstanding DPhil thesis in Economics for his thesis titled “Cointegration without unit roots.”
Published on - Tuesday 4th October 2022

Keynes Fund Sponsored Projects

Harvey, A. and Simons, J., Forecasting and Policy in Environmental Econometrics (JHVL)

Jerome Simons

Research Associate

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Contact Details
Room: 66