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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.

Research Activities

Economics Student wins 2022 Edgeworth prize
A student 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.”
Published on - Tuesday 4th October 2022

Jerome Simons

Research Associate

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Contact Details
Room: 66