Research

Research staff
(Vasilis Sarafidis, Richard Gerlach, Andre Vasnev)

Research staff
(Dmytro Matsypura, Daniel Oron, Eddie Anderson, Vadim Timkovsky)

The Operations Management and Econometrics group has theoretical interests and strengths in microeconometrics, computational methods, including intensive data analysis, time series econometrics, models of international trade and management decision sciences. Members of the group regularly publish in leadinginternational journals in these fields.

The techniques are applied across a range of differing areas, broadly including economics, finance and marketing. A primary strength of the group is its capacity to formulate and suggest solutions to problems in a statistical form. The nature of the problems requires a rigorous approach to model formulation, estimation and testing.

Operations Management and Econometrics researchers achieve considerable influence through strategic and well-focused analyses of real world problems across discipline boundaries. The group's problem-solving skills are valuable to government, commerce and industry alike.

Examples of significant collaboration spanning differing subject areas include projects in: international trade policy; energy demand modelling; econometrics of financial markets including models of intervention by Central Banks and volatility in stock markets; theoretical and applied data analysis for time series in finance, economics and elsewhere; and the modelling of consumer choice.