The Centre for Econometric Analysis promotes and supports research activities in the following fields:
- Econometrics (methodological and applied, macro and micro)
- Financial econometrics
- Machine Learning
- Quantitative methods used in finance, and theoretical and empirical research in financial markets and corporate finance.
We are at the forefront of our field and attract leading researchers and PhD students from around the world.
Visibility and activities
The visibility of the Centre is ensured by the systematic dissemination of the research output.
We deliver this via the regular publication of working papers and through workshops, seminars and international conferences.
We actively seek joint activities with other international research centres and institutions. We offer public attendance training courses and bespoke training on several topics in financial econometrics and machine learning for finance.
Funding
A) CEA has been funded by research grants sponsored by ESRC, Leverhulme, EU and Marie Curie Programmes, Bank of England, Stata Corporation, JAE Sponsorships, and the City of London corporate memberships (ICAP, Markit, MorningStar, Tullett Prebon).
B) Another important source of income comes from the series of Short Courses we offer to a wide range of institutional practitioners and academics.
C) CEA will contribute in delivering several PhD courses and has secured some funding (approx.. £25,000) for 3 years from the Doctoral Training Partnership called SENSS (City University is a member of a) which provides PhD training and funding for a consortium of universities/schools in the UK. One of the six themes for training and funding is “Advanced Methods for Social and Economic Research” and Prof Giovanni Urga will lead this theme.
D) We are preparing a bid for the 2024 MSCA Doctoral Networks (Opportunity for training of PhDs in 2025) involving:
- European Universities
- Paris 2 Pantheon-Assas-CRED (Prof. Alain Pirotte)
- WIFO at Vienna (Prof. Peter Egger)
- CREATES/Aarhus, Denmark (Prof. Eric Hillebrand)
- Amsterdam School of Economics | University of Amsterdam (Prof. Peter Boswijk)
- UK: Bayes Business School (Prof. G. Urga)
- UK: Bayes Business School (Prof. G. Urga)
- Non-Academic/Financial Institutions
- Banque de France (TBA)
- Nomura (Dr Jan Novotny)
- BIS (Dr Matteo Aquilina)
Deadline: November 2024.
