Andrew Harvey

Andrew Charles Harvey (born September 10, 1947 in Cottingham , Yorkshire , United Kingdom ) is a British economist and university professor .

Career, research and teaching

Harvey first studied at the University of York , where he graduated with a Bachelor of Arts . He then moved to the London School of Economics and Political Science (LSE) to take his Master of Science degree . Between 1984 and 1996 Harvey was Professor of Econometrics at the LSE. He then followed a call from the University of Cambridge to the Chair of Econometrics there.

Harvey's work focuses on research into time series analyzes in the field of econometrics. In particular, he examines state-space models , signal decoupling and associated stochastic structures such as volatilities , copulas or quantiles .

Works

The following is a list of books and monographs published by Harvey, and he has written numerous journal articles and working papers. Some of his books have been published several times, and the year indicates the date of first publication.

• The Econometric Analysis of Time Series (1981)
• Time Series Models (1981)
• Forecasting. Structural Time Series Models and the Kalman Filter (1989)

literature

• Who's Who 2012 . 164th edition. A & C Black, London 2011, ISBN 978-1-4081-4229-5 , pp. 1017 .
• Mark Blaug (Ed.): Who's who in economics. 4th edition, Elgar, Cheltenham [u. a.] 2003, ISBN 1-84064-992-5 , p. 354

Web links

• Official website at the University of Cambridge
• Andrew Harvey in the IDEAS database