The Applied Econometrics and Finance group brings together researchers active in various economic disciplines within the School, with a wide range of research interests. A key focus of our research is on collaboration with researchers from other disciplines to encourage the fertilisation of ideas and reflect the diversity of the potential impact of our research.
The research group covers a wide range of subjects, some closely related to research in the Norwich Business School and in the School of International Development. It reflects the establishment of a core in financial economics, with Professor Peter Moffatt now joined by Arnold Polanski and Alasdair Brown.
In Finance and Financial Econometrics, research topics include experimental finance, Bayesian inference, risk measures, microfinance and the non-formal financial sector. Research in Applied Microeconomics is currently studying innovation, adoption and diffusion of health care technologies, valuation of new pharmaceutical products, economics of sport and leisure, media economics and efficiency and productivity analysis.
Research of this group is regularly presented in two seminar series: Applied and Financial Economics workshops and Accounting Finance and Governance workshops (the latter jointly with Norwich Business School).
Our expertise links creatively with health research at Norwich Medical School's Behaviour and Health Research Unit (BHRU) (a collaboration between the University of Cambridge, RAND Europe and UEA) and in media economics through the media@UEA group. We are active in the Centre for Copyright and New Business Models in the Creative Economy (CREATe), an RCUK interdisciplinary research centre helping UK cultural and creative industries become innovation leaders within the global digital economy.
Our researchers work in partnership with organisations including the UK National Ecosystem Assessment (via links with the School of Environmental Sciences), the British Horse Racing Authority, British Medical Associations, the Carbon Trust, Defra, the European Commission Directorate-General for Research, Norwich City Football Club, the supermarket chain Sainsbury's, Anglian Water and Archant.
Michael Brock's current research interests explore the relationships between behavioural economics and environmental attitudes. More specifically, he is interested in discovering how we can examine the decision-making and preference construction of individuals regarding public, collective and environmental goods. From this, his work seeks to illustrate the ways in which we are able to identify and then direct people’s behavioural choices in a way which should enhance the collective well-being for society and/or the environment.
Alasdair Brown has research interests in financial economics, particularly in behavioural finance and market microstructure. He has used betting market data to look at the role that information processing constraints (or, more generally, limited cognition) play in asset mispricing. He is currently working on evaluating market designs that promise to mitigate the speed advantages of algorithmic traders.
Christa Brunnschweiler is an applied economist with research interests in the areas of economic growth and development, particularly in resource economics and conflict studies. She has studied various aspects of the natural resource curse and is currently looking at causes of violent and non-violent conflict, as well as policies for conflict prevention.
Corrado Di Maria has broad research interests that span the economics of growth and development, environmental and natural resource economics, energy economics and the economics of technological change. The key feature of his work is an emphasis on both theoretical and empirical aspects, as well as its policy relevance.
Jack Fosten's interests are in applied and theoretical time series econometrics. His current research is in the use of factor models and other data reduction techniques for forecasting using big datasets. He is interested in applications to macroeconomics, finance, energy and environmental economics.
Bahar Ghezelayagh joined the School of Economics as a PhD student in October 2009. Her research interests are in the area of Financial Econometrics, Intra Day Volatility, and Wavelet Methodology.
Antony Jackson is a CFA charter holder and a holder of the Professional Risk Manager (PRM) designation. His interests lie in the areas of investment & trading strategies and financial risk management.
Emiliya Lazarova has done applied work in development and migration using macroeconomic data and in adoption of new products using individual level data. Her most recent applied projects include a study on the impact of disability on the decision to pursue further education using UK LFS data and an investigation of price-setting mechanisms based on US coal procurement contract data.
Peter Moffatt studies individual risk attitude using survey data, with recent papers on spousal correlation in risk attitude, and on the impact of financial and macroeconomic factors on individual risk attitude. In another recent paper he studies the determinants of risk attitude using field data on the choices of borrowers between fixed and variable rate mortgages.
Arnold Polanski's research interests are mainly in socio-economic networks, bargaining theory and financial and industrial economics, but he occasionally ventures onto other areas.
Simone Valente has research interests in growth theory, dynamic macroeconomics, sustainability, international trade and development, status-development preferences. He has studied various extensions of dynamic models to include resource scarcity and analyze the resulting intergenerational distribution. He is currently looking at population dynamics and reallocation effects across countries in today's globalised world.
Fuyu Yang's research interests include Bayesian inference of models with high dimensional latent variables, and model selection with the use of information flow. Currently, she is working on a project sponsored by the British Academy, which examines the relationship between the size of bank balance sheets and GDP growth.