Dr Deborah Gefang
Lecturer
Department
Economics
Teaching
Applications of Economic Analysis; Introduction to Econometrics.
Research Interests
Bayesian Econometrics, Financial Econometrics, Time Series Analysis
Selected Publications
- Gefang D and Strachan R, forthcoming, 'Nonlinear impacts of international business cycles on the UK - A bayesian smooth transition VAR approach', Studies in Nonlinear Dynamics and Econometrics
- Gefang D, 2008, 'Investigating nonlinear purchasing power parity during the post-Bretton Woods era - a Bayesian exponential smooth transition VECM approach', in Bayesian Econometrics (Advances in Econometrics), (eds) Chib S, Griffiths W, Koop G and Terrell D, Elsevier, London, New York and Amsterdam, pp 471-500, ISBN: 9781848553088
