Dr Deborah Gefang
Lecturer
Department
Economics
Current Teaching
Applications of Economic Analysis; Introduction to Econometrics; Advanced Research Methods.
Research Interests
Bayesian Econometrics, Financial Econometrics, Time Series Analysis.
Publications
- Gefang Deborah, Koop Gary and Potter Simon M., forthcoming, 'The dynamics of UK and US inflation expectations.', CSDA Annals of Computational and Financial Econometrics
View details - Gefang Deborah, Koop Gary and Potter Simon M., forthcoming, 'Understanding liquidity and credit risks in the financial crisis.', Journal of Empirical Finance
View details - Gefang Deborah, 2012, 'Money-output causality revisited - a Bayesian logistic smooth transition VECM perspective', Oxford Bulletin of Economics and Statistics
View details - Gefang Deborah, 2012, 'Bayesian Doubly Adaptive Elastic-Net Lasso for VAR Shrinkage',
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View PDF - Gefang Deborah, Koop Gary and Potter Simon M., 2011, 'Technical appendix to : understanding liquidity and credit risks in the financial crisis.',
View details - Gefang Deborah and Strachan Rodney, 2010, 'Nonlinear impacts of international business cycles on the UK : a bayesian smooth transition var approach.', Studies in Nonlinear Dynamics and Econometrics, vol 14, no. 1, pp. 2.
View details - Gefang Deborah, 2008, 'Investigating nonlinear purchasing power parity during the post-Bretton Woods era - a Bayesian exponential smooth transition VECM approach'
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