James Duffy
Associate Professor of Economics
Corpus Christi College
James's research is in macroeconometrics, and he is especially concerned with the challenges for inference, and the opportunities for identification, created by strongly dependent time series. In particular, he has worked on: nonlinear generalisations of cointegration; nonparametric estimation and inference; and on the robustness of inferences to departures from exact unit roots (in SVARs). He is also interested in problems of identification and inference in structural macroeconomic models. His work has been published in the Annals of Statistics, the Journal of Econometrics, and Econometric Theory.
His current working papers, a complete list of publications and past lecture materials can be found on his Personal Site.
Interested in learning from James? He is a tutor for our Summer School courses - find out more here.
