People

Dr Deborah Gefang

Associate Professor of Economics

School/Department: Business, School of

Telephone: +44 (0)116 252 2854

Email: dg171@leicester.ac.uk

Research

Bayesian Econometrics
Time Series Analysis
Applied Econometrics
Research papers can be downloaded via RePEc.

Publications

(0) Gefang, Deborah & Koop, Gary & Poon, Aubrey, 2020. ""Computationally efficient inference in large Bayesian mixed frequency VARs,"" Economics Letters, Elsevier, vol. 191(C).

Campolieti, Michele & Gefang, Deborah & Koop, Gary, 2014. ""A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors,"" Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 257-275.

Michele Campolieti & Deborah Gefang & Gary Koop, 2014. ""Time Variation In The Dynamics Of Worker Flows: Evidence From North America And Europe,"" Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(2), pages 265-290, March.

Bayesian Doubly Adaptive Elastic-Net Lasso for VAR Shrinkage, International Journal of Forecasting, 2014, 30(1), 1-11.

Money-output Causality Revisited - A Bayesian Logistic Smooth Transition VECM Perspective, Oxford Bulletin of Economics and Statistics, 2012, 74(1), 131-51.

The Dynamics of UK and US Inflation Expectations, Computational Statistics and Data Analysis, 2012, 56(11), 3120-33 (Gary Koop and Simon Potter, coauthors).

Understanding Liquidity and Credit Risks in the Financial Crisis, Journal of Empirical Finance, 2011,18(5), 903-14 (Gary Koop and Simon Potter, coauthors).

Nonlinear Impacts of International Business Cycles on the UK - A Bayesian LSTVAR Approach, Studies in Nonlinear Dynamics & Econometrics, 2011, Vol. 14, Iss.1, Article 2 (Rodney Strachan, coauthor).

Supervision

I am willing to supervise doctoral students in the areas of time series analysis and Bayesian econometrics.

Teaching

EC7075: International Money and Finance
EC7090: The Macroeconomic Environment

Press and media

Economic forecast
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