Dr Deborah Gefang

Associate Professor of Economics

School/Department: Business, School of

Telephone: +44 (0)116 252 2854



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


Hall, S. G., Gefang, D. and Tavlas, G. S.  (2022). A test to select between spatial weighting matrices. Forthcoming in Journal of Spatial Econometrics.

Gefang, D., Koop, G., & Poon, A. (2022). Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage. International Journal of Forecasting.  

Hall, S., Gibson, H., GeFang, D., Petrolas, P., & Tavlas, G. S. (2021). Cross-Country Spillovers of National Financial Markets and the effectiveness of ECB Policies during the Euro-Area Crises: The view from the south. Oxford Economic Papers.   

Gefang, D., Koop, G., & Poon, A. (2020). Computationally efficient inference in large Bayesian mixed frequency VARs. Economics Letters, 191.  

Gefang, F., & Johnes, G. (2017). Asymmetric volatility spillovers between UK regional worker flows and vacancies. Applied Economics, 49(50), 5117-5133.  

Campolieti, M., Gefang, D., & Koop, G. (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, 41, 257-275.  

Campolieti, M., Gefang, D., & Koop, G. (2014). Time variation in the dynamics of worker flows: evidence from North America and Europe. Journal of Applied Econometrics, 29(2), 265-290.  

Gefang, D. (2014). Bayesian Doubly Adaptive Elastic-Net Lasso for VAR Shrinkage. International Journal of Forecasting.  

Gefang, D., Koop, G., & Potter, S. M. (2012). The dynamics of UK and US inflation expectations. Computational Statistics & Data Analysis, 56(11), 3120-3133.  

Gefang, D. (2012). Money-output Causality Revisited - A Bayesian Logistic Smooth Transition VECM Perspective. Oxford Bulletin of Economics and Statistics, 74(1), 131-151.  

Gefang, D., Koop, G., & Potter, S. M. (2011). Understanding liquidity and credit risks in the financial crisis. Journal of Empirical Finance, 18(5), 903-914.  

Gefang, D. and Strachan, R. (2009). Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach. Studies in Nonlinear Dynamics & Econometrics, vol. 14, no. 1.  



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


EC7075: International Money and Finance
EC7090: The Macroeconomic Environment

Press and media

Economic forecast

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