Background

Following his PhD in econometrics at the University of Warwick, Andy Snell went on to postdoctoral work in applied economics at the University of Cambridge before finally obtaining a teaching post at Edinburgh where he has been ever since.

Andy is Programme Director of the MSc in Economics. This degree, which forms the first year of a 1+3 MSc + PhD programme, operates under the auspices of the Scottish Graduate Programme in Economics (SGPE) - an 8 university consortium consisting of the departments of economics from all 8 pre-1992 Scottish Universities.

Research Interests

• Applied Econometrics
• Econometric Theory
• Macroeconomics
• The economics and econometrics of financial markets
• Links between labour markets and macroeconomics

Selected Publications

• "Temporal aggregation and the power of tests for a unit root" (with R Pierse), Journal of Econometrics, 1995, Vol. 65, No 2, pp333-346.
• "Determinants of price quote revisions on the London Stock Exchange" (with I Tonks), Economic Journal, 1995, Vol. 105, No 428, pp77-94.
• "Fiscal Policy, Public Debt Stabilisation and Politics” (with B.Lockwood and A.Philippopoulos), Economic Journal, 1996,Vol.106 No.437, pp894-912.
• “A test of r versus r-1 Cointegrating Vectors”, Journal of Econometrics, 1999, vol.88, 1, pp151-193.
• “A Theoretical Analysis of Institutional Investors' Trading Costs in Auction and Dealer Markets" (with I. Tonks), Economic Journal, vol 113, 2003, pp576-598.
• “Testing for a Unit Root in the Nonlinear STAR Framework" (with G. Kapetanios and Y. Shin), Journal of Econometrics, 2003, vol 112, pp359-379.
• “What moves OECD real interest rates?” (with J. Driffill), Journal of Money Credit and Banking, 2003.
• “Testing for Cointegration in Nonlinear Smooth Transition Error Correction Models” (with Kapetanios, G. and Y.Shin), Econometric Theory, 2005.
• "Wage Dynamics, Cohort Effects and Limited Commitment Models" (with P. Martins and Thomas, J.), Journal Of the European Economic Association, 2005.
• "Mean Group Tests for Stationarity in Heterogeneous Panels" (with Y.Shin), The Econometrics Journal, 2006.

View Andy's full CV

Updated November 22, 2007