Photo of Professor Abderrahim Taamouti

Professor Abderrahim Taamouti PhD

Professor and Chair in Applied Econometrics Economics


    Personal Statement

    Abderrahim Taamouti has a PhD in Economics from University of Montreal in Canada. Before joining Liverpool University Management School, Abderrahim held the position of Associate Professor of Economics at Universidad Carlos III de Madrid in Spain and Professor of Economics and Finance at Durham University Business School in the UK. His fields of specialization are Econometrics (Theory and Applied Econometrics) and Finance. He mainly works on Granger causality analysis, High-dimensional data analysis, Non-parametric estimation and tests, Machine Learning, Asset pricing, Systemic risk, Characteristic function methods in financial time series, Copula estimation, Exact sign-based inference, Risk management and portfolio optimization, Sovereign credit ratings, Robust-estimation techniques to measurement errors, Robust-estimation and inference techniques for stock return predictability. He is an Associate Editor of Journal of the Royal Statistical Society Series A and an Editorial Board Member of Journal of Risk and Financial Management. He is also an elected member of the Econometric Society Regional Standing Committee. He was the Program Chair of one of the regional conference meeting of the Econometric Society. He also acted as the director of Quantitative Research in Financial Economics (QRFE) at Durham University from 2014 to 2021.

    His research projects have resulted in several publications in internationally renowned journals in Econometrics, Finance and Statistics such as Journal of Econometrics, Review of Finance, Journal of Multivariate Analysis, Journal of Financial Econometrics, Journal of Business & Economic Statistics, Journal of Dynamics and Economic Control, Computational Statistics and Data Analysis, Journal of Empirical Finance, Journal of International Money and Finance, Oxford Bulletin of Economics and Statistics, Journal of Statistical Planning and Inference, Journal of Nonparametric Statistics, etc.

    Abderrahim taught several graduate (Msc and PhD) and undergraduate courses in Econometrics, Finance and Statistics. He worked closely with students of both graduate and undergraduate levels and he supervised several PhD students, and he was in the thesis committee of many PhD students.