Dr Ellington is a Lecturer in Finance at the University of Liverpool Management School. Michael's current research interests focus on estimating nonlinear Bayesian Econometric Models. Projects he is currently working on are: Evolving labour market volatilities; modelling shadow interest rates; liquidity and volatility forecasting using Bayesian non-parametric VAR models; liquidity in the property sector; and estimating time-frequency dynamics using large financial datasets. Michael's broader research interests include Bayesian Analysis (C11), Nonlinear Time-series (C51), Financial Econometrics (C58), Inflation (E31), Financial Markets and the Macroeconomy (E44), Monetary Policy (E52), Financial Crises (G01) and Asset Pricing and Trading Volume (G12) (JEL Classifications in parantheses). He has presented his work at a number of high quality conferences both domestically and internationally; as well as the Bank of England.
- Early Career Award: Research (University of Liverpool Management School 2018)
- Early Career Researcher and Returners Fund (Competitive Fellowship, University of Liverpool 2018)
- Liverpool Research Apprenticeship Funding (Competitive Fellowship, University of Liverpool 2018)