Photo of Dr Michael Ellington

Dr Michael Ellington BA, MSc, PhD

Lecturer in Finance Finance and Accounting

    Research

    Bayesian Econometrics, Financial Econometrics, Monetary and Financial Economics

    Research Collaborations

    doc. PhDr. Jozef Barunik Ph.D.

    External: Charles University, Prague

    Dynamic Network Risk, Dynamic Networks in Large Financial and Economic Systems

    Dr Maria Kalli

    External: University of Kent

    Stock Market Liquidity and Return Predictability: A Bayesian Nonparametric Approach

    Professor Chris Martin

    External: University of Bath

    Search Frictions and Evolving Labour Market Dynamics

    Dr Bingsong Wang

    External: University of Warwick

    Search Frictions and Evolving Labour Market Dynamics

    Dr Xi Fu

    Internal

    Real Estate Illiquidity and Returns

    Professor Chris Florackis

    Internal

    Liquidity Shocks and Real GDP Growth: Evidence from a Time-varying Parameter VAR (JIMF)

    Professor Costas Milas

    Internal

    Liquidity Shocks and Real GDP Growth: Evidence from a Time-varying Parameter VAR (JIMF), Global Liquidity, Money Growth and UK Inflation (JFS)