About
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 research expertise lies in Econometrics and Finance, with a particular focus on areas such as Granger causality analysis, high-dimensional data analysis, non-parametric estimation and testing, machine learning, asset pricing, systemic risk, and characteristic function methods in financial time series. His work also delves into specialized topics like copula estimation, exact sign-based inference, risk management and portfolio optimization, sovereign credit ratings, and robust estimation techniques for measurement errors and stock return predictability.
He is an Associate Editor for the Journal of the Royal Statistical Society: Series A, a Senior Co-Editor for Advances in Econometrics, and a member of the Editorial Board for the Journal of Risk and Financial Management. Abderrahim is a Fellow of the Econometric Society and an elected member of its Regional Standing Committee. Additionally, he has held notable leadership roles, including serving as Program Chair for one of the regional conferences of the Econometric Society and as Director of Quantitative Research in Financial Economics at Durham University (2014–2021). Currently, he serves as the Director of LAMBDA (Liverpool Advanced Methods for Big Data Analytics) Research Centre at the University of Liverpool.
His research has been widely published in prestigious journals, including the Journal of Econometrics, Journal of Money, Credit and Banking, Review of Finance, Journal of Multivariate Analysis, Journal of Financial Econometrics, Journal of Business & Economic Statistics, International Journal of Forecasting, Econometric Reviews, Journal of Economic Dynamics and Control, Computational Statistics & Data Analysis, Journal of Empirical Finance, Journal of International Money and Finance, Oxford Bulletin of Economics and Statistics, Journal of Statistical Planning and Inference, and Journal of Nonparametric Statistics, among others.
Abderrahim is also a dedicated educator with extensive experience teaching a wide range of undergraduate, MSc, and PhD courses in Econometrics, Finance, and Statistics. He has mentored students closely at all levels, supervising numerous PhD candidates and serving on many PhD thesis committees.