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Jeremy Smith

Contact details

Telephone: +44 (0)24 765 23336

Fax: +44 (0)24 765 23032

Email: Jeremy dot Smith at warwick dot ac dot uk

Room: S2.124

Advice and feedback hours: Monday 9:00-10:00am and Tuesday 9:30-10:30am

Professor of Economics | Head of Department

Jeremy Smith is a Professor of Economics, Head of the Department of Economics at the University of Warwick and Chair of the Social Science IT Committee.

Jeremy was educated at University of Manchester before moving onto the Australian National University. Jeremy has published papers in a number of top economics journals including in the Journal of Econometrics, The Economic Journal , Journal of Applied Econometrics.



Research Interests

  • Time series econometrics
  • the theory of forecasting and forecast evaluation criteria
  • non-linear models
  • Higher education outcomes and performance.

Teaching

EC124 Statistical Techniques B

EC125 Computing and Data Analysis

EC226 Econometrics 1


Other information

Publications

Boero, G., Smith, J. and Wallis, K. F. (2015), “The measurement and characteristics of professional forecasters’ uncertainty”, Journal of Applied Econometrics, forthcoming.

Otero, J. and Smith, J. (2013), “Response surface estimates of the cross-sectionally augmented IPS tests for panel unit roots”, Computational Economics, 41, 1-9.

Arulampalam, W., Naylor, R. A and Smith, J. (2012), “Am I Missing Something? The effects of absence from class on student performance”, Economics of Education Review, 31, 363-375.

Otero, J, and Smith, J. (2012), “Response surface models for the Leybourne unit root tests and lag order dependence”, Computational Statistics, forthcoming.

Boero, G., Smith, J. and Wallis, K. F. (2011), “Scoring rules and survey density forecasts”, International Journal of Forecasting, 27, 379-393.

Smith, J. and Wallis, K. F. (2009), “A simple explanation of the forecast combination puzzle”, Oxford Bulletin of Economics and Statistics, 71, 331-355.

Giulietti, M., Otero, J, Smith, J. and (2009), “Testing stationarity in heterogeneous panel data in the presence of cross section dependence”, Journal of Statistical Computation and Simulation, 79, 195-203.

Boero, G., Smith, J. and Wallis, K. F. (2008), “Evaluating a three-dimensional panel of point forecasts: the Bank of England Survey of External Forecasters”, International Journal of Forecasting, 24, 354-367.

Giulietti, M., Otero, J, Smith, J. and (2008), “Testing for unit roots in three-dimensional heterogeneous panel in the presence of cross-sectional dependence”, Economics Letters, 101, 188-192.

Boero, G., Smith, J. and Wallis, K. F. (2008), “Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters”, Economic Journal, 118, 1107-1127.

Otero, J, Smith, J. and Giulietti, M. (2007), “Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence”, Economics Letters, 97, 179-184.

Arulampalam, W., Naylor, R. A. and Smith, J. (2005), “Effects of in-class variation and student rank on the probability of withdrawal: cross-section and time-series analysis for UK university students”, Economics of Education Review, 24, 251-262.

Otero, J, Smith, J. and Giulietti, M. (2005), “Testing for seasonal unit roots in heterogeneous panels”, Economics Letters, 86, 229-235.

Boero, G., Smith, J. and Wallis, K. F. (2004), “The sensitivity of chi-squared goodness-of-fit tests to the partitioning of data” Econometric Reviews, 23, 341-370.

Boero, G., Smith, J. and Wallis, K. F. (2004), “Decompositions of Pearson’s chi-squared test”, Journal of Econometrics, 123, 189-193.

Smith, J. and Naylor, R. A. (2005), “Schooling effects on subsequent university performance: evidence for the UK university population”, Economics of Education Review, 24, 549-562.

Bratti, M., McKnight, A., Naylor, R. A. and Smith, J. (2004), "Higher Education Outcomes, Graduate Employment and University Performance Indicators", Journal of the Royal Statistical Society, Series A, 167, 475-496.

Arulampalam, W., Naylor, R. A. and Smith, J. (2004), "A Hazard Model of the Probability of Medical School Dropout in the United Kingdom", Journal of the Royal Statistical Society, Series A, 167, 157-178.

Clements, M. P., Franses, P. H., Smith, J. and van Dijk, D. (2003), “On SETAR non-linearity and forecasting”, Journal of Forecasting, 22, 359-375.

Souza, L. R. and Smith, J. (2002), "Bias in the memory parameter for different sampling rates", International Journal of Forecasting, 18, 299-313.

Clements, M. P. and Smith, J. (2001), "Nonlinearities in exchange rates", Journal of International Money and Finance, 20, 133-148.

Smith, J. and Naylor, R. A. (2001), "Determinants of degree performance in UK universities: a statistical analysis of the 1993 student cohort", Oxford Bulletin of Economics and Statistics, 63, 29-60.

Smith, J. and Naylor, R. A. (2001), "Dropping out of university: A statistical analysis of the probability of withdrawal for UK university students", Journal of the Royal Statistical Society: Series A, 164, 389-405.

Smith, J., McKnight, A. and Naylor, R. A. (2000), "Graduate employability: Policy and performance in Higher Education in the UK", Economic Journal, 110, F382-F411.

Clements, M. P. and Smith, J. (2000), "Evaluating Density Forecasts of Linear and Non-Linear Models: Applications to output growth and unemployment", Journal of Forecasting, 19, 255-276.

WRAP Journal Publications