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As of December 19th, 2015 Michael Pitt is no longer a current member of the department

Contact details

Phone: +44 (0)24 76 523226

Email: m dot pitt at warwick dot ac dot uk

Fax: +44 (0)24 76 523032

Room: S2.111

Office Hours: Thurs 11.00 am - 1.00 pm.

Associate Professor

Recent Administrative Duties

MORSE liaison officer, Undergraduate open day coordinator.

Research Interests

Financial Time Series; Non-Gaussian state space models; Stochastic Volatility models; Financial Econometrics; Bayesian methodology and Markov Chain Monte Carlo; Filtering and Smoothing; Time series with specified marginal densities.


View research publications.

Recent Teaching Experience

EC203 Economic Statistics & Econometrics (Undergraduate, running 2005/06).

EC913 Statistical Analysis of Time Series (Masters).

Advanced Econometrics (PhD, running 2005/6).

Techniques in Mathematical Economics and Econometrics (Undergraduate).

Simulation Methods (Masters).

Econometrics B (Masters).

Econometrics A (Masters classes, running 2005/06). Mon (10 -11, 3-4, T1), Wed (10-11, T1).

Research in Applied Economics (Undergraduate, running 2005/06). Thu (3-4, T1).