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Research area(s)

• Arbitrage in economic and financial markets
• Exchange rate and small macro modelling
• Non-stationary time series
• Regulatory econometrics

Research Interests

Arbitrage and Dynamic Specification in Exchange Rate Models; Classification, specification and testing of Discrete Data using Neural Networks, Semi-parametric and Parametric Methods; Cointegrating Exogeneity; Consumer Detriment (Hunter, Ioannidis, Iossa and Skerratt, OFT, 2001), Market Monitoring and Definition in Economics and Finance; Corporate Failure Prediction; Merger and Acquisition; Modelling Expectations, Estimation, Identification and Solution, and Modelling Non-Stationary Time Series, Econometric Identification and Test Simulation.

Project details

Modelling Non-Stationary Economic Time SeriesBook for Palgrave MacMillan 2009 - 2012 John Hunter (PI) S.P. Burke (PI) and A Canepa (CI)

Consumption Based Asset Pricing Models2008 - 2013 John Hunter (PI) Feng Wu (CI), Mauro Costantini (CI) and Andros Gregoriou (CI)

Completed:

Equilibrium Price Targetting2007 - 2011 S P Burke and J Hunter (PIs)