NCER Board

  • Professor Stan Hurn

    Professor Stan Hurn (QUT)


    Stan Hurn is Professor of Econometrics at Queensland University of Technology, Australia, a position he has held since 1998. He graduated with a DPhil in Economics from Oxford, in 1992. He was appointed Lecturer at the University of Glasgow in 1988 and became a Senior Lecturer in 1993 before being named Official Fellow in Economics at Brasenose College, Oxford, in 1996. Read more

    Professor Hurn's main research interests are in the field of time-series econometrics.

    • Finance
    • Economics
    • Econometrics
  • Professor Adrian Pagan

    Professor Adrian Pagan (USyd)

    Adrian Pagan is Professor of Econometrics in the School of Economics at the University of Sydney. He has published many papers in the area of theoretical and applied econometrics. He is a Fellow of the Academy of Social Sciences, the Econometric Society and the Journal of Econometrics; a Medallist Fellow of the Modelling and Simulation Society of Australia and New Zealand; has been made a Distinguished Fellow of the Economic Society of Australia and was awarded a Centenary Medal at the Centennial of Australian Federation. Read more

    He has held visiting and permanent appointments at a number of universities around the world including the Oxford University, the University of Rochester, Princeton University, Yale University, Johns Hopkins University and the University of California at Los Angeles. His interests are in macro-econometric modelling and their uses in policy analysis and for the explanation of business cycles.

  • Professor Tony Hall

    Professor Tony Hall (UTS)

    Tony Hall holds a PhD in econometrics (London School of Economics, 1976). He has taught econometrics at the Australian National University and the University of California, San Diego and finance at the School of Business, Bond University and the University of Technology, Sydney. Read more

    He has publications in a number of the leading international journals in econometrics, economics and finance including the Review of Economics and Statistics, Review of Economic Studies, International Economic Review, Journal of Econometrics, Econometric Theory, Journal of Business & Economic Statistics, Biometrika, Journal of Futures Markets, Journal of Financial Markets and Journal of Banking and Finance. His research interests cover all aspects of financial econometrics.

  • Professor Peter C. B. Phillips

    Professor Peter Phillips (Yale)

    Peter C. B. Phillips is Sterling Professor of Economics and Professor of Statistics at Yale. He is also Distinguished Professor at the University of Auckland, Adjunct Professor of Economics at the University of Southampton, and Distinguished Term Professor at Singapore Management University, where he is co-director of the Centre for Financial Econometrics. Read more

    Phillips was educated at the University of Auckland and the London School of Economics and Political Science. Before his appointment at Yale in 1979 he held previous positions at the University of Auckland (1970-1971), the University of Essex (1972-1975), and the University of Birmingham (1976-1979), where he chaired the Department of Econometrics and Social Statistics.

    His contributions have revolutionized econometric practice with non-stationary data and the empirical treatment of trends, influencing research throughout the social and business sciences where such data are ubiquitous. His work includes an econometric analysis of the recent financial and sovereign debt crises, which has led to a new warning alert system that is now being used by surveillance teams in central banks as a real time detector of exuberance in financial and real estate markets.

    Phillips is founder and editor of the journal Econometric Theory and founding editor of Themes in Modern Econometrics for Cambridge University Press. He is an elected fellow of the British Academy, the Royal Society of New Zealand, the American Academy of Arts and Sciences, the Econometric Society, and the Institute of Mathematical Statistics, among many other learned societies. He is a distinguished fellow of the New Zealand Association of Economists.

    Named a 2013 Thomson Reuters Citation Laureate for contributions to the field of economics, the economist was honored with the New Zealand Medal of Science and Technology in 1998. In 2000, he was named NZIER/QANTAS Economist of the Year. Phillips received the Biennial Medal of the Modeling and Simulation Society of Australia and New Zealand in 2003. He has a family of over 70 Ph.D students, many of whom are now prominent econometricians.

  • Associate Professor Alicia Rimbaldi

    Associate Professor Alicia Rambaldi (UQ)

    Alicia Rambaldi is Associate Professor in Econometrics, School of Economics at The University of Queensland.

    Her research interests include: applied econometrics, time series econometrics, state-space models and spatial time series models. Has published in journals that include the Journal of Econometrics, Oxford Bulletin of Economics and Statistics, Journal of Applied Econometrics. Read more

    Current research projects are in: spatial time series models with applications to modelling housing prices, international comparisons and sectoral productivity.


  • Professor Adam Clements

    Professor Adam Clements (QUT)

    Adam joined QUT as a lecturer in 2003 and was appointed at the Professorial level in April 2010. Prior to working at QUT, he was employed in the Funds Management industry. Adam has supervised numerous postgraduate research students. His research has published in journals such as The Journal of the American Statistical Association, Journal of Banking and Finance, International Journal of Forecasting and Studies in Nonlinear Dynamics and Econometrics. Read more

    Research interests

    • Finance
    • Econometrics
    • Financial econometrics
    • Time-series econometrics
    • Forecasting volatility
    • Modelling and Electricity Prices
  • Professor Daniel Smith

    Professor Daniel Smith (QUT)

    Daniel Smith is a Professor of Finance at Queensland University of Technology - School of Economics and Finance. Professor Smith's main interest are in Banking, Finance and Investment and Econometrics.

  • Professor Benno Torgler

    Professor Benno Torgler (QUT)

    Benno Torgler is Professor of Economics in the School of Economics and Finance, QUT.
    He is also a Research Fellow of the Center for Research in Economics, Management and the Arts (CREMA) in Switzerland and a CESifo Research Affiliate. Read more

    He was:

    • Research Affiliate and Lecturer - MacMillan Center, Leitner Program in International and Comparative Political Economy - Yale University
    • Visiting Scholar - Law and Economics Program - University of California-Berkeley
    • Visiting Scholar - Andrew Young School of Policy Studies - Georgia State University.

Research Fellows

  • Professor Niels Haldrup (Aarhus University, CREATES)
  • Professor Andrew Harvey (Cambridge)
  • Professor Kenneth Lindsay (Emeritus Professor, Glasgow University)
  • Professor Prasada Rao (University of Queensland)
  • Professor Rodney Strachan (University of Queensland)
  • Dr Shuping Shi (Macquarrie)
  • Dr Annastiina Silvennoinen (QUT)
  • Professor Timo Teräsvirta, (Aarhus University, CREATES)
  • Dr Stephen Thiele (QUT)
  • Prefessor Pravin Trevedi (Distinguished Professor Emeritus, Indianna University)
  • Dr Yin Liao (QUT)
  • Dr Min Zhu (QUT)

Honours Students

  • Nicholas Johnston (QUT)

PhD Students

  • Lina Xu (QUT)