Andy Snell, Professor of Economics
309 William Robertson Building
50 George Square
Edinburgh EH8 9JY, U.K.
Andy dot Snell at ed dot ac dot uk
Following his PhD in econometrics at the University of Warwick,
Andy Snell went on to postdoctoral work in applied economics at the University of Cambridge
before finally obtaining a teaching post at Edinburgh where he has been ever since.
Andy is Programme Director of the MSc in Economics.
This degree, which forms the first year of a 1+3 MSc + PhD programme,
operates under the auspices of the Scottish Graduate Programme in Economics (SGPE)
- an 8 university consortium consisting of the departments of economics from all 8 pre-1992 Scottish Universities.
- Applied Econometrics
- Econometric Theory
- The economics and econometrics of financial markets
- Links between labour markets and macroeconomics
"Temporal aggregation and the power of tests for a unit root" (with R Pierse),
Journal of Econometrics, 1995, Vol. 65, No 2, pp333-346.
"Determinants of price quote revisions on the London Stock Exchange" (with I Tonks),
Economic Journal, 1995, Vol. 105, No 428, pp77-94.
"Fiscal Policy, Public Debt Stabilisation and Politics” (with B.Lockwood and A.Philippopoulos),
Economic Journal, 1996,Vol.106 No.437, pp894-912.
“A test of r versus r-1 Cointegrating Vectors”,
Journal of Econometrics, 1999, vol.88, 1, pp151-193.
“A Theoretical Analysis of Institutional Investors' Trading Costs in Auction and Dealer Markets" (with I. Tonks),
Economic Journal, vol 113, 2003, pp576-598.
“Testing for a Unit Root in the Nonlinear STAR Framework" (with G. Kapetanios and Y. Shin),
Journal of Econometrics, 2003, vol 112, pp359-379.
“What moves OECD real interest rates?” (with J. Driffill),
Journal of Money Credit and Banking, 2003.
“Testing for Cointegration in Nonlinear Smooth Transition Error Correction Models” (with Kapetanios, G. and Y.Shin),
Econometric Theory, 2005.
"Wage Dynamics, Cohort Effects and Limited Commitment Models" (with P. Martins and Thomas, J.),
Journal Of the European Economic Association, 2005.
"Mean Group Tests for Stationarity in Heterogeneous Panels" (with Y.Shin),
The Econometrics Journal, 2006.
View Andy's full CV
Updated November 22, 2007