Andrew Harvey

University of Cambridge — United Kingdom

Economics, Econometrics and Finance · Social Sciences

70h-index30.9kcitations328works0.02yr avg
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Research Topics

Monetary Policy and Economic Impact(81), Financial Risk and Volatility Modeling(78), Forecasting Techniques and Applications(65), Complex Systems and Time Series Analysis(52), Market Dynamics and Volatility(45)

Publications328 total

Robust CDF‐Filtering of a Location Parameter
Journal of Time Series Analysis·2025Open Access
<p>Robust CDF-Filtering of a Location Parameter</p>
SSRN Electronic Journal·2025Open Access
Forecasting Epidemic Trajectories: Time Series Growth Curves Package tsgc
Apollo (University of Cambridge)·2024Open Access
Modelling circular time series
Journal of Econometrics·2023· 7 citedOpen Access
Score-driven models for realized volatility
Journal of Econometrics·2023· 5 citedOpen Access
Packer arrangements for oil wells and the like
OSTI OAI (U.S. Department of Energy Office of Scientific and Technical Information)·2023Open Access
Separable fastening device
OSTI OAI (U.S. Department of Energy Office of Scientific and Technical Information)·2023· 29 citedOpen Access
Regime switching models for circular and linear time series
Journal of Time Series Analysis·2023· 9 citedOpen Access
Integrated person-centred systems of care for complex needs - Moving forward towards person-centred integrated care
International Journal of Integrated Care·2022Open Access
Score-Driven Time Series Models
Annual Review of Statistics and Its Application·2021Open Access
A farewell to <i>R</i>: time-series models for tracking and forecasting epidemics.
2021· 2 citedOpen Access
Dynamic Tobit models
Econometrics and Statistics·2021Open Access
A farewell to <i>R</i> : time-series models for tracking and forecasting epidemics
Journal of The Royal Society Interface·2021· 11 citedOpen Access
Regime Switching Models for Directional and Linear Observations
Apollo (University of Cambridge)·2021Open Access
Time Series Modeling of Epidemics: Leading Indicators, Control Groups and Policy Assessment
Apollo (University of Cambridge)·2021Open Access
TIME SERIES MODELLING OF EPIDEMICS: LEADING INDICATORS, CONTROL GROUPS AND POLICY ASSESSMENT
National Institute Economic Review·2021· 4 citedOpen Access
England_cum_cases_data.xlsx from A farewell to <i>R</i>: time series models for tracking and forecasting epidemics
Figshare·2021Open Access
Fig_1_Farewell_to_R.RMD from A farewell to <i>R</i>: time series models for tracking and forecasting epidemics
Figshare·2021Open Access
TRACKING THE MUTANT: FORECASTING AND NOWCASTING COVID-19 IN THE UK IN 2021
National Institute Economic Review·2021· 6 citedOpen Access
Cointegration and control: Assessing the impact of events using time series data
Journal of Applied Econometrics·2020· 12 cited
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Frequent Co-authors

Siem Jan Koopman(8), Neil Shephard(6), Donald W. K. Andrews(4), Fabio Busetti(3), Esther Ruiz(2), James H. Stock(2), Thomas Trimbur(2), Garry D.A. Phillips(2), Jurgen A. Doornik(2), Robert Fildes(1), Mike West(1), Jeff Harrison(1), Éric Ghysels(1), Éric Renault(1), Albert Jaeger(1), L. G. Godfrey(1), Thomas J. Rothenberg(1), Arthur S. Goldberger(1), Jeffrey M. Wooldridge(1), David A. Freedman(1)