Dr John Hunter
Senior Lecturer
Marie Jahoda 258
- Email: john.hunter@brunel.ac.uk
- Tel: +44 (0)1895 266648
- Economics
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.
Research grants and projects
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)
Research links
Co-author network
- Dr Asieh Hosseini Tabaghdehi
- Prof Menelaos Karanasos
- Prof Tatiana Kalganova
- Prof Guglielmo Maria Caporale
- Visualise network