Econometrics and Data Science
Econometrics and Data Science
The Econometrics and Data Science Research Group covers a wide number of topics within the areas of modern econometric theory and applications, as well as data science in economics. On the econometrics side, the group’s research interests include: the econometrics of networks, panel data econometrics, identification and semiparametric econometrics, macroeconometrics and financial econometrics. On the data science side, the group is interested in, among other topics, machine learning, artificial intelligence, high-dimensional econometrics and text analysis. Such research is often motivated and applied to problems in other fields, including those in industrial organisation, labour economics, political economy, macroeconomics and finance.
The group organises an Econometric seminar that takes place every two weeks on Mondays at 2pm. The group also participates in the CAGE seminar in applied economics, which runs every two weeks on Tuesdays at 2pm, and engages with other seminars in the Department. Students and faculty of the group present their work in progress in two brown bag seminars which run weekly on Tuesdays and Wednesdays at 1pm. The group also co-organises annual workshops, including the Econometrics Workshop, which is a one-day event coupled with an econometrics masterclass.
Our activities
Econometrics Seminar
Monday afternoons
For faculty and PhD students at Warwick and other top-level academic institutions across the world. For a detailed scheduled of speakers please see our upcoming events.
Organisers: Kenichi Nagasawa and Ao Wang
Work in Progress Seminars
Tuesdays and Wednesdays: 1.00-2.00pm
Students and Faculty of the group present their work in progress in two brown bag seminars. For a detailed scheduled of speakers see our upcoming events.
Organiser: Chris Roth
People
Academics
Academics associated with the Reseach Group Name research group are:
Events
Applied Economics, Econometrics & Public Policy (CAGE) Seminar - Ruben Durante (NUS)
Title: Media Capture by Banks (with A. Fabiani, L. Laeven, JL Peydró)
Abstract: We study whether media slant news in favor of their lenders combining data on news coverage of key financial events in major European newspapers and information on bank-firm loan connections. We find that newspapers cover earning announcements by their lenders more, relative to other banks’, when they report profits than when they report losses. They also cover more favorably bank M&As in which their lenders participate as acquirers. Finally, newspapers connected to banks more exposed to stressed sovereign bonds tend to promote a narrative of the Eurobond crisis more favorable to banks and to oppose sovereign-debt-restructuring measures detrimental to creditors.
BIO: Ruben Durante is Professor of Economics and Provost's Chair at the National University of Singapore and ICREA Researcher at Pompeu Fabra University. He is also Research Fellow of the Center for Economic Policy and Research (CEPR), the Asian Bureau for Finance and Economic Research (ABFER), CESifo, and IZA, and Research Advisor at Gallup. He has held visiting positions at Yale University,. PSE, and INSEAD. He studies political economy with a focus on the functioning and impact of traditional and new media in democratic societies. His work has been published in top journals in economics, political science, and management, and is regularly featured in the press. His research has been supported by several funding agencies including the European Research Council through a Starting Grant, a Proof of Concept Grant, and, more, recently a Consolidator Grant. He holds a Master in political economy from Sorbonne University, as well as a Master and a Ph.D. in economics from Brown University.