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
CAGE-AMES Workshop - Ioacopo Monterosa (Turin - visiting research student)
Iacopo Monterosa (University of Turin) is a visiting research student until July 2023.
Iacopo graduated from our department with an MSc in Economics in 2021. Please find the title and abstract of his presentation below.
Title: Environmental Degradation and Social Unrest: an Analysis of Open-Air Waste Burning in Italy
Although environmental activism has been increasing worldwide in recent years, less is known about what drives variation among and within countries in such activism. In this project, I examine the role of exposure to local episodes of pollution as a potential driver. I ask if exposure to environmental degradation fosters pro-environmental protests as well as the intensity of social unrest in general. Using granular data on open-air fires of industrial waste and protests in Italy, I document an increase in environmental protests and violence (i.e. riots) following a fire. To account for the endogeneity of fire location, I rely on the fact that some industrial waste containing copper is burned by copper thieves when trying to get hold of this valuable metal. I thus exploit exogenous variation in the world price of copper to confirm that open-air fires are consequential for both environmental protests and violent events.