Professor (Teaching Focussed)

Departmental Responsibilities

• GTAs Coordinator

Research Interests

• Time series econometrics: applications to macroeconomic and financial time series
• Analysis of forecast surveys and forecast uncertainty
• Economics of higher education

CV

Teaching

EC331 Research in Applied Economics (Module Leader)

Modules taught in previous years:

EC976 Econometrics (MSc Finance & Economics - joint programme with WBS) Term 1

EC902 Econometrics A - Time series Term 2

EC959 MSc Economics Dissertation Term 2,3 (Module Leader)

Publications and working papers

G. Boero, Z. Mandalinci and M. Taylor, 2019. Modelling portfolio capital flows in a global framework: Multilateral implications of capital controls, Journal of International Money and Finance, Vol. 90, Issue 1, pp.142-160.

G. Boero and F. Lampis, 2017. The Forecasting Performance of SETAR Models: An Empirical Application
Bulletin of Economic Research, Vol. 69, Issue 3, pp. 216-228.

G. Boero, J. Smith and K. F. Wallis, 2015. The measurement and characteristics of professional forecasters’ uncertainty. Journal of Applied Econometrics, 30, 1029-1046. Article (PDF) 

G. Boero, K. Mavromatis and M.P. Taylor, 2015. Real Exchange Rates and Transition Economies. Journal of International Money and Finance, 56, 23-35. Link to article

G. Boero, J. Smith and K. F. Wallis, 2011. Scoring rules and survey density forecasts. International Journal of Forecasting, 27, 379-393. Article (PDF)

G. Boero, P. Silvapulle and A. Tursunalieva, 2011. Modelling the Bivariate Dependence Structure of Exchange Rates Before and After the Introduction of the Euro: a Semi-Parametric Approach. International Journal of Finance and Economics, Vol. 16, issue 4, 357-374. Link to article 

G. Boero, J. Smith and K. F. Wallis, 2008, Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters. Economic Journal, 118 (July), pp. 1107-1127. Article (PDF)

G. Boero, J. Smith and K. F. Wallis, 2008. Modelling UK inflation uncertainty, 1958-2006. In Volatility and Time Series Econometrics: Essays in Honour of Robert F. Engle (M. Watson, T. Bollerslev and J. Russell, eds). Oxford: Oxford University Press. Paper (PDF)

G. Boero, J. Smith and K. F. Wallis, 2008. Evaluating a three-dimensional panel of point forecasts: the Bank of England Survey of External Forecasters. International Journal of Forecasting, No. 24, pp. 254-367. Paper (PDF)

G. Boero, J. Smith and K. F. Wallis, 2008. Here is the news: forecast revisions in the Bank of England Survey of External Forecasters. National Institute Economic Review, No.203, pp. 68-77. Article (PDF)

G. Boero, J. Smith and K. F. Wallis, 2004, Decompositions of Pearson's Chi-Squared Test. Journal of Econometrics, 123, pp. 189-193. Article (PDF)

G. Boero, J. Smith and K. F. Wallis, 2004, The sensitivity of chi-squared goodness-of-fit tests to the partitioning of data. Econometric Reviews, 23 , 341-370. Article (PDF)

G. Boero and E. Marrocu, 2004, The Performance of SETAR Models: a Regime Conditional Evaluation of Point, Interval and Density Forecasts. International Journal of Forecasting, Vol. 20, pp. 305-320.Article (PDF)

G. Boero, A. McKnight, R. A. Naylor and J. Smith, 2004, ‘Graduates and the graduate labour market: evidence from the UK and Italy’ in D. Checchi and C. Lucifora (eds.). Education, Training and Labour Market Outcomes in Europe, Palgrave Macmillan.

G. Boero and E. Marrocu, 2002, The Performance of Non-linear Exchange Rate Models: a Forecasting Comparison. Journal of Forecasting, Vol. 21, pp. 513-542. Article (PDF)

G. Boero and C. Torricelli, 2002, The information in the term structure of German interest rates. The European Journal of Finance, Vol. 8, no. 1, pp. 21-45. Article (PDF)