The Essex Centre for Macro and Financial Econometric warmly invite you to join Dr Michael Thornton from University of York as he explores dynamic network analysis via diffusion multipliers.
13:00 - 14:00
Dr Michael Thornton, University of York
Lectures, talks and seminars
Essex Centre for Macro and Financial Econometrics (ECMFE) Research Seminar Series
Essex Business School
Dr Yuqian Zhao firstname.lastname@example.org
The Essex Centre for Macro and Financial Econometrics (ECMFE) brings together academics and industry expertise from inside and outside the University of Essex to research and help solve important issues in financial markets.
Dr Thornton explores the development of new methods to understand the impact of shocks or policy interventions across a dynamic network, allowing the data to speak about the connectedness of nodes through the system diffusion multipliers.
These are derived from a set of unusually heterogeneous spatial/temporal parameters, for which it was shown that estimates consistent at the required parametric rate can be easily found.
The techniques are applied to a novel dataset of civilian casualties due to armed violence in post-invasion Iraq, where it finds evidence consistent with the use of violence as a means to maintain influence in the nascent political institutions as well in reprisal for past acts.
This seminar is free to attend and open to all, however it is password protected.
Please contact Dr Yiqian Zhao (ECMFE Research Seminar Organiser) for more details.
Michael Thornton is a Senior Lecturer in the Department of Economics and Related Studies at the University of York, where he is also the deputy head of the department.
His research interests are mainly in time series econometrics with a strong link to economic theory.
His current research focuses on the effects of aggregating economic variables both through time and across an economy.
Before arriving at York, Michael taught at the University of Reading and Essex University, where he completed his Ph.D.
Dr Thornton has published in top journals in economics and finance, such as