Jeremy Smith
Contact details
Telephone: +44 (0)24 765 23336
Fax: +44 (0)24 765 23032
Email: Jeremy dot Smith at warwick dot ac dot uk
Room: S2.124
Advice and feedback hours:
Monday 09:30-10:30 (Term time = in-person. Outside term time=online ONLY)
Tuesday 09:00-10:00 (Term time = in-person. Outside term time= online ONLY)
Please note that you must book an appointment at these Advice and Feedback hours. You can book an appointment through . Please note if this is an online meeting it will be on Teams.
Jeremy Smith is a Professor of Economics.
Jeremy was educated at University of Manchester before moving onto the Australian National University. Jeremy has published papers in a number of journals including in the Journal of Econometrics, The Economic Journal , Journal of Applied Econometrics.
Research Interests
- Time series econometrics
- the theory of forecasting and forecast evaluation criteria
- non-linear models
- Higher education outcomes and performance.
Teaching
Other information
Publications
Boero, G., Nathwani, T., Naylor, R. A and Smith, J. (2024), "The college wage premium in the UK:
decline and fall?", Oxford Economics Papers.
Otero, J. and Smith, J. (2017), 鈥淩esponse surface models for OLS and GLS detrending-based unit-root tests in nonlinear ESTAR models鈥�, Stata Journal, 17, 704-722.
Naylor, R. A. Smith, J. and Shqiponja T (2016), 鈥淕raduate returns, degree class premia and higher education expansion in the UK鈥�, Oxford Economic Papers, 68, 525-545.
Boero, G., Smith, J. and Wallis, K. F. (2015), 鈥淭he measurement and characteristics of professional forecasters鈥� uncertainty鈥�, Journal of Applied Econometrics, 30, 1029-1046..
Otero, J. and Smith, J. (2013), 鈥淩esponse surface estimates of the cross-sectionally augmented IPS tests for panel unit roots鈥�, Computational Economics, 41, 1-9.
Arulampalam, W., Naylor, R. A and Smith, J. (2012), 鈥淎m I Missing Something? The effects of absence from class on student performance鈥�, Economics of Education Review, 31, 363-375.
Otero, J, and Smith, J. (2012), 鈥淩esponse surface models for the Leybourne unit root tests and lag order dependence鈥�, Computational Statistics, forthcoming.
Boero, G., Smith, J. and Wallis, K. F. (2011), 鈥淪coring rules and survey density forecasts鈥�, International Journal of Forecasting, 27, 379-393.
Smith, J. and Wallis, K. F. (2009), 鈥淎 simple explanation of the forecast combination puzzle鈥�, Oxford Bulletin of Economics and Statistics, 71, 331-355.
Giulietti, M., Otero, J, Smith, J. and (2009), 鈥淭esting stationarity in heterogeneous panel data in the presence of cross section dependence鈥�, Journal of Statistical Computation and Simulation, 79, 195-203.
Boero, G., Smith, J. and Wallis, K. F. (2008), 鈥淓valuating a three-dimensional panel of point forecasts: the Bank of England Survey of External Forecasters鈥�, International Journal of Forecasting, 24, 354-367.
Giulietti, M., Otero, J, Smith, J. and (2008), 鈥淭esting for unit roots in three-dimensional heterogeneous panel in the presence of cross-sectional dependence鈥�, Economics Letters, 101, 188-192.
Boero, G., Smith, J. and Wallis, K. F. (2008), 鈥淯ncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters鈥�, Economic Journal, 118, 1107-1127.
Otero, J, Smith, J. and Giulietti, M. (2007), 鈥淭esting for seasonal unit roots in heterogeneous panels in the presence of cross section dependence鈥�, Economics Letters, 97, 179-184.
Arulampalam, W., Naylor, R. A. and Smith, J. (2005), 鈥淓ffects of in-class variation and student rank on the probability of withdrawal: cross-section and time-series analysis for UK university students鈥�, Economics of Education Review, 24, 251-262.
Otero, J, Smith, J. and Giulietti, M. (2005), 鈥淭esting for seasonal unit roots in heterogeneous panels鈥�, Economics Letters, 86, 229-235.
Boero, G., Smith, J. and Wallis, K. F. (2004), 鈥淭he sensitivity of chi-squared goodness-of-fit tests to the partitioning of data鈥� Econometric Reviews, 23, 341-370.
Boero, G., Smith, J. and Wallis, K. F. (2004), 鈥淒ecompositions of Pearson鈥檚 chi-squared test鈥�, Journal of Econometrics, 123, 189-193.
Smith, J. and Naylor, R. A. (2005), 鈥淪chooling effects on subsequent university performance: evidence for the UK university population鈥�, Economics of Education Review, 24, 549-562.
Bratti, M., McKnight, A., Naylor, R. A. and Smith, J. (2004), "Higher Education Outcomes, Graduate Employment and University Performance Indicators", Journal of the Royal Statistical Society, Series A, 167, 475-496.
Arulampalam, W., Naylor, R. A. and Smith, J. (2004), "A Hazard Model of the Probability of Medical School Dropout in the United Kingdom", Journal of the Royal Statistical Society, Series A, 167, 157-178.
Clements, M. P., Franses, P. H., Smith, J. and van Dijk, D. (2003), 鈥淥n SETAR non-linearity and forecasting鈥�, Journal of Forecasting, 22, 359-375.
Souza, L. R. and Smith, J. (2002), "Bias in the memory parameter for different sampling rates", International Journal of Forecasting, 18, 299-313.
Clements, M. P. and Smith, J. (2001), "Nonlinearities in exchange rates", Journal of International Money and Finance, 20, 133-148.
Smith, J. and Naylor, R. A. (2001), "Determinants of degree performance in UK universities: a statistical analysis of the 1993 student cohort", Oxford Bulletin of Economics and Statistics, 63, 29-60.
Smith, J. and Naylor, R. A. (2001), "Dropping out of university: A statistical analysis of the probability of withdrawal for UK university students", Journal of the Royal Statistical Society: Series A, 164, 389-405.
Smith, J., McKnight, A. and Naylor, R. A. (2000), "Graduate employability: Policy and performance in Higher Education in the UK", Economic Journal, 110, F382-F411.
Clements, M. P. and Smith, J. (2000), "Evaluating Density Forecasts of Linear and Non-Linear Models: Applications to output growth and unemployment", Journal of Forecasting, 19, 255-276.