Eric M. Scheffel
Professor
Department of Quantitative and Applied Economics (QAE)
University of Nottingham Ningbo China
China
Biography
Dr Eric Scheffel joined The University of Nottingham Ningbo China in September 2011 as a Lecturer in Quantitative Methods. He holds a BSc in Economics and Management Studies from Cardiff University, an MSc in Economics with distinction from Warwick University, and a PhD in Economics from Cardiff University. Previously, he worked in the Economics section of Cardiff Business School as a teaching assistant (2008-2009), followed by an employment spell in the British civil service as an economic analyst working at the Office for National Statistics (ONS), where he managed and researched confidential micro data. Prior to academia, Eric worked in a large pharmaceutical company in Sao Paulo, Brazil (2000) and in an insurance company in Germany (2005). His main research interests cover both theoretical and empirical domains. He has experience in the fields of applied time series econometrics and international finance. In particular, he has undertaken work to analyse non-linear time series models of the UK term structure of interest rates. More recently, his research has concentrated on employing general equilibrium models of the economy, incorporating financial intermediation, seeking to explain the behaviour of monetary factors (such as money demand and various velocity measures), fundamentals and asset prices. While working at the Office for National Statistics he has extensively researched confidential micro data using modern panel data econometrics methods. He also shares a great interest in the way the internet is transforming traditional modes of production and exchange, as well as the agent-based computational economics literature.
Research Interest
Monetary Macroeconomics, DSGE modelling, Applied Time Series Analysis, Finance & models of asset pricing, Agent-based computational Economics, Computational Economics, Numerical Methods, Panel Data Econometrics
Publications
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Eric M. Scheffel, 2012. “Political Uncertainty in a data-rich Environmentâ€, MPRA Working Paper 37353.
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Eric M. Scheffel, 2016. "Accounting for the Political Uncertainty Factor", Journal of Applied Econometrics, Wiley-Blackwell Journals, Sept/Oct, Vol. 31, Issue 6, pp. 1048–1064.
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Eric M. Scheffel & Michael C. Hatcher, 2016. Solving the incomplete markets model in parallel using GPU computing and the Krusell-Smith algorithm, Computational Economics, Springer, December, Vol. 48, Issue 4, pp. 569–591