Professor Steve Cook
Personal Professor
Accounting & Finance
Telephone: (01792) 602106
Room: Office 225 - 225
Second Floor
School of Management
Bay Campus

Following the award of a DPhil in econometric modelling from Oxford University under the supervision of Professor Sir David Hendry, Steve moved to Cambridge University to work on the ESRC-funded project Macroeconomic Modelling of the Business Cycle under the direction of Professor Sean Holly.

Steve's research spans a range of topics in econometrics. This has resulted in over 140 fully refereed articles appearing in outlets including Journal of Applied Econometrics, Oxford Bulletin of Economics and Statistics, Cambridge Journal of Economics, Statistics and Probability Letters, Applied Mathematics and Computation, Urban Studies and Economics Letters, along with the receipt of research funding from The British Academy. A member of numerous editorial boards, Steve is currently editor-in-chief of Cogent Economics and Finance and deputy editor-in-chief of Econometrics.

Steve has received repeated (inter)national recognition for his teaching in the form of the frequent publication of innovative teaching materials, the publication of pedagogical research, the delivery of national workshops and addresses, the presentation of pedagogical research at leading international conferences, funding for teaching innovation from the HEA and the receipt of a number of national teaching awards. A member of the Board of Associates of the Economics Network, Steve has acted as external examiner, programme reviewer and departmental auditor at numerous institutions over many years.  In recognition of the impact and influence of his teaching activities beyond his own institution, Steve holds a Principal Fellowship of the Higher Education Academy. 

Areas of Expertise

  • Applied Econometrics
  • Financial Econometrics
  • Empirical Finance
  • Time Series Analysis

Publications

  1. & Mean and variance equation dynamics: Time deformation, GARCH, and a robust analysis of the London housing market. International Journal of Finance & Economics 22(4), 304-318.
  2. & ‘It’s just not worth a damn!’ Investigating perceptions of the value in attending university. Studies in Higher Education, 1-12.
  3. & Replicating rockets and feathers. Energy Economics
  4. & Graduate views on access to higher education: is it really a case of pulling up the ladder?. Studies in Higher Education 42(3), 504-518.
  5. & A re-examination of the opportunity and motivation effects underlying criminal activity. Criminology and Criminal Justice 14(4), 458-469.

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Teaching

  • MN-3552 Business and Financial Forecasting

    This module familiarises students with the key concepts in business and financial forecasting. General issues of forecast evaluation, combination and encompassing are considered along with specific time series techniques such as exponential smoothing, Holt's linear method, the Holt-Winters method and ARIMA based forecasting techniques. Emphasis is placed upon the practical application of methods and the subsequent intepretation of results obtained. Particular features of the module are the extensive use of computer software packages (Excel and EViews) and numerous practical sessions (examples classes and computer).

Supervision

  • 'Monetary Policy and Housing in the US: A Risk Taking Mechanism' (current)

    Student name:
    PhD
    Other supervisor: Dr Dimitrios Vougas
    Other supervisor: Dr Joshy Easaw
    Other supervisor: Dr Tapas Mishra
  • 'Essays on Microfinance and Poverty Dynamics' (current)

    Student name:
    PhD
    Other supervisor: Dr Davide Avino
  • Profitability and risk of market timing strategies using passive market funds. (current)

    Student name:
    PhD
    Other supervisor: Dr Vineet Upreti
  • Modelling Exchange Rates Using Macroeconomic Fundamentals (current)

    Student name:
    PhD
    Other supervisor: Dr Syed Shabi-Ul-Hassan
    Other supervisor: Dr Rosen Chowdhury