Professor Steve Cook
Personal Professor
Accounting & Finance
Telephone: (01792) 602106

About Me

Following the award of a D.Phil 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.

Subsequent research activity has spanned a range of topics including applied econometrics, empirical finance, financial econometrics, numerical simulation and time series analysis. This has resulted in over 120 fully refereed articles appearing in journals including Journal of Applied Econometrics, Oxford Bulletin of Economics and Statistics, Cambridge Journal of Economics, Statistics and Probability Letters, Applied Mathematics and Computation, Communications in Statistics B, Urban Studies, The Manchester School and Economics Letters, along with the receipt of research funding from The British Academy. A member of numerous editorial boards, Steve is editor-in-chief of Routledge’s the Open Access journal Cogent Economics and Finance.

With regard to teaching, Steve has received repeated national recognition for his teaching activities in the form of frequent publication of teaching case studies and his teaching materials, the delivery of national workshops and seminars, funding for teaching innovation from the Higher Education Academy, and receipt of awards including the 2011 UK Outstanding Teaching Award for Economics. Steve is the only academic in the UK to be recognised twice in the UK Outstanding Teaching Award for Economics category. Following invitation, he has acted as external examiner and programme reviewer at numerous institutions and is currently an external examiner at Queen Mary University of London and the University of East Anglia.

Areas of Expertise

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

Publications

  1. A re-examination of the stationarity of inflation. Journal of Applied Econometrics 24(6), 1047-1053. doi:10.1002/jae.1098
  2. Cross-data-vintage Encompassing*. Oxford Bulletin of Economics and Statistics 70, 849-865. doi:10.1111/j.1468-0084.2008.00533.x
  3. β-convergence and the Cyclical Dynamics of UK Regional House Prices. Urban Studies 49(1), 203-218. doi:10.1177/0042098011399595
  4. A neglected controversy in the modelling of consumers' expenditure. Cambridge Journal of Economics 24(2)-191. doi:10.1093/cje/24.2.177
  5. & A re-examination of the opportunity and motivation effects underlying criminal activity. Criminology and Criminal Justice

See more...

Teaching

  • MN-3003 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).

  • MN-D001 Independent Project

    The module requires an independently researched analysis of a finance/accounting related topic (as appropriate to the programme the student is undertaking). It is intended to provide a degree of synthesis of the various course components. The student should be able to demonstrate he/she is able to apply knowledge and skills gained and that he/she has an understanding of the wider context of the programme of study undertaken.

  • MN-D002 Independent Project

    The report documents the result of an independently researched analysis of a finance related topic or issue. It is intended to provide a degree of synthesis of the various course components. The student should be able to demonstrate he/she is able to apply knowledge and skills gained and that he/she has an understanding of the wider context of the programme of study undertaken.

  • MN-M007 Financial Econometrics

    Financial Econometrics aims to provide students with both a theoretical and a practical knowledge of econometric techniques required in the analysis of financial data. This is intended to help students develop the skills required to perform advanced financial analysis. Practical examples and practical sessions are used to illustrate the concepts involved, and particular emphasis is given to using real data in examining and testing hypotheses concerning the properties of, and relationships between, financial series.

  • MN-M510 International Financial Forecasting

    This module aims to familiarize students with the key concepts used in the forecasting of time series data and financial data. The module exposes students to both the practical and theoretical aspects of time series forecasting, dealing with the application and consideration of a range of forecasting methods and forecast evaluation techniques.

  • MNAM30 Business and Economic Forecasting

    This module aims to familiarize students iwth the key concepts used in economic and business forecasting. The module exposes students to both the practical and theoretical aspects of economic forecasting, dealing with univariate smoothing methods and the integrated autoregressive moving average (ARIMA) methodology in some detail.

Supervision

  • Untitled (current)

    Student name:
    PhD
    Other supervisor: Dr Dimitrios Vougas
  • 'Econometric essays on home ownership, life satisfaction and crime: an examination of alternative approaches, literature and economies.' (current)

    Student name:
    PhD
    Other supervisor: Professor Phil Murphy
  • Financial Crisis and Policy Responses (current)

    Student name:
    PhD
    Other supervisor: Dr Jonathan James
    Other supervisor: Dr Joshy Easaw
    Other supervisor: Dr Dimitrios Vougas
    Other supervisor: Dr Tapas Mishra
  • Modelling the impact of macro-economic variables on stock markets (current)

    Student name:
    PhD
    Other supervisor: Dr Michael Buckle
  • Essays on long-memory and stochastic economic growth (current)

    Student name:
    PhD
    Other supervisor: Dr Dimitrios Vougas
  • Essays on Microfinance and Poverty Dynamics (current)

    Student name:
    PhD
    Other supervisor: Dr Davide Avino
  • 'Three essays on the efficiency of financial markets: the case of Saudi Arabia' (awarded 2014)

    Student name:
    PhD
    Other supervisor: Dr Michael Buckle
  • 'Dynamic interaction and volatility spillovers between stock and foreign exchange markets in Saudi Arabia' (awarded 2013)

    Student name:
    PhD
    Other supervisor: Professor Alan Speight
  • WORKERS’ REMITTANCES IN JORDAN, THEIR MACROECONOMIC DETERMINANTS AND IMPACT ON FINANCIAL DEVELOPMENT (awarded 2011)

    Student name:
    PhD
    Other supervisor: Dr Dimitrios Vougas
  • Issues in Monetary Policy (awarded 2006)

    Student name:
    PhD
    Other supervisor: Professor Phillip Lawler