Dr Dimitrios Vougas
Associate Professor
Accounting & Finance
Telephone: (01792) 602102
Room: Office 216 - 216
Second Floor
School of Management
Bay Campus

I was educated in Athens (BSc) and in Bristol (MSc, PhD). I was a research assistant in Nottingham and taught in Middlesex and Portsmouth, before joining Swansea. I have taught a variety of Economics/Finance and Econometrics/Statistics/Quantitative modules and supervised a number of PhD students in Applied Time Series and Finance research.

My main areas of interest are: applied and Theoretical Time Series Analysis, Applied Finance, and Applied Macroeconomics. I have also published in a number of journals including Journal of Time Series, Statistics and Probability Letter, Economics Letters, amongst others. I am interested in supervising any theoretical and applied time series topic, related to unit roots, co-integration, and related topics.

In applied Finance I am interested in supervising issues relating to the Efficiency Market Hypothesis (and failure of it), as well as specific modelling of noise traders. In addition in applied Macroeconomics, I am interested in topics related to Unemployment, GDP decompositions and predictions, and modelling, as well as the use of Markov switching models. In addition, I am becoming interested in applied work relating to the use of structural Vector Autoregressive models, as well as to structural Vector Error Correction models. 

Publications

  1. & A Direct Test for Cointegration Between a Pair of Time Series. Journal of Time Series Analysis 23(2), 173
  2. & On the finite-sample size distortion of smooth transition unit root tests. Statistics & Probability Letters 70(3), 175
  3. GLS detrending and unit root testing. Economics Letters 97(3), 222
  4. Is the trend in post-WW II US real GDP uncertain or non-linear?. Economics Letters 94(3), 348
  5. New Exact ML Estimation and Inference for a Gaussian MA(1) process. Economics Letters 99(1), 172-176.

See more...

Teaching

  • MN-1002 Maths 1 for Accounting and Finance

    The module introduces students to the mathematical concepts necessary for further study in accounting and finance.

  • MN-N011 Induction to Econometrics for PhD Students

    An advanced econometric module with related empirical applications.

Supervision

  • CSR in Islamic banks for the first paper (current)

    Student name:
    PhD
    Other supervisor: Dr Jafar Ojra
  • The project title was stated as 'Measuring uncertainty and its impact on macro variables' This does not reflect the suggested research which involves examination of the impact of political connections on the performance and capital structure of banks in GCC economies. (current)

    Student name:
    PhD
    Other supervisor: Prof Steve Cook
  • 'Monetary Policy and Housing in the US: A Risk Taking Mechanism' (awarded 2018)

    Student name:
    PhD
    Other supervisor: Dr Joshy Easaw
    Other supervisor: Dr Tapas Mishra
    Other supervisor: Prof Steve Cook
  • The environmental impacts of economic growth and environmental policies in Saudi Arabia (awarded 2018)

    Student name:
    PhD
    Other supervisor: Dr Ilias Asproudis
    Other supervisor: Prof David Blackaby