Professor Steve Cook
Personal Professor
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


  1. Webb, R., Watson, D., Shepherd, C., Cook, S. Flipping the classroom: is it the type of flipping that adds value? Studies in Higher Education 1 15
  2. Cook, S., Watson, D., Vougas, D. Solving the quantitative skills gap: a flexible learning call to arms! Higher Education Pedagogies 4 1 17 31
  3. Webb, R., Watson, D., Cook, S. Price adjustment in the London housing market Urban Studies 004209801987834
  4. Cook, S., Watson, D., Webb, R. ‘It’s just not worth a damn!’ Investigating perceptions of the value in attending university Studies in Higher Education 1 12
  5. Cook, S., Watson, D. 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

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  • MN-3028 Econometrics 2

    This module provides third year Economics undergraduates with the opportunity to develop and demonstrate their own econometric skills and critically evaluate current empirical econometric research. With a strong emphasis on ¿learning by doing", this module employs a mixture of lectures, tutorials and computer workshops to allow students to undertake their own empirical analysis in core areas of econometrics. The module will develop numerous transferable skills of use for both further study and future employment.

  • MN-3552 Time Series 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).


  • 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)

    Other supervisor: Dr Dimitrios Vougas
  • Profitability and risk of market timing strategies using passive market funds. (current)

    Other supervisor: Dr Vineet Upreti
    Other supervisor: Dr Mike Buckle
  • Modelling Exchange Rates Using Macroeconomic Fundamentals (current)

    Other supervisor: Dr Syed Shabi-Ul-Hassan
    Other supervisor: Dr Rosen Chowdhury
  • 'Monetary Policy and Housing in the US: A Risk Taking Mechanism' (awarded 2018)

    Other supervisor: Dr Dimitrios Vougas
    Other supervisor: Dr Joshy Easaw
    Other supervisor: Dr Tapas Mishra
  • 'Essays on Microfinance and Poverty Dynamics' (awarded 2018)

    Other supervisor: Dr Davide Avino