Professor David Peel
Professor EmeritusCurrent Teaching
Undergraduate: ECON 202, ECON203
Postgraduate (MSc): ECON 400
Qualifications
BA Warwick University
Profile
David Peel is a Professor in Economics. He was educated at University of Warwick. He has held previous posts at the University of Liverpool, Aberystwyth and University of Cardiff. Professor Peel has published widely on empirical and theoretical issues in macroeconomics and the economics of gambling markets.
He has published pioneering papers in the application of nonlinear –ESTAR models to purchasing power parity deviations, the political theory of the business cycle, uncertainty and football attendance , central banks with asymmetric preferences and political popularity series modelled as fractional processes.
He is currently working on speculative bubbles, purchasing power parity, forecast evaluation, the implications of different specifications of utility functions for the favourite –longshot bias observed in some gambling markets. Applications of the wild bootstrap. Professor Peel is a member of the editorial boards of Journal Of Forecasting, Applied Economics, Applied Financial Economics,Applied Economics Letters, Journal Of Business Finance cand Accounting, Singapore Journal Of Economics. Outside work David is married with two children and his leisure interests include sport, chess and movies.
Research Interests
Modelling of macroeconomic relationships particularly applications of non-linear time series to macroeconomic time series such as purchasing power parity, inflation.
Economics of independent central banks. Political theory of business cycle-voting behaviour. Economics of gambling markets.
Editorial activity
Editorial activity
Editorial activity
Editorial activity
Editorial activity
Editorial activity
- Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy
- Economics Research Group
- Macroeconomics and Financial Markets