Corpus Christi College Oxford

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Prof James Duffy

James Duffy


Fellow and Tutor, Associate Professor of Economics

james.duffy@economics.ox.ac.uk


Biography

Dr Duffy joined Corpus in 2016, having spent two years in Oxford as a Postdoctoral Research Fellow at Nuffield College. He received a PhD in economics from Yale University in 2014, where he worked under the supervision of Peter Phillips and Xiaohong Chen. An Australian by birth, his undergraduate studies in economics and mathematics were undertaken at the University of Sydney.


Research

Dr Duffy's research is in econometrics, that subfield of economics concerned with the statistical methods used to impose empirical discipline on economic models. He is particularly interested in the development of better inferential procedures for handling time series data that exhibit either non-linearities or a high degree of persistence, such as commonly arises in empirical macroeconomics and finance. Links to his publications and working papers are available on his personal webpage.


Teaching

At Corpus, Dr Duffy currently provides tutorials in Prelims Microeconomics and Quantitative Economics (an introductory econometrics course). He lectures in the economics department on the asymptotics of optimisation-based estimators, and on inferential procedures for autoregressive models. He also runs regular reading groups on various topics of active research in econometrics, and on the probabilistic underpinnings of econometric theory.

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