Staff profile

Affiliation | Room number | Telephone |
---|---|---|
Associate Professor in Economics in the Business School | MHL 173 |
Biography
Majid Al-Sadoon began his academic career working on Granger causality in linear econometric time series models. This led him to pursue various other topics within time series analysis such as hypothesis testing and linear rational expectations models with applications to macroeconomics. In parallel, Majid has also contributed to the nonlinear dynamic panel literature. His most recent work has applied advanced techniques from functional analysis and linear system theory to study the econometrics of linear rational expectations models with applications to macroeconomic policy.
Mini-Biography
Majid Al-Sadoon obtained his PhD from Cambridge University in 2011. Previously he was an assistant professor at Universitat Pompeu Fabra and a Robert Solow postdoctoral fellow at Cambridge University. He has published in a number of international journals such as Journal of Econometrics, Econometric Theory, and Econometric Reviews.
Research interests
- Time Series Analysis
- Econometric Theory
- Applied Macroeconomics
Publications
Journal Article
- Al-Sadoon, M. (2019). Testing subspace Granger causality. Econometrics and Statistics 9: 42-61.
- Al-Sadoon, M. (2018). The Linear Systems Approach to Linear Rational Expectations Models. Econometric Theory 34(03): 628-658.
- Al-Sadoon, M., Li, T. & Pesaran, M. H. (2017). Exponential class of dynamic binary choice panel data models with fixed effects. Econometric Reviews 36(6-9): 898-927.
- Al-Sadoon, M. (2017). A unifying theory of tests of rank. Journal of Econometrics 199(1): 49-62.
- Al-Sadoon, M. (2014). Geometric and long run aspects of Granger causality. Journal of Econometrics 178(3): 558-568.
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