Andreea Halunga


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Personal profile

Research interests

Dr Andreea Halunga joined the Department of Economics in March 2015 as a Senior Lecturer in Econometrics. She holds a PhD in Econometrics from University of Manchester and held positions of lectureship and senior lectureship at the University of Exeter before joining Bath.

Andreea’s main research is about misspecification/specification testing in econometric models, including panel data models.

Her work is also concerned with the asymptotic theory analysis and applications of bootstrap techniques in capturing time series changes such as changes in persistence and structural breaks.

Research interests

  • Misspecification tests in econometrics
  • Changes in persistence and structural breaks
  • Panel data methods
  • Bootstrap methods
  • Nonlinear time series modelling

Willing to supervise PhD

Interested in supervising:

  • Misspecification Testing
  • Financial Econometrics
  • Persistence Change and/or Structural Breaks in Time Series Econometrics
  • Bootstrap Methods
  • Nonlinear Models
  • Econometrics of Climate Change

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Fingerprint Dive into the research topics where Andreea Halunga is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Persistence Business & Economics
Inflation Business & Economics
Structural breaks Business & Economics
Econometrics Business & Economics
Food prices Business & Economics
Commodity prices Business & Economics
Asset allocation Business & Economics
Dynamic correlation Business & Economics

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Research Output 2009 2019

22 Downloads (Pure)

Neglecting Structural Breaks when Estimating and Valuing Dynamic Correlations for Asset Allocation

Halunga, A. & Savva, C., 2019, In : Econometric Reviews. 38, 6, p. 660-678 19 p.

Research output: Contribution to journalArticle

Open Access
Asset allocation
Dynamic correlation
Structural breaks
Conditional correlation
3 Citations (Scopus)

A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models

Halunga, A. G., Orme, C. D. & Yamagata, T., 1 Jun 2017, In : Journal of Econometrics. 198, 2, p. 209-230 22 p.

Research output: Contribution to journalArticle

Open Access
4 Citations (Scopus)

World commodity prices and domestic retail food price inflation: some insights from the UK

Davidson, J., Halunga, A., Lloyd, T., McCorriston, S. & Morgan, W., Sep 2016, In : Journal of Agricultural Economics. 67, 3, p. 566-583

Research output: Contribution to journalArticle

commodity prices
food prices
Economic Inflation

Consistent testing of functional form in time series models

Davidson, J. & Halunga, A., 2014, Original Article in Essays in Nonlinear Time Series Econometrics. Haldrup, N., Meitz, M. & Saikkonen, P. (eds.). Oxford, U. K.: Oxford University Press, p. 28-56

Research output: Chapter in Book/Report/Conference proceedingChapter