Research output per year
Research output per year
Personal profile
Research interests
Times series econometrics. Financial econometrics. Bootstrap methods. Non-stationary time series. Econometrics.
Education/Academic qualification
Economics, Doctor of Science, University of Cambridge
Award Date: 1 Nov 2015
Economics, Doctor of Philosophy, Testing for Seasonal Unit Roots, University of Cambridge
Award Date: 1 Nov 1997
Economics, Master of Philosophy, University of Cambridge
Award Date: 1 Sept 1993
Statistics, Master of Science, University of Kent
Award Date: 1 Aug 1991
Management Sciennce, Bachelor of Arts, University of Kent
Award Date: 1 Jul 1990
External positions
Fellow of ACE, Aarhus University
1 May 2026 → …
Keywords
- HA Statistics
- Econometrics
- Time Series
- Bootstrap Methods
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Collaborations and top research areas from the last five years
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COVARIATE-AUGMENTED CUSUM BUBBLE MONITORING PROCEDURES
Astill, S., Taylor, A. M. R. & Zu, Y., 11 Jun 2026, In: Econometric Theory. 29 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Nonparametric Detection of a Time-Varying Mean
Iacone, F. & Taylor, A. M. R., 31 May 2026, In: Journal of Time Series Analysis. 47, 3, p. 597-611 15 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Link opens in a new tab Citation (SciVal) -
Real-Time Monitoring for Stock Return Predictability in Nonstationary Volatility Environments
Demetrescu, M., Schmidt, F. & Taylor, R., 30 Nov 2026, In: Journal of Econometrics. 258, 106341.Research output: Contribution to journal › Article › peer-review
Open Access -
A new heteroskedasticity-robust test for explosive bubbles
Harvey, D. I., Leybourne, S. J., Taylor, A. M. R. & Zu, Y., 30 Sept 2025, In: Journal of Time Series Analysis. 46, 5, p. 846-866 21 p.Research output: Contribution to journal › Article › peer-review
Open Access3 Link opens in a new tab Citations (SciVal) -
Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach
Demetrescu, M., Rodrigues, P. M. M. & Taylor, A. M. R., 31 May 2025, In: Journal of Econometrics. 249, 23 p., 106002.Research output: Contribution to journal › Article › peer-review
Open Access
Prizes
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External Fellow Aarhus Center for Econometrics
Taylor, R. (Recipient), Apr 2026
Prize: Honorary appointment
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Plura Scripsit Award, Econometric Theory
Taylor, R. (Recipient), Nov 2009
Prize: Prize (including medals and awards)
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Fellow of the Journal of Econometrics
Taylor, R. (Recipient), Dec 2005
Prize: Fellowship awarded competitively
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Journal of Time Series Analysis Distinguished Author Award
Taylor, R. (Recipient), Jul 2020
Prize: Prize (including medals and awards)
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Multa Scripsit Award, Econometric Theory
Taylor, R. (Recipient), Jan 2006
Prize: Prize (including medals and awards)
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Journal of Business and Economic Statistics (Journal)
Taylor, R. (Editorial board member)
1 May 2020Activity: Publication peer-review and editorial roles › Editorial activity
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Journal of Time Series Analysis (Journal)
Taylor, R. (Editor)
1 Jan 2013 → …Activity: Publication peer-review and editorial roles › Editorial activity
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Journal of Econometrics (Journal)
Taylor, R. (Editorial board member)
1 Jan 2024Activity: Publication peer-review and editorial roles › Editorial activity
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UKRI - ESRC (External organisation)
Taylor, R. (Member)
Oct 2025Activity: Other contribution to the discipline › Role on a committee, board or panel
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UK Research & Innovation (External organisation)
Taylor, R. (Member)
Jul 2025Activity: Other contribution to the discipline › Role on a committee, board or panel