Jean-Yves Pitarakis

Professor Jean-Yves Pitarakis is a 0.75 FTE Professor of Economics at the University of Southampton's Department of Economics. He holds a PhD in Economics from Boston University (1995) and has held prior roles at Boston University, Université Catholique de Louvain (CORE), University of Reading, and McGill University. His research focuses on econometric theory and applications, including predictive accuracy testing, model selection, and nonlinear time series analysis. He leads ESRC-funded projects on predictive accuracy and regime switching models.

• Education: PhD in Economics, Boston University (1995)
• Prior Positions: Boston University, Université Catholique de Louvain, University of Reading, McGill University

His research interests emphasize econometric methodologies such as structural stability testing, threshold models, and predictive regressions. Recent work addresses challenges in nested model comparisons and heterogeneous predictor environments. He has contributed to high-impact journals like Econometric Theory and Journal of Business and Economic Statistics.

• Grants: ESRC Project (2022-2025) on episodic predictability and endogenous variables

Professor Pitarakis is affiliated with the University's Econometrics group, contributing to methodological advancements in addressing economic and financial problems through rigorous statistical frameworks.