John Hunter

John Hunter is a Senior Lecturer in the Department of Economics and Finance at Brunel University. Holding a PhD in Econometrics from the London School of Economics, he has an extensive academic career spanning institutions including Liverpool University, Birkbeck College, LSE, Southampton, Queen Mary College, and Surrey. His research focuses on arbitrage in financial markets, exchange rate modeling, non-stationary time series analysis, and regulatory econometrics.

His scholarly work explores:

• Cointegrating exogeneity and market efficiency
• Consumption-based asset pricing models
• Corporate failure prediction
• Nonlinear adjustment in financial markets
• Identification of rational expectations models
• Policy modeling with time series analysis

Recent publications analyze emerging market volatility, gasoline price dynamics, and econometric modeling of financial systems. He has served as an editor for Quantitative and Qualitative Analysis in the Social Sciences and external examiner at Durham University and David Game College.

Research grants include:

• Modelling Non-Stationary Economic Time Series (2009-2012)
• Consumption-Based Asset Pricing Models (2008-2013)
• Equilibrium Price Targetting (2007-2011)

Supervising PhD candidates since 2009, his advisees have completed work on topics spanning:

• Gulf State financial markets
• Exchange rate dynamics
• Corporate investment behavior
• Institutional development in finance
• UK stock performance analysis