Michael A Thornton

Michael A Thornton is a Professor and Head of Department in the Department of Economics at the University of York. He holds a PhD from the University of Essex, an MSc from Queen Mary and Westfield, and a BSocSc from the University of Birmingham. He teaches undergraduate Economic Theory I and II, and postgraduate Econometrics I and II.

His research centers on time series econometrics, particularly the challenges posed by aggregation—both across time and heterogeneous populations—in economic data. This includes work on continuous-time ARMA processes, discrete-time representations, and the effects of incomplete information on dynamic relationships.

His recent publications reflect a strong focus on methodological econometrics with applications in macroeconomic modeling and forecasting. Key themes include temporal and cross-sectional aggregation, model embeddability, and seasonal filtering under structural change.

• Discrete Time Representation of Continuous Time ARMA Processes
• Continuous Time ARMA in Discrete Time: Representation and Embeddability
• The Aggregation of Dynamic Relationships under Incomplete Information
• Removing Seasonality Under a Changing Regime: Filtering New Car Sales

He serves as a peer reviewer for the Journal of Time Series Analysis (2022–2024). He is actively involved in departmental leadership, chairing the Teaching Committee and accepting PhD students. Prior to York, he taught at the University of Reading and Essex, and worked in HM Treasury and as a mathematics teacher in London.

He advises PhD students and is engaged in ongoing research on aggregation effects, with potential applications in policy modeling and forecasting. His work bridges theoretical econometrics and real-world economic data challenges.