Biography

Professor Graham Elliott is a professor of Economics at the University of California, San Diego. He joined UCSD’s Department of Economics in 1994 after finishing graduate studies at Harvard University. He was a visiting professor at MIT in the fall of 2005 and 2006 and visiting professor at Harvard in the spring of 2005. He was a visiting scholar at Princeton in Spring 2003. He is also affiliated with the Center for Applied Macroeconomic Analysis at ANU.

Professor Elliott received his undergraduate degree from the University of New South Wales, Australia in 1985 and his Ph.D. from Harvard University in 1994. He served as co-editor of the International Journal of Forecasting for eight years and as associate editor of a number of other journals in the fields of economics and statistics. He co-edited the first two volumes of the Handbook of Forecasting. He recently published a book on Forecasting coauthored with Allan Timmermann.

Professor Elliott's research focuses on a number of areas in econometrics and statistical theory. One strand of research examines how to make the best use of data in testing hypotheses when standard tests are potentially suboptimal. The majority of applications involve tests using time series data, although the methods are applicable to other forms of data as well. This work has led to results in testing for unit roots in data, testing for instability in regression models, along with other applications. He has also examined problems with applying cointegration methods, along with providing new approaches to these areas.

A second strand of research is applied to the practical problem of constructing forecasts. Along with co-editing the premier journal in this field, he has published papers on various aspects of forecasting including forecast combination, model combination, loss function estimation and forecasting binary outcomes.

More recently he has begun work on issues revolving around the application of energy storage in grid applications. He has been developing models of the California energy markets and constructed valuations of storage in various grid connected applications.