Research interests include:

Econometrics: model selection, hypothesis testing, model evaluation; and encompassing

Analysis of time series; applied econometric modelling, especially of macroeconomic time series

Experience

  • –present
    Emeritus Professor of Econometrics, University of Southampton
  • –present
    James Martin Fellow, Institute of Economic Modelling, Oxford Martin Schoo, University of Oxford

Contact Grayham for

  • General
  • Media request
  • Speaking request
  • Consulting / Advising
  • Research collaboration
  • Research supervision