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Personal profile

General

Michail has joined Aston Business School in 2010 and is currently a Senior Lecturer in Economics and Programme Director for the BSc Mathematics with Economics and  the BSc Business and Mathematics Joint Honours degrees of the Economics, Finance and Entrepreneurship department. He is a Fellow of the Lloyds Banking Group Centre for Business Prosperity. 

 

An economist and computer scientist by training his research has been predominantly in the areas of applied macroeconometrics and financial econometrics where he publishes in leading and high visibility international journals although he also enjoys experimenting with more cross-disciplinary topics. His works on non-linear dynamic modelling are well-cited in the academic literature and his recent investigation on the impact of Brexit on the UK inward investment has attracted a lot of attention from the general public. 

 

Michail has led successfully the £187,243 Knowledge Transfer Partnership (KTP) with the leading Big Data provider, Majestic, the outcome of which, apart from several awards, was evaluated 'Outstanding' by Innovate UK.

 

He is a Fellow of the Higher Education Academy and is currently the module leader for BS1159 International Business Environment and BFM117 Trading Techniques. 

 

Having led successfully several PhD students to completion, he welcomes potential PhD candidates who are interested in his areas of expertise but also from other areas as long as they can demonstrate willingness and capacity to learn and work with state of the art quantitative methods.

Research Interests

Econometric theory, stochastic, randomised, and deterministic unit roots, time-varying processes, financial econometrics, volatility dynamics, macroeconomic modelling and forecasting, non-parametric detection of structural changes, nonlinear time series models, density forecasting.

Qualifications

Teaching Activity

  • BS1164: Introduction to Macroeconomics

  • BS1159: International Business Environment

Contact Details

Phone: +44(0)121 204 3338 
Email:  m.karoglou@aston.ac.uk
Room: SW912

Keywords

  • Time series econometrics
  • Quantitative risk management

Fingerprint Dive into the research topics where Michail Karoglou is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Date Mathematics
foreign investment Social Sciences
neural network Social Sciences
liberalization Social Sciences
assets Social Sciences
direct investment Social Sciences
real estate market Social Sciences
Structural change Business & Economics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2009 2019

BrExit and foreign investment in the UK

Karoglou, M. & Driffield, N. L., 1 Feb 2019, In : Journal of the Royal Statistical Society, Series A (Statistics in Society). 182, 2, p. 559-582 24 p.

Research output: Contribution to journalArticle

Open Access
File
foreign investment
direct investment
Volatiles
Vector Autoregression
Markov Switching

Structural Changes and the Role of Monetary Aggregates in the UK

Bissoondeeal, R. K., Karoglou, M. & Binner, J. M., 1 Jun 2019, In : Journal of Financial Stability. 42, p. 100-107 8 p.

Research output: Contribution to journalArticle

Structural change
Monetary aggregates
Divisia
Financial crisis
Time-varying

Monetary policy preferences of the EMU and the UK

Arestis, P., Karoglou, M. & Mouratidis, K., 3 Jun 2016, In : Manchester School. 84, 4, p. 528-550 23 p.

Research output: Contribution to journalArticle

Open Access
Monetary policy
Inflation
Theoretical framework
Politicians
Factors

Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis

Karanasos, M., Yfanti, S. & Karoglou, M., May 2016, In : International Review of Financial Analysis. 45, p. 332-349

Research output: Contribution to journalArticle

Open Access
File
Dynamic correlation
Global financial crisis
Financial markets
Modeling
Herding behavior

Breaks in the UK household sector money demand function

Bissoondeeal, R., Karoglou, M. & Mullineux, A., 31 Dec 2014, In : Manchester School. 82, Suppl.S2, p. 47-68 22 p.

Research output: Contribution to journalArticle

Money demand
Demand function
Household
Divisia
Random walk model

Thesis

Asymmetric price transmission in EU petroleum markets

Author: Al Sabbagh, O., 19 Oct 2015

Supervisor: Driffield, N. L. (Supervisor), Karoglou, M. (Supervisor) & Bissoondeeal, R. K. (Supervisor)

Student thesis: Doctoral ThesisDoctor of Philosophy

File

Factors affecting the quality of joint patents in China

Author: Zhou, R., 5 Jun 2018

Supervisor: Vaidya, K. G. (Supervisor) & Karoglou, M. (Supervisor)

Student thesis: Doctoral ThesisDoctor of Philosophy

File

Prizes

ESRC Postdoctoral Fellowship

Michail Karoglou (Recipient), 2006

Prize: Prize (including medals and awards)

Graduate Teaching Assistant Scholarship

Michail Karoglou (Recipient), 2003

Prize: Prize (including medals and awards)

Graduate Teaching Assistant Scholarship

Michail Karoglou (Recipient), 2002

Prize: Prize (including medals and awards)