Research Fellow

3 weeks ago

London, United Kingdom UCL Eastman Dental Institute Full time

About the role

Applications are invited for a post-doctoral Research Fellow in the Department of Economics at University College London to work on the research project “Credible Inference for Empirical Macroeconomics” (CreMac) which has received funding from the European Research Council Starting Grant under the European Union’s Horizon research and innovation programme.

CreMac is a project that has received funding from the European Research Council (ERC) (Starting Grant) under the European Union’s Horizon research and innovation programme. Its key objective is to develop new methods for statistical inference, with a focus on weak identification, tailored to settings studied in empirical macroeconomics.

Dr. Daniel Lewis is the sole PI and responsible for leading and executing this exciting research project, which combines econometric theory with empirical research in macroeconomics. The project has two key components. The first is to develop new identification strategies exploiting instrumental variables that make use of dynamic or heterogeneous relationships to obtain additional identifying variation. These will generalise insights from time series to panel data settings. The second will develop less conservative and computationally efficient methods for inference that are robust to weak identification and tailored to the most common linear and nonlinear models common in macroeconomics (and elsewhere). Each component will also feature careful empirical work to highlight the value of the econometric innovations.

About you

Dr. Daniel Lewis, the Principal Investigator, is seeking to appoint a Research Fellow to work on the CreMac project. The postholder will be responsible for executing the research project and will be supervised by Dr. Daniel Lewis.

The duties will include:

The postholder will work closely with Dr. Daniel Lewis and his team. He/she will be involved in all parts of the research process. Responsibilities include: Develop novel identification results and estimators and formally establish their properties. Design and conduct simulation to illustrate the properties of these new methods. Conduct empirical analysis using the new methods and macroeconomic data. Contribute to the writing up and dissemination of the results, and to the submission of research papers to peer-reviewed journals. Assist in the preparation of software packages to support adoption of the new methods. Contribute to the overall activities of the department as required. As duties and responsibilities change, the job description will be reviewed and amended in consultation with the postholder. The postholder will carry out any other duties as are within the scope, spirit and purpose of the job as requested by the line manager or Head of Department/Division. The postholder will actively follow UCL policies including Equal Opportunities and Race Equality policies. The postholder will maintain an awareness and observation of Fire and Health & Safety Regulations.

What we offer

The researcher will be appointed from June for two years.

The Appointment will be on UCL salary scale Grade 7, £43, to £51, per annum inclusive of London Allowance, dependent upon experience and qualifications.

The UCL full-time working week totals hours. Annual leave is 27 days per year. In addition, staff benefit from six College closure days per year. The person appointed will work at the offices of the Department of Economics, Drayton House, 30 Gordon Street, London WC1H 0AX. The postholder will benefit from interactions with colleagues in the Department of Economics and in UCL more broadly, and at the Institute for Fiscal Studies. The postholder will be strongly encouraged and supported to develop her career.

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