Affiliate Professor

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Abderrahim Taamouti is an Affiliate Professor at Mohammed VI Polytechnic University.

He holds a PhD in Economics from the University of Montreal. Before joining the University of Liverpool Management School as a Professor of Econometrics, he served as an Associate Professor of Economics at Universidad Carlos III, and as a Professor of Economics and Finance at Durham University Business School. His research expertise spans Econometrics and Finance, with a focus on topics such as Granger causality analysis, high-dimensional data analysis, non-parametric estimation and testing, machine learning, asset pricing, systemic risk, and characteristic function methods in financial time series. His work covers areas like copula estimation, exact sign-based inference, risk management and portfolio optimization, sovereign credit ratings, and robust estimation techniques for measurement errors and stock return predictability. He is an Associate Editor of the Journal of the Royal Statistical Society Series A, a Senior Co-Editor of Advances in Econometrics, and serves on the Editorial Board of the Journal of Risk and Financial Management. He is a Fellow of the Econometric Society and an elected member of the society’s Regional Standing Committee. He has also held leadership roles, including Program Chair of one of the regional conferences of the Econometric Society and Director of Quantitative Research in Financial Economics at Durham University from 2014 to 2021. He is the Director of LAMBDA (Liverpool Advanced Methods for Big Data Analytics) Research Centre at University of Liverpool. His research has led to numerous publications in top-tier journals such as the Journal of Econometrics, Journal of Money, Credit and Banking, Review of Finance, Journal of Multivariate Analysis, Journal of Financial Econometrics, Journal of Business & Economic Statistics, Journal of Economic Dynamics and Control, Computational Statistics & Data Analysis, Journal of Empirical Finance, Journal of International Money and Finance, Oxford Bulletin of Economics and Statistics, Journal of Statistical Planning and Inference, and Journal of Nonparametric Statistics, among others. Abderrahim has taught a wide range of undergraduate and graduate courses (MSc and PhD) in Econometrics, Finance, and Statistics. He has closely mentored students at both levels, supervising several PhD students and serving on numerous PhD thesis committees.
 

Courses
For the academic year 2022-2023

SELECTED PUBLICATIONS