I started out in macroeconomics while working at Her Majesty’s Treasury in London. Next, I turned to development economics while working at the World Bank in Washington DC. I entered academia at the London Business School’s Centre for Economic Forecasting. Before joining the economics department at the Hebrew University of Jerusalem, I was Professor of Finance and Investment at City University Business School (now Cass Business School) in London.
My most formative intellectual experience as a student was to study epistemology under Karl Popper, which led to my interest in econometrics. This interest has grown over the years because I see hypothesis testing with observational (non-experimental) data as the ultimate epistemological challenge in economics and other social sciences. This belief has led me to cross disciplinary boundaries in which the empirical data are observational, including behavioral genetics, climate science, criminology and epidemiology among others. Also within economics, my interests have been unusually heterogeneous.
My main current methodological interest is with nonstationary spatial panel data, where my background in nonstationary time series has been of great help. I use these methodological developments to test hypotheses in economic geography.