Professor Steve Cook

Personal Professor

Economics

+44 (0) 1792 602106

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Available For Postgraduate Supervision

Research Links

https://orcid.org/0000-0002-1820-8390

About

Following the award of a DPhil in econometric modelling from Oxford University under the supervision of Professor Sir David Hendry, Steve moved to Cambridge University to work on the ESRC-funded project Macroeconomic Modelling of the Business Cycle under the direction of Professor Sean Holly.

Steve is currently Head of the Department of Economics at Swansea University. Having completed an earlier spell as Head of Economics, this is one of a number of roles, including Head of Accounting and Finance, Director of Research, Director of Learning and Teaching, Head of School and Deputy Dean, that Steve has held previously during his time at Swansea.

Steve's research spans a range of topics in econometrics. This has resulted in circa 180 articles appearing in outlets including Journal of Applied Econometrics, Oxford Bulletin of Economics and Statistics, Cambridge Journal of Economics, Statistics and Probability Letters, Applied Mathematics and Computation, Urban Studies and Economics Letters.

With over 50 (concurrent!) years of editorial experience including editor-in-chief and senior editor responsibilities, Steve is currently on the editorial boards of Applied Economics and Applied Economics Letters. The recipient of research funding from the British Academy and Higher Education Academy for sole investigator projects, Steve has regularly supervised numerous PhD students through to successful completion over the past 20 years.

An enthusiastic teacher across a range of areas, Steve has taught at numerous institutions and has received repeated (inter)national recognition for his teaching. This recognition has taken the form of the frequent publication of innovative teaching materials, the publication of pedagogical research, the delivery of national workshops and addresses, the presentation of pedagogical research at leading international conferences, funding for teaching innovation from the HEA and the receipt of a number of national teaching awards. A member of the Board of Associates of the Economics Network, Steve has acted as external examiner, programme reviewer and departmental auditor at numerous institutions over many years. Currently, Steve is serving as an external examiner of undergraduate Economics at King’s College London.

In recognition of the impact and influence of his teaching activities beyond his own institution, Steve is one of a limited number of academics globally to hold both a Principal Fellowship of the HEA and a Senior Fellowship of SEDA.

Areas Of Expertise

Time Series Econometrics
Numerical Simulation
Applied Econometrics
Spatial Housing Economics
Pedagogic Research
Teaching Innovation

Career Highlights

Teaching Interests

Time Series Econometrics
Applied Econometrics
Time Series Forecasting
Mathematical Economics
Applied Statistics and Statistical Theory

Award Highlights Collaborations

Publications

Research Highlights

Cook, S., Watson, D., & Webb, R. (2024). Performance evaluation in teaching: Dissecting student evaluations in higher education. Studies in Educational Evaluation, 81, 101342
https://doi.org/10.1016/j.stueduc.2024.101342, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa65799
Cook, S., Watson, D., Webb, A., & Webb, R. (2024). Student dissatisfaction in Higher Education: a ‘fuzzy’ index approach. Studies in Higher Education, 49(7), 1107-1119.
https://doi.org/10.1080/03075079.2023.2258933, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa64554
Cook, S. (2008). Cross-data-vintage Encompassing*. Oxford Bulletin of Economics and Statistics, 70, 849-865.
https://doi.org/10.1111/j.1468-0084.2008.00533.x, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa5154
http://onlinelibrary.wiley.com/doi/10.1111/j.1468-0084.2008.00533.x/abstract
Cook, S. & Watson, D. (n.d.) The use of online materials to support the development of quantitative skills. Handbook of Teaching and Learning Social Research Methods Edward Elgar
SU Repository: https://cronfa.swan.ac.uk/Record/cronfa63071
Cook, S. (2008). Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues. Mathematics and Computers in Simulation, 77(1), 109-116.
https://doi.org/10.1016/j.matcom.2007.02.009, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa6713
Cook, S. (2009). A re-examination of the stationarity of inflation. Journal of Applied Econometrics, 24(6), 1047-1053.
https://doi.org/10.1002/jae.1098, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa5153
http://onlinelibrary.wiley.com/doi/10.1002/jae.1098/abstract
Chowdhury, R., Cook, S., & Watson, D. (2023). Reconsidering the relationship between health and income in the UK. Social Science & Medicine, 332, 116094
https://doi.org/10.1016/j.socscimed.2023.116094, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa63947
Birdi, A., Cook, S., Elliott, C., Lait, A., Mehari, T., & Wood, M. (2023). A critical review of recent economics pedagogy literature, 2020–2021. International Review of Economics Education, 43, 100264
https://doi.org/10.1016/j.iree.2023.100264, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa63070
http://dx.doi.org/10.1016/j.iree.2023.100264
Webb, R., Watson, D., Shepherd, C., Cook, S., & Cook, S. (2021). Flipping the classroom: is it the type of flipping that adds value?. Studies in Higher Education, 46(8), 1649-1663.
https://doi.org/10.1080/03075079.2019.1698535, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa52873
http://dx.doi.org/10.1080/03075079.2019.1698535
Cook, J. & Cook, S. (2011). Are US Crime Rates Really Unit Root Processes?. Journal of Quantitative Criminology, 27(3), 299-314.
https://doi.org/10.1007/s10940-010-9124-4, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa5152

All Research

Journal Articles

Cook, S., Watson, D., Webb, A., & Webb, R. (2024). Student dissatisfaction in Higher Education: a ‘fuzzy’ index approach. Studies in Higher Education, 49(7), 1107-1119.
https://doi.org/10.1080/03075079.2023.2258933, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa64554
Cook, S., Watson, D., & Webb, R. (2024). Performance evaluation in teaching: Dissecting student evaluations in higher education. Studies in Educational Evaluation, 81, 101342
https://doi.org/10.1016/j.stueduc.2024.101342, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa65799
Chowdhury, R., Cook, S., & Watson, D. (2023). Reconsidering the relationship between health and income in the UK. Social Science & Medicine, 332, 116094
https://doi.org/10.1016/j.socscimed.2023.116094, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa63947
Birdi, A., Cook, S., Elliott, C., Lait, A., Mehari, T., & Wood, M. (2023). A critical review of recent economics pedagogy literature, 2020–2021. International Review of Economics Education, 43, 100264
https://doi.org/10.1016/j.iree.2023.100264, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa63070
http://dx.doi.org/10.1016/j.iree.2023.100264
Webb, R., Watson, D., Shepherd, C., Cook, S., & Cook, S. (2021). Flipping the classroom: is it the type of flipping that adds value?. Studies in Higher Education, 46(8), 1649-1663.
https://doi.org/10.1080/03075079.2019.1698535, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa52873
http://dx.doi.org/10.1080/03075079.2019.1698535
Webb, R., Watson, D., & Cook, S. (2021). Price adjustment in the London housing market. Urban Studies, 58(1), 113-130.
https://doi.org/10.1177/0042098019878349, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa51282
http://dx.doi.org/10.1177/0042098019878349
Cook, S., Watson, D., Webb, R., & Cook, S. (2019). ‘It’s just not worth a damn!’ Investigating perceptions of the value in attending university. Studies in Higher Education, 44(7), 1256-1267.
https://doi.org/10.1080/03075079.2018.1434616, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa38255
http://dx.doi.org/10.1080/03075079.2018.1434616
Cook, S., Watson, D., & Vougas, D. (2019). Solving the quantitative skills gap: a flexible learning call to arms!. Higher Education Pedagogies, 4(1), 17-31.
https://doi.org/10.1080/23752696.2018.1564880, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa49026
Cook, S. & Fosten, J. (2018). Replicating rockets and feathers. Energy Economics
https://doi.org/10.1016/j.eneco.2017.12.021, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa37653
Choi, I., Cook, S., Paolella, M., & Racine, J. (2018). Econometrics Best Paper Award 2018. Econometrics, 6(3), 38
https://doi.org/10.3390/econometrics6030038, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa46250
Cook, S. & Watson, D. (2018). Volume effects in the London housing market. International Journal of Housing Markets and Analysis, 11(3), 586-602.
https://doi.org/10.1108/IJHMA-11-2017-0096, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa38359
Cook, S., Parker, L., & Watson, D. (2017). Real world economics: the peculiar case of applied economics provision in England and Wales. International Journal of Pluralism and Economics Education, 8(3), 286
https://doi.org/10.1504/IJPEE.2017.10009588, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa35094
Cook, S. (2017). Asymmetric price adjustment in the London housing market: A disaggregated analysis. Research Journal of Economics, 1(2)
SU Repository: https://cronfa.swan.ac.uk/Record/cronfa36849
https://www.scitechnol.com/peer-review/asymmetric-price-adjustment-in-the-london-housing-market-a-disaggregated-analysis-NjDF.php?article_id=7176
Cook, S. & Watson, D. (2017). Mean and variance equation dynamics: Time deformation, GARCH, and a robust analysis of the London housing market. International Journal of Finance & Economics, 22(4), 304-318.
https://doi.org/10.1002/ijfe.1589, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa35093
Cook, S. & Watson, D. (2017). Volatility in the Housing Market: Evidence on Risk and Return in the London Sub-market. Quantitative Finance and Economics, 1(3), 272-287.
https://doi.org/10.3934/QFE.2017.3.272, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa36848
Webb, R., Watson, D., Cook, S., & Arico, F. (2017). Graduate views on access to higher education: is it really a case of pulling up the ladder?. Studies in Higher Education, 42(3), 504-518.
https://doi.org/10.1080/03075079.2015.1052738, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa21865
Cook, S. & Watson, D. (2017). Revisiting the returns–volume relationship: Time variation, alternative measures and the financial crisis. Physica A: Statistical Mechanics and its Applications, 470, 228-235.
https://doi.org/10.1016/j.physa.2016.11.087, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa31493
Cook, S. (2016). The Convergence of Regional House Prices in the UK. Urban Studies [VSI]
https://doi.org/10.1080/0042098032000123295, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa31757
Cook, S. (2016). A Disaggregated Analysis of Asymmetrical Behaviour in the UK Housing Market. Urban Studies VSI
https://doi.org/10.1080/00420980600897735, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa31758
Cook, S. (2016). A new perspective on the ripple effect in the UK housing market: Comovement, cyclical subsamples and alternative indices. VSI Urban Studies
SU Repository: https://cronfa.swan.ac.uk/Record/cronfa32014
Cook, S. (2016). Finite-sample size distortion of the AESTAR unit root test: GARCH, corrected variance–covariance matrix estimators and adjusted critical values. Applied Economics Letters, 23(5), 318-323.
https://doi.org/10.1080/13504851.2015.1071467, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa24993
Cook, S., Elliott, C., & Cook, S. (2016). Innovations in Economics Education: An Introduction to Economic and Econometric Tools for Teaching and Learning. Cogent Economics & Finance, 4(1)
https://doi.org/10.1080/23322039.2016.1180038, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa31763
Cook, S. (2016). Modern econometrics: Structuring delivery and assessment. Cogent Economics & Finance, 4(1)
https://doi.org/10.1080/23322039.2016.1152705, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa31762
Cook, S. & Winfield, T. (2015). The urban–rural divide, regional disaggregation and the convergence of crime. Applied Economics, 1-16.
https://doi.org/10.1080/00036846.2015.1042143, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa21864
Cook, S., Watson, D., & Cook, S. (2015). A new perspective on the ripple effect in the UK housing market: Comovement, cyclical subsamples and alternative indices. Urban Studies, 53(14), 3048-3062.
https://doi.org/10.1177/0042098015610482, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa31756
Cook, S., Watson, D., & Cook, S. (2015). A new perspective on the ripple effect in the UK housing market: Comovement, cyclical subsamples and alternative indices. Urban Studies
https://doi.org/10.1177/0042098015610482, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23819
Cook, S., Watson, D., & Cook, S. (2014). A re-examination of the opportunity and motivation effects underlying criminal activity. Criminology and Criminal Justice, 14(4), 458-469.
https://doi.org/10.1177/1748895813502499, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15361
Cook, S., Watson, D., & Parker, L. (2014). New evidence on the importance of gender and asymmetry in the crime–unemployment relationship. Applied Economics, 46(2), 119-126.
https://doi.org/10.1080/00036846.2013.835481, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa21868
Watson, D., Cook, S., & Arico, F. (2014). Death of the pedagogue: pluralism and non-didacticism. International Journal of Pluralism and Economics Education, 5(3), 242
https://doi.org/10.1504/IJPEE.2014.066685, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa21866
Cook, S., Winfield, T., & Cook, S. (2013). Crime across the States: Are US Crime Rates Converging?. Urban Studies, 50(9)-1741.
https://doi.org/10.1177/0042098012466602, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15325
Cook, S. (2012). β-convergence and the Cyclical Dynamics of UK Regional House Prices. Urban Studies, 49(1), 203-218.
https://doi.org/10.1177/0042098011399595, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa31759
Cook, S. & Cook, S. (2012). β-convergence and the Cyclical Dynamics of UK Regional House Prices. Urban Studies, 49(1), 203-218.
https://doi.org/10.1177/0042098011399595, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa6712
Cook, S. (2012). An historical perspective on the forecasting performance of the Treasury Model: Forecasting the growth in UK consumers’ expenditure. Applied Economics, 44(5), 555-563.
https://doi.org/10.1080/00036846.2010.510465, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa6716
Cook, J. & Cook, S. (2011). Are US Crime Rates Really Unit Root Processes?. Journal of Quantitative Criminology, 27(3), 299-314.
https://doi.org/10.1007/s10940-010-9124-4, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa5152
Cook, S. (2009). A re-examination of the stationarity of inflation. Journal of Applied Econometrics, 24(6), 1047-1053.
https://doi.org/10.1002/jae.1098, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa5153
http://onlinelibrary.wiley.com/doi/10.1002/jae.1098/abstract
Cook, S. & Vougas, D. (2009). Unit root testing against an ST–MTAR alternative: finite-sample properties and an application to the UK housing market. Applied Economics, 41(11), 1397-1404.
https://doi.org/10.1080/00036840601019331, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa6657
Cook, S. (2008). Cross-data-vintage Encompassing*. Oxford Bulletin of Economics and Statistics, 70, 849-865.
https://doi.org/10.1111/j.1468-0084.2008.00533.x, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa5154
http://onlinelibrary.wiley.com/doi/10.1111/j.1468-0084.2008.00533.x/abstract
Cook, S. (2008). Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues. Mathematics and Computers in Simulation, 77(1), 109-116.
https://doi.org/10.1016/j.matcom.2007.02.009, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa6713
Cook, S. (2008). Maximum likelihood unit rooting test in the presence of GARCH: A new test with increased power. Communications in Statistics - Simulation and Computing, 37(4), 756-765.
https://doi.org/10.1080/03610910701779726, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa5155
http://www.informaworld.com/smpp/content~db=all~content=a791517505~frm=abslink
Cook, S. (2008). Further analysis of spurious causality. Mathematics and Computers in Simulation, 79(3), 647-651.
https://doi.org/10.1016/j.matcom.2008.04.011, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa6714
Cook, S. & Vougas, D. (2008). A weighted symmetric cointegration test. Journal of Statistical Computation and Simulation, 78(6)-565.
https://doi.org/10.1080/00949650701216596, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15348
Cook, S. (2008). The sensitivity of robust unit root tests. Journal of Applied Statistics, 35(5), 547-557.
https://doi.org/10.1080/02664760701835797, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa6661
Cook, S. (2007). A threshold cointegration test with increased power. Mathematics and Computers in Simulation, 73(6)-392.
https://doi.org/10.1016/j.matcom.2006.08.002, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15327
Cook, S. (2007). On the relationship between mergers and economic activity: Evidence from an optimised hybrid method. Physica A: Statistical Mechanics and its Applications, 379(2)-634.
https://doi.org/10.1016/j.physa.2007.02.035, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15328
Cook, S. (2007). Co-integration testing using local-to-unity detrending: the impact of structural change under the null. Journal of Statistical Computation and Simulation, 77(3)-270.
https://doi.org/10.1080/10629360600569550, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15331
Cook, S. (2006). Testing for cointegration in the presence of mis-specified structural change. Statistics & Probability Letters, 76(13)-1384.
https://doi.org/10.1016/j.spl.2006.02.008, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15330
Cook, S. (2006). The impact of GARCH on asymmetric unit root tests. Physica A: Statistical Mechanics and its Applications, 369(2)-752.
https://doi.org/10.1016/j.physa.2006.02.006, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15329
Cook, S. (2006). A disaggregated analysis of asymmetrical behaviour in the UK housing market. Urban Studies, 43(11)-2074.
https://doi.org/10.1080/00420980600897735, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15343
Cook, S. (2005). The stationarity of consumption–income ratios: Evidence from minimum LM unit root testing. Economics Letters, 89(1)-60.
https://doi.org/10.1016/j.econlet.2005.05.010, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15335
Cook, S. (2005). Regional house price behaviour in the UK: application of a joint testing procedure. Physica A: Statistical Mechanics and its Applications, 345(3-4)-621.
https://doi.org/10.1016/j.physa.2004.07.031, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15342
Cook, S. (2005). On the semantic approach to econometric methodology. Journal of Economic Methodology, 12(1)-123.
https://doi.org/10.1080/1350178042000330922, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15349
Cook, S. & Manning, N. (2005). Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests. Journal of Statistical Computation and Simulation, 75(9)-729.
https://doi.org/10.1080/00949650412331299111, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15347
Cook, S. & Vougas, D. (2004). On the finite-sample size distortion of smooth transition unit root tests. Statistics & Probability Letters, 70(3), 175
https://doi.org/10.1016/j.spl.2004.10.001, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa2159
Cook, S. & Manning, N. (2004). Lag optimisation and finite-sample size distortion of unit root tests. Economics Letters, 84(2)-274.
https://doi.org/10.1016/j.econlet.2004.02.010, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15334
Cook, S. (2004). A momentum-threshold autoregressive unit root test with increased power. Statistics & Probability Letters, 67(4)-310.
https://doi.org/10.1016/j.spl.2004.02.002, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15337
Cook, S. (2004). Finite-sample properties of modified unit root tests in the presence structural change. Applied Mathematics and Computation, 149(3)-640.
https://doi.org/10.1016/S0096-3003(03)00167-X, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15340
Cook, S. & Manning, N. (2004). Size distortion of asymmetric unit root tests in the presence of level shifts. Journal of Statistical Computation and Simulation, 74(11)-819.
https://doi.org/10.1080/00949650310001602149, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15346
Cook, S. (2003). Modified unit root tests and momentum threshold autoregressive processes. Statistics & Probability Letters, 64(1)-88.
https://doi.org/10.1016/S0167-7152(03)00133-0, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15339
Cook, S. (2003). Size and power properties of powerful unit root tests in the presence of variance breaks. Physica A: Statistical Mechanics and its Applications, 317(3-4)-448.
https://doi.org/10.1016/S0378-4371(02)01344-4, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15341
Cook, S. (2003). The convergence of regional house prices in the UK. Urban Studies, 40(11)-2294.
https://doi.org/10.1080/0042098032000123295, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15344
Cook, S. (2003). A Kuhnian perspective on econometric methodology. Journal of Economic Methodology, 10(1)-78.
https://doi.org/10.1080/1350178032000042068, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15352
Cook, S. (2002). Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment. Statistics & Probability Letters, 60(1)-79.
https://doi.org/10.1016/S0167-7152(02)00280-8, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15338
Cook, S. (2001). Observations on the practice of data-mining: comments on the JEM symposium. Journal of Economic Methodology, 8(3)-419.
https://doi.org/10.1080/13501780110078990, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15350
Cook, S. & Holly, S. (2000). Statistical Properties of UK House Prices: An Analysis of Disaggregated Vintages. Urban Studies, 37(11), 2045-2051.
https://doi.org/10.1080/713707230, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa31760
Cook, S. & Cook, S. (2000). A neglected controversy in the modelling of consumers' expenditure. Cambridge Journal of Economics, 24(2)-191.
https://doi.org/10.1093/cje/24.2.177, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15353
Arden, R., Cook, S., Holly, S., & Turner, P. (2000). The Asymmetric Effects of Monetary Policy: Some Results from a Macroeconometric Model. The Manchester School, 68(4)-441.
https://doi.org/10.1111/1467-9957.00203, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15354
Cook, S. (2000). Long-run and short-run co-movement in UK consumption and income. Economics Letters, 67(1)-13.
https://doi.org/10.1016/S0165-1765(99)00240-2, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15332
Cook, S. & Holly, S. (2000). Statistical Properties of UK House Prices: An Analysis of Disaggregated Vintages. Urban Studies, 37(11)-2055.
https://doi.org/10.1080/713707230, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15345
Cook, S., Holly, S., & Turner, P. (1999). The power of tests for non-linearity: the case of Granger-Lee asymmetry. Economics Letters, 62(2)-159.
https://doi.org/10.1016/S0165-1765(98)00208-0, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15333
Cook, S. (1999). Methodological aspects of the encompassing principle. Journal of Economic Methodology, 6(1)-78.
https://doi.org/10.1080/13501789900000003, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa15351

Book Chapters

Cook, S. & Watson, D. (n.d.) The use of online materials to support the development of quantitative skills. Handbook of Teaching and Learning Social Research Methods Edward Elgar
SU Repository: https://cronfa.swan.ac.uk/Record/cronfa63071

Other Research Outputs

Cook, S. (2016). Reflections on preparing a special issue
SU Repository: https://cronfa.swan.ac.uk/Record/cronfa31755
http://eprints.hud.ac.uk/id/eprint/29994/1/reflections-on-preparing-a-special-issue-in-economics-and-econometrics

Taught Modules

EC-2574 Introductory Econometrics

This module provides students with an introduction to econometrics and in particular to the use of Ordinary Least Squares (OLS). The module seeks to provide students with basic assumptions of the OLS model and the consequences for estimation when these assumptions are not met. Students are introduced to the principles of statistical inference and diagnostic testing at a practical level based on the econometric package e-views.
EC-3028 Time Series Econometrics

This module provides third year Economics undergraduates with the opportunity to develop and demonstrate their own econometric skills and critically evaluate current empirical econometric research. With a strong emphasis on ¿learning by doing", this module employs a mixture of lectures, tutorials and computer workshops to allow students to undertake their own empirical analysis in core areas of econometrics. The module will develop numerous transferable skills of use for both further study and future employment.

Economics Network

https://www.economicsnetwork.ac.uk/profiles/108