Professor Andy Snell

Professor Snell is Admissions Director of the MSc in Economics.

Prof Andy Snell

Professor of Economics

  • School of Economics

Contact details



Room 1.10, 31 Buccleuch Place

Areas of interest
Applied econometrics
Econometric theory
Applied finance


Following his PhD in econometrics at the University of Warwick, Andy Snell went on to postdoctoral work in applied economics at the University of Cambridge before finally obtaining a teaching post at Edinburgh where he has been ever since.

His main research areas are econometric theory, finance theory, applied finance and macroeconomics.

Andy is Admissions Director of the MSc in Economics. This degree, which forms the first year of a 1+3 MSc and PhD programme, operates under the auspices of the Scottish Graduate Programme in Economics - an eight-university consortium consisting of the departments of economics from all eight pre-1992 Scottish Universities.

Selected publications

  • "Labour Contracts, Equal Treatment and Wage-Unemployment Dynamics", with J. Thomas, American Economic Journal: Macroeconomics, 2009.
  • "Mean Group Tests for Stationarity in Heterogeneous Panels", with Y. Shin, The Econometrics Journal, 2006.
  • "Testing for Cointegration in Nonlinear Smooth Transition Error Correction Models", with G. Kapetanios and Y. Shin, Econometric Theory, 2006.
  • "Wage dynamics, cohort effects and limited commitment models", with P. Martins and J. Thomas, Journal of the European Economic Association, 2005.
  • "A Theoretical Analysis of Institutional Investors' Trading Costs in Auction and Dealer Markets", with I. Tonks, Economic Journal, 2003.
  • "What moves OECD real interest rates?", with J. Driffill, Journal of Money, Credit and Banking, 2003.
  • "Testing for a Unit Root in the Nonlinear STAR Framework", with G. Kapetanios and Y. Shin, Journal of Econometrics, 2003.
  • "A test of r versus r-1 Cointegrating Vectors", Journal of Econometrics, 1999.
  • "Testing for Asymmetric Information and Inventory Control Effects in Market Maker Behaviour on the LSE", with I.Tonks, Journal of Empirical Finance, 1998.
  • "Fiscal Policy, Public Debt Stabilisation and Politics", with B.Lockwood and A. Philippopoulos, Economic Journal, 1996.
  • "A Test of PPP based on the Largest Principal Component of Real Exchange Rates of the main OECD Economies", Economics Letters, 1996.

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