Robert O'Neill

Rob is currently a teaching focused lecturer in Econometrics at the University of Mancherster, before this he was Senior Lecturer in Economics at the University of Huddersfield.

Rob is originally from Heywood in North Manchester, and has returned to the area after living in Newport, South Wales, for two years prior to moving to the University of Huddersfield in order to pursue an academic career which would allow him to further develop his research and teaching interests.

After completing his first degree in economics, with an accounting specialism at the Victoria University of Manchester, Rob began working at PriceWaterhouseCoopers as an auditor, primarily working with insurance companies such as the Royal & Sun Alliance and Royal Liver.
After completing his PhD thesis Rob worked as an economist at Bury Council, providing analysis of adult care services, with a focus on pricing telecare systems available in the area, and performing cost-benefit analysis of the technology. Following this, he moved to Wales where he began work in the methodology department of the Office for National Statistics, where he worked primarily on Index Number methodology and more recently on methods employed in the National Accounts. Significant pieces of work completed at ONS included an analysis of consumer demand, and its implications for price indices and providing technical support to the National Statistician's review of the Retail Prices Index. He retains an interest in the area of inflation measurement and hopes to continue his work in this area in collaboration with colleagues at ONS.

While a PhD student at Manchester Rob taught on modules including Econometrics, Microeconomics, Business Forecasting and Marketing Research, and while at ONS he also designed and taught a range of courses related to index number construction for a range of audiences.

Rob has two main areas of research interest. The first is financial econometrics, with a particular focus on the forecasting of return volatilities for a portfolio of assets. The second is measurement methods for inflation, this includes the economic rational for such measures and how this might be related to the cost of living for individuals or households.

After two years as an accountant Robert returned to the University of Manchester on the award of an ESRC 1+3 studentship. He completed an MSc in Economics and Econometrics in 2007 and began planning his PhD research in the area of financial econometrics. His PhD thesis focused on the forecasting of the volatility of returns of a portfolio of stocks (and was divided into three chapters. ) The first two chapters of the thesis introduced new methods for forecasting the variance-covariance matrix for a portfolio of stocks and the third questioned whether the additional complexity in mulitivariate models represented an improvement in terms of forecasting the volatility of the overall portfolio returns. Rob retains an active interest in this area and hopes to extend his research in this area in the future.