Rate My Professor Michael Thornton

Professor Michael A. Thornton is Professor and Head of the Department of Economics and Related Studies at the University of York. He obtained his PhD in Economics from the University of Essex in 2009, with a thesis titled 'Information and Aggregation with Application to Consumption under the Permanent Income Hypothesis,' supervised by Professor Marcus Chambers. His earlier qualifications include an MSc in Econometrics with distinction from Queen Mary and Westfield College, University of London in 1998; a Postgraduate Certificate in Education in Secondary Mathematics from the University of Hull in 1993; and a BSocSc in Mathematical Economics from the University of Birmingham in 1991. Thornton's professional career encompasses academic appointments as Lecturer at the University of Reading from 2009 to 2011 and at the University of Essex from 2008 to 2009, where he also served as Senior Graduate Teaching Assistant and Graduate Teaching Assistant, earning the Department of Economics Teaching Prize in 2007. Prior to his academic roles, he worked as an economist at Her Majesty's Treasury from 1998 to 2005, contributing to public expenditure monitoring, forecasting, and managing a £400 million innovation fund, and taught mathematics at St. Edward's School, Romford, from 1993 to 1997.

Thornton's research specializations lie in time series econometrics, with particular emphasis on aggregation problems across time and heterogeneous populations, continuous-time ARMA processes, and their discrete-time representations. Key publications include 'Continuous Time ARMA Processes: Discrete Time Representation and Likelihood Evaluation' (2017), 'The Exact Discretisation of CARMA Models with Applications in Finance' (2016), 'Continuous Time Modelling Based on an Exact Discrete Time Representation' (with Marcus Chambers, 2018), 'Removing Seasonality Under a Changing Regime: Filtering New Car Sales' (Computational Statistics and Data Analysis, 2013), 'Continuous-time Autoregressive Moving Average Processes in Discrete Time: Representation and Embeddability' (Journal of Time Series Analysis, 2013, with Marcus Chambers), and 'Discrete Time Representation of Continuous Time ARMA Processes' (Econometric Theory, 2012, with Marcus Chambers). He co-edited the Handbook of Research Methods and Applications in Empirical Macroeconomics (Edward Elgar Publishing, 2013, with Nigar Hashimzade), contributing chapters on temporal aggregation and econometric methods. Thornton teaches undergraduate Economic Theory I and II, and postgraduate Econometrics I and II. His teaching excellence is recognized by the Aronson Teaching Award for Most Engaging and Effective Postgraduate Taught Lecturer (2020/21, joint winner), the Vice-Chancellor's Teaching Award (2021), and departmental leadership roles as Chair of the Departmental Teaching Committee and member of the Departmental Management Team.