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Michael Thornton Professor
Head of Department



  • BSocSc Birmingham
  • MSc Queen Mary and Westfield
  • PhD Essex

Departmental roles

  • Head of Department
  • Chair of Departmental Teaching Committee
  • Departmental Management Team.



My research interests are broadly in time series econometrics, where I am particularly interested in the problems caused by aggregation, both through time and across a heterogeneous population, in data.


Selected publications

Full details of publications can be found at RePEc

Discrete Time Representation of Continuous Time ARMA processes (with Marcus Chambers), Forthcoming in Econometric Theory.
Removing Seasonality Under a Changing Regime: Filtering New Car Sales, Forthcoming in Computational Statistics and Data Analysis.



Second Year

  • Economic Theory I
  • Economic Theory II


  • Econometrics 1 & II

Thornton, mike

Michael Thornton, Professor
Head of Department
Department of Economics
Room: A/EC/019

Tel: 01904 324566 
Personal website 

Office and feedback hours for York Students only during term time:

Wednesdays 10.30-12.30pm

Some weeks are different.  Best to book ahead using Google calendar

Other times may be available by email appointment.