Image of Board Seal

Simon C. Smith

Education

  • Ph.D., Finance, University of Bristol, 2016
Current Research Topics
  • Economic Forecasting
  • Structural Break Modeling
  • Economist

    Board of Governors of the Federal Reserve System

    2020 - present
  • Postdoctoral Research Associate in Economics

    University of Southern California

    2017 - 2019
  • Developmental Lecturer in Finance

    Lancaster University

    2015 - 2017
  • Smith, Simon, and Allan Timmermann (forthcoming). "Break Risk," The Review of Financial Studies.
  • Smith, Simon C. (2020). "Equity Premium Prediction and Structural Breaks," International Journal of Finance & Economics, vol. 25, no. 3, pp. 412-429.
  • Smith, Simon C., George Bulkley, and David S. Leslie (2020). "Equity Premium Forecasts with an Unknown Number of Structural Breaks," Journal of Financial Econometrics, vol. 18, no. 1, pp. 59-94.
  • Bardwell, Lawrence, Paul Fearnhead, Idris A. Eckley, Simon Smith, and Martin Spott (2019). "Most Recent Changepoint Detection in Panel Data," Technometrics, vol. 61, no. 1, pp. 88-98.
  • Smith, Simon C., Allan Timmermann, and Yinchu Zhu (2019). "Variable Selection in Panel Models with Breaks," Journal of Econometrics, vol. 212, no. 1, pp. 323-344.
  • Smith, Simon C. (2017). "Equity Premium Estimates from Economic Fundamentals under Structural Breaks," International Review of Financial Analysis, vol. 52, pp. 49-61.
  • conference

    September 2019

    European Seminar on Bayesian Econometrics

    Forecasting Panel Data with Structural Breaks and Regime-specific Grouped Heterogeneity

  • conference

    June 2019

    Interational Association of Applied Econometrics

    Noncommon Breaks

  • conference

    May 2019

    NBER-NSF SBIES

    Forecasting Panel Data with Structural Breaks and Regime-specific Grouped Heterogeneity

  • seminar

    May 2019

    UC Riverside

    Noncommon Breaks

  • conference

    April 2019

    Panel Data Prediction Conference at USC

    Forecasting Panel Data with Structural Breaks and Regime-specific Grouped Heterogeneity

  • conference

    January 2019

    American Finance Association 2019

    Break Risk

  • seminar

    January 2019

    University of Manchester

    Noncommon Breaks

  • seminar

    January 2019

    Federal Reserve Board

    Noncommon Breaks

  • seminar

    January 2019

    Brandeis University

    Noncommon Breaks

  • conference

    December 2018

    13th Imperial Conference on Advances in the Analysis of Hedge Fund Strategies

    Break Risk

  • seminar

    November 2018

    USC

    Noncommon Breaks

  • seminar

    October 2018

    UC San Diego (Economics)

    Noncommon Breaks

  • conference

    July 2018

    NBER-NSF Summer Institute (EFFE)

    Noncommon Breaks

  • conference

    May 2018

    NBER-NSF SBIES

    Noncommon Breaks

  • conference

    May 2018

    SFS Cavalcade North America

    Break Risk

  • conference

    December 2017

    EC(2) Conference

    Detecting Breaks in Real Time: A Panel Forecasting Approach

  • conference

    November 2017

    St Louis Fed Central Banking Conference

    Detecting Breaks in Real Time: A Panel Forecasting Approach

  • seminar

    June 2017

    Lancaster University

    Detecting Breaks in Real Time: A Panel Forecasting Approach

  • conference

    June 2017

    3rd High-dimensional Time Series Conference in Macroeconomics and Finance

    Detecting Breaks in Real Time: A Panel Forecasting Approach

  • seminar

    May 2017

    UC San Diego (Finance)

    Break Risk

  • conference

    June 2016

    Empirical Asset Pricing and Financial Econometrics Conference at Lancaster University

    Equity Premium Prediction and Structural Breaks

  • conference

    May 2016

    10th Annual RCEA Bayesian Econometrics Workshop

    Equity Premium Forecasts with an unknown Number of Structural Breaks

  • seminar

    April 2016

    University of Bristol

    Equity Premium Forecasts with an unknown Number of Structural Breaks

  • conference

    September 2015

    SWAG BAFA

    Equity Premium Forecasts with an unknown Number of Structural Breaks

  • conference

    August 2015

    World Finance Conference

    Equity Premium Forecasts with an unknown Number of Structural Breaks

  • seminar

    July 2015

    Lancaster University

    Equity Premium Forecasts with an unknown Number of Structural Breaks

  • conference

    July 2015

    Bristol Econometric Study Group

    Equity Premium Forecasts with an unknown Number of Structural Breaks

  • conference

    June 2015

    PhD Conference in Monetary and Financial Economics

    Equity Premium Forecasts with an unknown Number of Structural Breaks

  • conference

    June 2015

    2nd Young Finance Scholars' Conference

    Equity Premium Forecasts with an unknown Number of Structural Breaks

  • conference

    April 2015

    RES Doctoral Symposium

    Equity Premium Forecasts with an unknown Number of Structural Breaks

Awards
  • 2019

    National Association of Active Investment Managers

    NAAIM Founders Award (3rd place, Break Risk)

  • 2018

    University of Southern California

    USC Postdoctoral Scholar Training and Travel Award

  • 2018

    Society of Financial Econometrics

    SoFiE Travel Award (declined)

  • 2016

    Money, Macro and Finance Research Group

    MMF Travel Award (declined)

  • 2015

    American Finance Association

    AFA Travel Grant

  • 2014

    VSAE

    Econometric Game (runner-up)

  • 2013

    VSAE

    Econometric Game (finalist)

  • 2012

    Economic and Social Research Council

    ESRC +3 PhD Studentship

Conference Organization
  • April 2019 | University of Southern California

    Panel Data Prediction Conference

    Conference Organizing Committee Member

  • June 2016 | Lancaster University

    Empirical Asset Pricing and Financial Econometrics Conference

    Scientific Committee Member

Referee
  • Journal of Econometrics
  • Journal of Business and Economic Statistics
  • Management Science
  • Journal of Empirical Finance
  • Annals of Applied Statistics
  • North American Journal of Economics and Finance
  • Computational Statistics
  • Data Science for Economics and Finance
Last update: August 4, 2020