Christopher Gilbert

Christopher Gilbert, DPhil

Adjunct Professor of Economics

SAIS Europe
Bologna, Italy


  • Economics
  • French
  • Italian

Background and Education

Professor Gilbert has recently retired as Professor of Econometrics from the University of Trento (Italy). Previous appointments include Professor of Econometrics at Birkbeck, University of London; Professor of Finance at the Vrije Universiteit, Amsterdam; Professor of Applied Economics at Queen Mary, University of London; University Lecturer (associate equivalent) in Economics at the University of Oxford and at the University of Bristol. He has consulted extensively for the European Commission, the InterAmerican Development Bank, the IMF, UNCTAD and the World Bank mainly on issues relating to primary commodities and commodity futures markets. Professor Gilbert has extensive experience as an expert witness in US futures-related litigation. Education: Oxford (MA and DPhil) and LSE (MSc).

Books and numerous articles on futures markets, primary commodity markets and development economics (particularly in relation to Africa); and also on the history and methodology of econometrics and the political economy of the multilateral organizations. Books and papers include "The role of index trading in price formation in the grains and oilseeds markets" (with S. Pfuderer) in Journal of Agricultural Economics (2014); "Hedging grain price risk in the SADC: Case studies of Malawi and Zambia" (with J. Dana and E. Shim) in Food Policy (2006); History and Methodology of Econometrics (1990), jointly edited with N. de Marchi; "Richard Stone, demand theory and the development of modern econometrics," in Economic Journal (1991); The World Bank: Structure and Policies (2000) and The IMF and Its Critics (2004), both jointly edited D. Vines.

2015-04-13 00:00:00 
Spring 2018 
Provide compreh...
Provide comprehensive introduction to econometrics. Develops tools for estimating functional relationships and critically reading empirical studies that use different econometric techniques; presents assumptions of multivariate regression and discusses the most common econometric problems, and the potential consequences and remedies; discusses omitted variables, sample selection, heteroscedasticity, autocorrelation, multicollinearity, and use of discrete variables. Introduces instrumental variable technique and two-stage least squares estimation. Uses statistical software in applied exercises. (Cross listed International Economics/International Development.)