Dr. Patrick Crowley


Ph.D. Economics: McGill University, Quebec, Canada, 1995
M.Sc. Quantitative Economics, University of Bristol, UK, 1984
B.Sc. (Hons) Economics with Statistics, University of Bristol, UK, 1982

Joined the faculty in 1999

  • Research Interests: International Economics, Macroeconomics, Money and Banking, European Economics, Statistical Methods.
  • Teaching Interests: International Economics, Macroeconomics, Money and Banking.


Patrick M. Crowley is an international economist and professor of economics.  He first started working in the private sector in the UK after graduating with a B.Sc. and M.Sc. in economics from the University of Bristol in the UK.  He then went on to work in the Canadian financial sector before returning to academia to complete a Ph.D. in economics at McGill University in Montreal, Quebec, Canada.  Dr. Crowley specializes in macroeconomics, regional economic integration, the study of business cycles and time-frequency computation methods.  He has published widely in both reputable journals and edited volumes, and has been the lead editor for several edited volumes on Europe.  He is also a regular visitor to the Bank of Finland (Suomen Pankki) in Helsinki, Finland and was most recently a Visiting Scholar at the School of Economics at the University of Cape Town in South Africa.

Selected Publications

  • "What causes business cycles to elongate, or recessions to intensify?" (with Andrew Hughes Hallett), Journal of Macroeconomics, Vol 58, pp338-349, September 2018.
  • "Stress-Testing US Macroeconomic Policy: A Computational Approach Using Stochastic and Robust Designs in a Wavelet-Based Optimal Control Framework” (with David Hudgins), Computational Economics, forthcoming, 2018.
  • "Wavelet-Based Monetary and Fiscal Policy in the Euro Area Under Optimal Tracking Control" (with David Hudgins), Journal of Policy Modeling, Vol 39, No 2, pp206-231, 2017.
  • "Correlations between Macroeconomic Cycles in the US and UK: What Can a Frequency Domain Analysis Tell Us?" (with Andrew Hughes Hallett), Italian Economic Journal, Vol 2, No 1, pp5-29, 2016.
  • "How do you make a Time Series Sing like a Choir? Extracting Embedded Frequencies from Economic and Financial Time Series using Empirical Mode Decomposition", Studies in Nonlinear Dynamics and Econometrics, Vol 16, No.5, article 4, 2013


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