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About Michael Stanley Smith

Michael Smith joined MBS in 2007. Prior to that he was an Associate Professor of Econometrics at the University of Sydney and a Senior Lecturer of Econometrics at Monash University. He has held visiting positions at the University of Munich, The Wharton School at the University of Pennsylvania and the McCombs School of Business at the University of Texas.
Michael's research involves the development of Bayesian estimation methods, along with econometric modelling and forecasting. He is prominent internationally for his work on Bayesian semiparametric smoothing and model averaging in cross-sectional, spatial and time series contexts. His more recent work has involved the development of methods for the analysis of multivariate dependence using copula models.
His research has appeared widely in the top academic journals in econometrics and statistics. He has taught courses in econometrics, statistics and quantitative finance at undergraduate and postgraduate levels, including specialised PhD level courses. At MBS he teaches into the MBA and Executive MBA programs.
He also has a long-standing interest in econometric problems arising in the energy sector, including the modeling and forecasting of both demand and spot prices within deregulated wholesale electricity markets.


Present Professor of Management (Econometrics), Melbourne Business School

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  • Data and Decisions (MBA)
  • Data and Decisions (EMBA)
  • Quantiative Financial Modelling (MBA Elective)

Contact Information

200 Leceister Street


Forthcoming and Working Papers (5)

Public Datasets & Software (2)

Articles (33)