Skip to main content

About Michael Stanley Smith

Michael Smith is a Chair of Management at Melbourne Business School, and an Honorary Professor of Business Analytics at the University of Sydney. He has held prior positions at UNSW, University of Sydney and Monash University. He has held visiting positions at London Business School, the Wharton School at the University of Pensylvannia, the McCombs School of Business at the University of Texas, and the Department of Statistics at the University of Munich. Between 2012 and 2016 he was an Australian Research Council Future Fellow, and is a past German Alexander von Humboldt fellow.

Michael’s research focuses on the development of data science methods, econometric modelling, and empirical analysis in a wide range of problems in business and elsewhere. He is prominent internationally for his work on Bayesian smoothing and model averaging in cross-sectional, spatial and time series contexts. Recent work includes the development of copula models and estimation methods for large datasets, and their application in forecasting and marketing. Michael’s research has been published widely in leading statistics, computational, econometrics, and marketing journals.

He also has a long-standing interest in 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

Enter a valid date range.

Enter a valid date range.


  • 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)