Banking Supervision
English
Menu

de Vincent-Humphreys, Rupert

Economics

Division

Prices & Costs

Current position

Principal Economist

Fields of interest

Macroeconomics and Monetary Economics,
Financial Economics,
Mathematical and Quantitative Methods

Email

Rupert.de_Vincent-Humphreys@ecb.europa.eu

Education
  • 2005-2006
    Msc in Finance & Economics, London School of Economics, United Kingdom
  • 1999-2003
    MSci in Physics, University of Durham, United Kingdom
Professional experience
  • 2016-
    Principal Economist - Prices & Costs Division, Directorate General Economics, European Central Bank
  • 2012-2016
    Senior Economist - Structural Economics Division, Directorate Monetary Analysis, Bank of England
  • 2003-2012
    Economist, Bank of England

ECB Working Paper Series

2010
de Vincent-Humphreys, Rupert, Puigvert Gutiérrez, Josep Maria
A quantitative mirror on the Euribor market using implied probability density functions
No 1281

ECB Economic Bulletin Article

2019
de Vincent-Humphreys, Rupert, Dimitrova, Ivelina, Falck, Elisabeth, Henkel, Lukas, Meyler, Aidan
Twenty years of the ECB Survey of Professional Forecasters
2018
Böninghausen, Benjamin, Kidd, Gregory, de Vincent-Humphreys, Rupert
Interpreting recent developments in market based indicators of longer term inflation expectations

ECB Economic Bulletin Box

2019
Morris, Richard, de Vincent-Humphreys, Rupert
Price-setting behaviour: insights from a survey of large firms
2017
de Vincent-Humphreys, Rupert, Kuik, Friderike
What can we learn from the ECB Survey of Professional Forecasters about perceptions of labour market dynamics in the euro area?

Journal publications

2012
Puigvert-Gutiérrez, J. and de Vincent-Humphreys, R.
A quantitative Mirror on the euribor market using implied probability density functions
Eurasian Economic Review, 2012, vol. 2, issue 1, 1-31

Other publications

2012
de Vincent-Humphreys, R. and Noss, J.
Estimating Probability Distributions of Future Asset Prices: empirical transformations from option-implied risk-neutral to real-world density functions
Bank of England Working Paper Series