Research
My field of expertise is in the area of econometrics, specifically time series econometrics and macroeconometrics, such as structural identification, inferential theory and specification testing. My research projects focus on developing methods for estimating dynamic causal effects in macro, machine learning procedures for evaluating macro policy interventions, and econometric inference in models with nonstationary time series data.
My field of expertise is in the area of econometrics, specifically time series econometrics and macroeconometrics, such as structural identification, inferential theory and specification testing. My research projects focus on developing methods for estimating dynamic causal effects in macro, machine learning procedures for evaluating macro policy interventions, and econometric inference in models with nonstationary time series data.
- macroeconometrics (statistical identification of macroeconomic shocks; estimation and inference for dynamic causal effects),
- time series econometrics (robust inference in the presence of nonstationary regressors; instrumental variables regression),
- high-dimensional econometrics (semiparametric estimation and testing; machine learning methods for causal inference).
About me
Recently, I was a Postdoctoral Researcher between September 2023 and July 2024 in the Financial and Macroeconometrics Research Group in the Economics Division, part of the Faculty of Social Sciences, University of Helsinki.
Previously, I was a Visiting Lecturer in Economics between September 2022 and September 2023 in the University of Exeter Business School, where I joined the Econometrics Research Group in the Department of Economics. I was also a member of the Time Series and Machine Learning Study Group in the Statistics Division, part of the School of Mathematical Sciences, University of Southampton.
I completed my Ph.D. in Economics in the Department of Economics, part of the School of Economic, Social and Political Sciences, University of Southampton, under the supervision of Prof. Jose Olmo and Prof. Tassos Magdalinos, at the Econometrics Research Group.
I am member of the American Economic Association, the Econometric Society, the International Statistical Institute and the Bernoulli Society.
Previously, I was a Visiting Lecturer in Economics between September 2022 and September 2023 in the University of Exeter Business School, where I joined the Econometrics Research Group in the Department of Economics. I was also a member of the Time Series and Machine Learning Study Group in the Statistics Division, part of the School of Mathematical Sciences, University of Southampton.
I completed my Ph.D. in Economics in the Department of Economics, part of the School of Economic, Social and Political Sciences, University of Southampton, under the supervision of Prof. Jose Olmo and Prof. Tassos Magdalinos, at the Econometrics Research Group.
I am member of the American Economic Association, the Econometric Society, the International Statistical Institute and the Bernoulli Society.
Profile: American Economic Association
E-mail: [email protected]
E-mail: [email protected]