Welcome to my homepage! My name is Anastasia Allayioti and I am currently in my second year of the European Central Bank's Economist programme (DG-R/MPR). Prior to joining ECB, I was a Postdoctoral Research Fellow in Economics and Finance at King's College London.  My research interests span time-series econometrics, forecasting, applied macroeconomics  and international finance. 

I earned my PhD from the University of Warwick where I was a member of the Macroeconomic Policy and Forecasting Research Network. My dissertation thesis, supervised by Professor Shaun P. Vahey and Professor Anthony Garratt, deals with the development and application of econometric and time-series analysis methods in order to examine a wide range of empirical macroeconomic and forecasting issues. In particular, portion of that work investigates the empirical relevance of information contained in the term-structure of interest rates for subsequent currency fluctuations and excess returns. My work has a strong density forecasting focus and, moreover, investigates the importance of different sources of non-linearities for both statistical and economic gains. My job-market paper is concerned with the problem of blending medium-term macroeconomic forecasts from conventional unrestricted multivariate specifications with external forecasts from survey participants. The contribution of my work lies in the development of a methodology that captures the documented non-Gaussian behaviour of the macroeconomic time series under investigation.

In the summer of 2019 I spend three months in the Research department of International Monetary Fund working on structural models that aim to capture the non-linear behaviour of oil-markets using experts' judgment. During 2018, I spend six-months in European Central Bank's International Policy Analysis division working on exchange-rate determination and commodity prices density forecasting.  

I hold an MSc in Risk Management and Financial Engineering from Imperial College London and an MSc Statistics/BSc in Mathematics from the University of Manchester.