Personal webpage

• 2007–2011   B.A. (Economics), Russian Presidential Academy of National Economy and Public Administration (RANEPA)

  • Thesis: Structural Breaks in the Dynamics of Macroeconomic Time Series of Russian Federation

• 2011–2013   M.A. (Economics and Finance), Russian Presidential Academy of National Economy and Public Administration

  • Thesis: Cointegration with Structural Breaks in the Dynamics of Macroeconomic Time Series of Russian Federation

• December 19, 2018 - PhD (к.э.н. ), Saint Petersburg University (SPBU)

  • Thesis: Robust Testing for Trending Data in Economics and Finance: Theoretical and Empirical Perspectives

Employment

• 2009 – until presently    Gaidar Institute for Economic Policy, Short-Term Forecast Department

• 2011 – until presently   Russian Presidential Academy of National Economy and Public Administration, Institute of Applied Economic Studies

• 2019 – until presently   Saint Petersburg State University, Center for Econometrics and Business Analysis (CEBA)

Research interest

• Econometrics

• Time Series Analysis

• Nonstationary Time Series (Unit Root Testing, Cointegration, Seasonal Unit Roots)

• Empirical Applications of Stationary and Nonstationary Multiple Time Series methods (VAR, SVAR, Cointegrated VAR, etc.)

• Robust testing

Teaching

• Econometrics (B.A.), RANEPA, Economic faculty

• Applied Time Series Econometrics (M.A.), RANEPA, Economic faculty

Grants

• 2017-2020 Russian Science Foundation Project No. 19-18-13029 "Modern methods of robust inference in finance and economics, with applications to the study of crises and their propagation in financial and economic markets"

• 2020-2022 Russian Science Foundation Project No. 20-18-00365 "Robust methods and models for resilient markets and efficient production lines"

• 2020-2022 Russian Science Foundation Project No. 20-78-10113 "New methods of robust inference for developing markets: Financial bubbles, time-varying volatility, structural breaks and beyond"

• 2020-2022 Russian Foundation for Basic Research, Project No. 20-010-00960 "New Robust Inference for Emerging Stock Markets: Market Efficiency, Volatility Clustering, Stock Return Non-linear dependence, and Predictabillity"

Languages

Russian (native), English, French (basic)