Welcome

I am a Professor of Econometrics at the University of Glasgow. My expertise is in time series analysis and forecasting of macroeconomic and financial data, with focus on high-dimensional inference and computation. I am primarily interested in flexible modeling and fast approximate computation methods for small samples (typically macroeconomic data with many series but small number of observations) and for that reason my work relies on Bayesian statistics as well as other statistical machine learning methods and algorithms. Over the years I have developed several forecasting and structural econometric models for central banks, government and other policy institutions, that require to monitor thousands of economic indicators using fast, flexible algorithms that allow real-time decision-making with low maintainance cost.

Feel free to browse my webpage, where you will find latest and past research papers, as well as plenty of code that replicates all the algorithms I have developed over the years. For regular updates about my research activities, don't forget to follow me on LinkedIn.