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Professor of Finance at Essex Business School, United Kingdom. My main expertise is in applied Bayesian statistics and, in particular, computation and inference in high-dimensional models using macroeconomic and financial data. I develop Bayesian machine learning algorithms based on univariate regressions and multivariate vector autoregressions -- these are the workhorses for the vast majority of empirical problems in economics and finance.  I also work on various forecasting problems (inflation, exchange rates, yield curve) as well as applied macroeconomic issues (monetary policy, business cycles).  My very recent research has been published in Journal of Econometrics, among other journals. Before that 
I did my PhD in 2007-2010 on the topic of Bayesian variable selection. This early research has been published in journals such as Journal of Econometrics, European Economic Review, Journal of Applied Econometrics and International Economic Review.

I am currently in the top 4% in the world of all researchers in economics and finance according to REPEC.  If counting output and citations over the last decade only, then I am ranked in the top 1% in the world (~300 among 50,000+ registered economists). My work is relevant for researchers in central banks and international institutions, and this is why my models are used on a regular basis by the European Central Bank, the Scottish Government, as well as other policy institutions around the world (e.g. the IMF has used the model in Koop and Korobilis, 2014, European Economic Review, in order to prepare its April 2017 Global Financial Stability report, see this link, as well as its 2018 report on the economy of Singapore, see this link). Analysts in central banks, government and international institutions have to monitor myriads of economic and financial variables, leading to challenging statistical modelling (what we refer to as models with "more variables than observations"). In response to such challenges, most of my work is about developing statistical algorithms that allow for fast and reliable estimation of high-dimensional models that support policy-making and other decisions.

Feel free to navigate on my webpage where you can find more details about my cv, papers and computer code.