CV


For a pdf version of my CV, please click here: 
https://drive.google.com/file/d/0B5xSP2-5N4pedEN1akQ4VnB3SXc/view?usp=sharing


Academic Positions
2019 -          : Professor of Econometrics, University of Glasgow
2016 - 2019: Professor of Finance, University of Essex
2014 - 2016: Associate Professor (Reader) of Economics, University of Glasgow
2013 - 2014: Associate Professor (Senior Lecturer) of Economics, University of Glasgow
2011 - 2012: Assistant Professor (Lecturer) of Economics, University of Glasgow
2010 - 2011: PostDoctoral Fellow, CORE, Université Catholique de Louvain

Professional Experience

Education 
2010 PhD in Economics, University of Strathclyde
Title: Three Essays in Macroeconomic Forecasting Using Bayesian Model Selection
Advisor: Gary Koop
Committee: Domenico Giannone, Rod Cross, Kim Swales
2007 MSc in Econometrics, Erasmus University Rotterdam
Title: Forecasting Nonlinear Times Series: A Bayesian Approach
Advisers: Richard Paap & Herman van Dijk

PhD supervision
  1. Luigi Gifuni, 2019 - 
  2. Yu Guo, 2019 -
  3. Bahar Hallam, "An Analysis of International Shock Transmission: A Multi-level Factor Augmented Time-varying GVAR Approach", (visiting PhD student), 2017 - 2019 (Central Bank of Turkey)
  4. Miguel Herculano, "Systemic Risk and Financial Development", (supervised only first year) 2016 - 2017
  5. Shuo Cao, "Forecasting the Term Structure of Interest Rates", 2013 - 2016 (PostDocShenzhen Stock Exchange)
  6. Pinho Jose Ribeiro, "Time-varying Parameter Taylor Rules and Exchange Rate Forecasts", 2012 - 2016 (Head of Research Division, Central Bank of Mozambique)
  7. Charalabos Stasinakis, "Forecasting Exchange Rates using Neural Networks", 2011 - 2013 (Lecturer in AccFin, University of Glasgow)

PhD thesis examination
External examiner:
  • Martin Iseringhausen: "Unobserved Components Models in Macroeconomics and Finance", University of Ghent, Dpt of Economics, October 2019
  • Dler Khidhr: "Bayesian Shrinkage in Linear Models with an Application to Genetic Networks", University of Sheffield, Dpt of Statistics, November 2017
  • Aubrey Poon: "Three Essays in Time-varying Parameter Vector Autoregressions", Australian National University, Dpt of Economics, July 2017.
  • Luca Rossini: "Contributions to Bayesian Nonparametric and Objective Bayes Literature", Università Ca' Foscari Venezia, Dpt of Economics, January 2017.
  • Su Wang: "Inference with Time-varying Parameter Models using Bayesian Shrinkage", University of Kent, Dpt of Statistics, December 2016. 
  • Katerina Petrova: "A Quasi-Bayesian Local Likelihood Approach to Time Varying Parameter Models", Queen Mary University London, Dpt of Economics, September 2016.
  • Angela Abbate: "Essays on Macro-Finance Linkages", European University Institute, Dpt of Economics, January 2016.
Internal examiner:
  • Kaneez Fatima: "Globalization, Inflation, and Monetary Policy", University of Glasgow
  • Huichou Huang: "Essays in International Finance", University of Glasgow

Teaching
Short courses:
Budapest School for Central Bank Studies, Hungarian National Bank (July 2018)
European Commission, DG Economic and Financial Affairs (ECFIN) (June 2017, February 2018)
Università di Roma 'Tor Vergata' (April 2016)
Bercelona GSE (July 2015, July 2016, July 2017, June 2018)
Deutsche Bundesbank (December 2013, April/June/September 2016)
University of Glasgow (June 2013)
University of Rennes (April 2013)
Queen Mary University (June 2011), with Gary Koop
Deutsche Bundesbank (October 2009), with Gary Koop
University of Essex
MSc Finance: Data Analytics in Finance, Financial Modelling
BSc Finance: Empirical Finance, Financial Modelling
University of Glasgow
Mphil Economics: Econometrics
MSc Finance: Modelling and Forecasting Financial Markets
BSc Economics: Econometrics II
Université Catholique de Louvain
MSc Economics: Advanced Econometrics II: Time-Series Analysis
University of Strathclyde
MSc Economics: Data Handling & Analysis, Topics in Applied Econometrics
BSc Economics: Economics I, Macro II, Econometrics I

Conference Presentations (Past 3 years)
Machine Learning for Economics and Econometrics, Rotterdam (Invited)
Big Data and Economic Forecasting, European Commission, Ispra (Invited)
Bank of Finland Workshop on Empirical Macro, Saariselk ̈a (Invited)
Bank of Poland 2018 Forecasting Workshop, Warsaw (Invited)
3rd Nowcasting.com Workshop, Cavendish (Invited)
10th ECB Forecasting Workshop, Frankfurt
8th European Seminar on Bayesian Econometrics, Maastricht
Norges Bank Conference on Big Data and the Macroeconomy, Oslo
Deutsche Bundesbank Forecasting Workshop, Frankfurt (Invited)
Sheffield Macroeconomic Workshop, Sheffield (Invited)
Bank of Poland 2016 Workshop on Forecasting, Warsaw (Invited)
CORE Bayesian VAR workshop, Louvain-la-Neuve (Invited)
9th ECB Forecasting Workshop, Frankfurt
Bank of England Workshop on Time-variation, London (Invited)
10th Annual RCEA Bayesian Econometric Workshop, Rimini
6th European Seminar on Bayesian Econometrics, Gerzensee
NBER NSF Time Series Conference, Vienna

Conference/Workshop organization
IAEE Conference, Scientific Committee Member, Milan June 2016; Sapporo June 2017
EC2 Conference, Organizing Committee Member, Edinburgh Dec 2015
SIRE Econometrics Workshop, Organizer, Glasgow 2012-2015
Econometrics Seminar Series, Organizer, Glasgow 2012-2016

Refereeing Activity
Among several others, I have refereed for these journals in econometrics/statistics:
  • Bayesian Analysis
  • Computational Statistics & Data Analysis
  • Econometric Reviews
  • Econometrics and Statistics
  • Journal of Applied Econometrics
  • Journal of Business & Economic Statistics
  • Journal of Econometric Methods
  • Journal of Econometrics
  • Journal of Economic Dynamics & Control
  • Journal of Forecasting
  • Journal of Multivariate Analysis
  • Journal of Statistical Software
  • Journal of the American Statistical Association
  • Journal of the Royal Statistical Society, Series A (Statistics in Society)
  • Journal of the Royal Statistical Society, Series B (Statistical Methodology)
  • Journal of the Royal Statistical Society, Series C (Applied Statistics)
  • Journal of Time Series Analysis
  • International Economic Review
  • International Journal of Forecasting
  • Oxford Bulletin of Economics & Statistics
  • Statistica Sinica
  • Statistical Analysis and Data Mining
  • Studies in Nonlinear Dynamics & Econometrics
  • The Review of Economics and Statistics
I also regularly referee for various funding bodies, book publishers etc such as:
  • Economic and Social Research Council (ESRC), UK
  • Engineering and Physical Sciences Research Council (EPSRC), UK
  • Leverhulme Trust, UK
  • National Science Center, Poland
  • Netherlands Organization for Scientific Research
  • John Wiley & Sons (Mathematics and Statistics)