CV

Professional Experience

• Consultant, European Central Bank, Monetary Analysis Unit, Sep-Dec. 2020

• Visitor, Energy Information Administration, US Department of Energy, September 2019

• Consultant, European Central Bank, Monetary Analysis Unit, May-Dec. 2017

• Visiting researcher, University of Oxford, Wadham College, October 2015

• Visiting researcher, Universitat Pompeu Fabra, Dpt of Economics, July 2015

• Visiting researcher, Deutsche Bundesbank, Economics Department, 2015

• Consultant, Scottish Government, March 2014

• Visiting assistant professor, University of Rennes 1, April 2013

• Visiting researcher, Deutsche Bundesbank, Research Center, 2012-2013

• Consultant, South African Reserve Bank, Monetary Research Unit, July 2011

• Consultant, European Central Bank, Monetary Policy Stance Division, Dec. 2010

• Fellow, Euro-Area Business Cycle Network (EABCN), 2010-present

• Senior Fellow, Rimini Center for Economic Analysis (RCEA), 2008-present

• Associate Editor, Studies in Nonlinear Dynamics and Econometrics, 2017-present

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

2004 BSc in Economics, Athens University of Economics and Business

PhD supervision (first job in parenthesis)

1. Li Chen, 2023 - 

2. Duong Trinh, 2021 - 

3. Keegan Chisha, 2021 - 

4. Daniel Mittendorf, 2020 - (part-time student working at Financial Conduct Authority)

5. Maximilian Schröder, 2020 - 2024, "Three essays in macroeconomic risk measurement", (BI Norwegian Business School student, externally supervised), 2020 - 2024 (expected).

6. Luigi Gifuni, "Applications of Natural Language Processing to the Analysis and Forecasting of Real Oil Prices", 2019 - 2023 (Lecturer in Economics, University of Strathclyde)

7. Yu Guo, "Three Essays in Macroeconomic Forecasting Using Dimensionality Reduction Methods", 2019 - 2022 (Central Bank of China, Shanghai Head Office)

8. Bahar Hallam, "An Analysis of International Shock Transmission: A Multi-level Factor Augmented Time-varying GVAR Approach", (visiting PhD student), 2017 - 2019 (Economist, Central Bank of Turkey)

9. Miguel Herculano, "Systemic Risk and Financial Development", (supervised only first year) 2016 - 2017

10. Shuo Cao, "Forecasting the Term Structure of Interest Rates", 2013 - 2016 (PostDoc, Shenzhen Stock Exchange)

11. Pinho Jose Ribeiro, "Time-varying Parameter Taylor Rules and Exchange Rate Forecasts", 2012 - 2016 (Head of Research Division, Central Bank of Mozambique)

12. Charalabos Stasinakis, "Forecasting Exchange Rates using Neural Networks", 2011 - 2013 (Lecturer in AccFin, University of Glasgow)

PhD thesis examination

External examiner:

• Aris Raftapostolos: “Essays in Macroeconomic and Financial Forecasting using Big Data Econometric Methods”, Univ. of Strathclyde, August 2022

• Chayaluck Garun Chompucot: “Stress Testing and Machine Learning Inference”, EDHEC Business School, March 2022

• Mark McAvoy: "Essays on Machine Learning in Asset Pricing", Brandeis University, Dpt of Economics, July 2021

• Dugukan Pousat Isik: "Essays in Macroeconomic Forecasting with Big Data", Queen Mary University London, Dpt of Economics, May 2021

• Yu Bai: "Essays in Econometric Analysis", Bocconi University, Dpt of Economics, February 2021

• Sanjay Misra: "ETF flows and FX", EDHEC Business School, Data Science, Economics and Finance Faculty, February 2021

• Arthur Thomas: "The Econometrics of Energy Demand: Identifaction and Forecast", University of Nantes/ENSAE Paris, December 2020

• 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

Internal convenor:

• Jinpeng Liu: "Essays on behavioural asset pricing approach to Chinese stock market ", University of Glasgow

Teaching

Short courses:

BI Norwegian Business School (March 2024)

University of Crete (July 2023)

University of Salzburg (September 2022)

University of Glasgow Summer School for Central Bankers (September 2021)

Deutsche Bundesbank (December 2013, April/June/September 2016, November & December 2019)

Bercelona GSE (July 2015, July 2016, July 2017, June 2018, July 2019)

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)

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 Glasgow (post 2019)

MSc Data Analytics for Economics and Finance: Bayesian Data Analysis; Applied Time Series and Forecasting; Statistical Machine Learning

MRes Economics: Econometrics I; Econometrics II

University of Essex

MSc Finance: Data Analytics in Finance; Financial Modelling

BSc Finance: Empirical Finance; Financial Modelling

University of Glasgow (pre-2016)

MRes 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/Workshop organization

ESOBE, Organizer, University of Glasgow, September 2023

ESOBE, Co-organizer (with Katerina Petrova), University of St Andrews, September 2019

IAEE Conference, Scientific Committee Member,  2016, 2017, 2018, 2019; 2022 Programme Committee (Forecasting) 2020, 2021

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

• Quantitative Economics

• 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)