PhD researcher at KU Leuven, Faculty of Economics and Business, Belgium
Funded by the Agency for Innovation by Science and Technology in Flanders (IWT)

PhD title: Essays on time varying relationships in multi-country macroeconomic time series

Advisor: Professor Christophe Croux 
Co-advisor: Professor Frank Smets

Research experience in empirical macroeconomics and finance:
-    Econometric models and techniques: ARIMA models, vector autoregression models, time varying parameter models, stochastic volatility models, state space models, panel data models, ordered choice models, logistic                 regression models, spectral analysis, Monte Carlo simulation, bootstrap, frequentist and Bayesian estimation, impulse response function, forecasting, …
-    Applied macro-econometrics: sovereign credit rating determinants, GDP forecasting, the relationship between house prices, credit and GDP, the impact of monetary policy on inflation and long term interest rates, …

Teaching experience:
-    Teacher for the computer sessions of business statistics
-    Work leader of master thesis students business engineering

Contact: peter.reusens[@]kuleuven.be