My research interests are Financial Econometrics (multivariate GARCH, volatility modelling and forecasting), Macro Econometrics (testing of DSGE models), Theoretical Econometrics (bias and bias correction in simultaneous equation models).
Publications  "Testing Macro Models by Indirect Inference: A Survey for Users" (with Le, Vo P.M., Meenagh, D, Minford, P and Wickens, M), 2016, Open Economies Review, 27(1), 138.
Working papers
Work in Progress  Stylized Factors for Extended HEAVY/MEM/GARCH models: the importance of asymmetric, power transformations, hyperbolic long memory, structural breaks and volatility spillovers (with M. Karanasos and S. Yfanti), 2017, near completed.
 Unbiased Variance Estimation in Simultaneous Equation Models: the combined variance estimator (with Phillips, G.D.A), near complete.
Book Chapters  "Should Britain Leave the EU?" (with Patrick Minford, Sakshi Gupta, Vo P.M. Le and Vidya Mahambare), 2015. Edward Elgar Publishing, number 16679.

