Email: charisios dot grivas at gmail dot com
Address:
Department of Mathematical Sciences
Aalborg University
Thomas Manns Vej 23
9220
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Welcome! I am an Assistant Professor in Mathematical Economics at the Department of Mathematical Sciences at Aalborg University. My research interests revolve around Theoretical Econometrics, Financial Econometrics and Macroeconometrics.
Working Papers & Work in Progress
Working Papers & Work in Progress
The Liquidity Effect Shifts (joint with Rubens Morita)[Paper, Slides]
Bootstrap-Assisted Tests for Skewness, Kurtosis, and Normality Under Unspecified Short or Long Memory (joint with Zacharias Psaradakis and Marián Vávra), submitted[Paper, Slides]
From Imports to Fracking: A Markov-Switching Granger Causality Analysis of Crude Oil Prices and Political Polarisation in the U.S. (joint with Rubens Morita), submitted[Paper, Slides]
Testing For Time-Varying Exogeneity: A Bootstrap Approach [Paper, Slides]
Publications
Automated Bandwidth Selection for Inference in Linear Models with Time-Varying Coefficients (joint with Zacharias Psaradakis), Journal of Time Series Analysis (2025) [Paper, Slides]Publications
Robust estimation of carbon dioxide airborne fraction under measurement errors (joint with J. Eduardo Vera Valdés), Environmental Research Communications (2025)[Paper, Replication Code]
An Automatic Portmanteau Test For Nonlinear Dependence, Econometrics and Statistics (2023)[Paper, Slides, Supplement]
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