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Photo Credit: © Christis Katsouris (2013)
Research Fields
Econometrics
Research Interests
Dr. Christis Katsouris's research area of expertise is in theoretical and applied econometrics. His research agenda concentrates on advancing methodological tools for econometric identification, parametric/semiparametric estimation, and statistical inference in theoretical and applied settings of time series econometrics, panel data econometrics and macroeconometrics, using observational and non-experimental data.
Research Methods
Dr. Christis Katsouris's research focuses on the Field of Study of Econometrics using econometric methods and machine learning techniques. In particular, his research focus on developing novel econometric theory and methods for time series and panel data with applications to structural macroeconometrics and high-dimensional econometrics, using both stationary and non-stationary data.
His academic research concentrates to the following areas of econometrics:
> econometric inference for nonstandard problems such as estimation and inference with exact unit roots, near unit roots or cointegration dynamics under general forms of structural change (time series econometrics).
> estimation and inference for high-dimensional models such as subvector testing (high-dimensional econometrics).
> machine learning methods for causal inference such as quantile treatment effect estimation methods (applied econometrics).
> semiparametric econometrics such as estimation and testing in dynamic panel data models (panel data econometrics).
> time series econometric theory such as weak convergence and functional central limit theorems for partial sum and self-normalized partial sum processes under different Skorokhod topologies (econometric theory).
Areas of Expertise: Theoretical and Applied Econometrics
Education
Ph.D. in Economics, University of Southampton, United Kingdom, 2022
MS.c. in Economic Analysis, University of Cyprus, Cyprus, 2017
MBA in Business Administration, University of Cyprus, Cyprus, 2014
MS.c. in Statistics, University of Warwick, United Kingdom, 2012
BS.c. (Hons) in Mathematics, University of Bath, United Kingdom, 2011
Biography
Christis earned a BS.c. (Hons) in Mathematics in 2011 from the Department of Mathematical Sciences of the University of Bath and an MS.c. in Statistics from the Department of Statistics of the University of Warwick in 2012. Christis also received a Master degree in Business Administration (MBA) and an MS.c. in Economic Analysis from the University of Cyprus in 2014 and 2017 respectively. Christis completed his PhD degree at the School of Economic, Social and Political Sciences of the University of Southampton under the supervision of Professor Jose Olmo (Financial Economics) and Professor Anastasios Magdalinos (Time Series Econometrics). During his PhD studies at the Department of Economics he acquired specialized knowledge in his field of research and teaching via elective courses in the areas of Time Series Econometrics, Panel Data Econometrics and Empirical Finance. He received funding from the Vice-Chancellor's Postgraduate Research Scholarship. His Ph.D. thesis makes contributions to the foundations, theoretical developments and methods in time series econometrics. In particular, his Ph.D. thesis proposes novel estimation and inference techniques when modelling systemic risk measures in unstable and nonstationary environments.
Dr. Christis Katsouris has collaborated with various interdisciplinary Centers of research excellence that are influencing economic policymaking with a focus on societal impact. Between November 2018 and March 2019, Christis was a Visiting Scholar at the Department of Economics of University College London (UCL), where he worked within the research team of Professor Gabriella Conti for the ERC funded project "DynaHEALTH". Before this appointment, he worked as a Research Assistant (Special Scientist) for the project "Employment Trajectories", under the supervision of Assistant Professor Christiana Ierodiakonou at the Department of Business and Public Administration of the University of Cyprus (UCY). Between November 2015 and June 2016 he was appointed as a Research Assistant (Special Scientist) at the Economics Research Centre of the University of Cyprus for the ERC funded project "MONITOR" under the supervision of Professor Elena Andreou.
Dr. Christis Katsouris has teaching experience across various fields in Economics and Econometrics at both the undergraduate and postgraduate level courses such as: time series and financial econometrics, applied econometrics, applied macroeconometrics, international trade, and empirical finance. During the past years he has also developed teaching material for short courses in high-dimensional statistics as well as in advanced econometrics with applications to machine learning methods.
Nationality: Cypriot (European Union)
Languages: English (fluent), Greek (native), French (basic)
Programming: R, Python, Matlab, Stata
Professional Association Memberships and Professional Activities
Professional Association Memberships:
American Economic Association (AEA), Member 2025 – present
European Economic Association (EEA), Member 2021 – 2023
The Econometric Society (ES), Member 2025 – present
Royal Economic Society (RSS), Member 2025 – present
International Statistical Institute (ISI), Member 2025 – present
Article Peer-Reviewing:
Econometrics and Statistics, Statistics & Probability Letters, Journal of Business & Economic Statistics, Bulletin of Economic Research, Methodology
Grant Applications Reviewing:
Dutch Research Council (NWO Open Competition Domain Science)
CURRICULUM VITAE
EMPLOYMENT
Academic Positions:
2023 - 2024: Postdoctoral Researcher, Economics Division, Faculty of Social Sciences, University of Helsinki, Finland.
2022 - 2023: Visiting Lecturer in Economics (Education and Scholarship), Department of Economics, University of Exeter, United Kingdom.
Academic Experience:
Research Positions
2018 - 2019: Visiting Researcher, Department of Economics, University College London, United Kingdom.
Research project: "DynaHEALTH" (ERC funded), supervised by Professor Gabriella Conti. Software: R & Stata.
2016 - 2017: Special Scientist (Research), Department of Business and Public Administration, University of Cyprus, Cyprus.
Research project: "Employment trajectories", supervised by Assistant Professor Christiana Ierodiakonou (Survey Study: EU-SILC). Software: R & Stata.
2015 - 2016: Special Scientist (Research), Economics Research Centre, University of Cyprus, Cyprus.
Research project: "MONITOR" (ERC funded), supervised by Professor Elena Andreou. Software: R & Matlab.
Teaching Positions
2018 - 2021: Graduate Teaching Assistant, Department of Economics, University of Southampton, United Kingdom.
2015 - 2016: Teaching Assistant, Department of Economics, University of Cyprus, Cyprus.
2010 - 2011: Mathematics Drop-in Demonstrator, Mathematics Resource Centre, University of Bath, United Kingdom.
Non-Academic Positions:
2015: Associate Trainee Audit and Assurance, Baker Tilly Cyprus.
Responsible for audit procedures and financial statement preparation for the Audit and Assurance Department.
Responsible for risk management and tax compliance procedures for the Tax Services Department.
Participated in training on Financial Performance Management and provided Statistical Consulting with various projects of the Consulting Department.
Participated as a junior member to the brand management and awareness team of the company.
2012-2014: Mathematics and Statistics Teacher, Private Education, Cyprus.
Responsible for teaching modules from the Mathematics and Statistics A' Level examination syllabuses (Edexcel, AQA).
Responsible for tutoring undergraduate students with modules related to statistical theory and quantitative methods.
Responsible for coordinating a team of Statistics teachers in preparing mock tests and course-based notes for improving students performance.
2010: Financial and Accounting Auditor Summer Intern, Summer internship programme at Professional services firms, Cyprus.
Prepared report deliverables and assisted with the execution of financial auditing procedures and deliverables.
Led and motivated a group of 4 interns to propose and present ways highlighting improvements for KPMG's careers website effectiveness.
Translation of financial statements for filing with the office of the Official Receiver and Registrar of companies.
Worked under the supervision of a team of senior auditors on Internal Audit and Risk Consulting for a client of the company.
2009: Summer Intern, IT Network Support Services, Synovate Cyprus.
Worked under the supervision of the IT Services' manager for the physical and electronic relocation of the company's computer network.
2006 - 2008: Military service, Cyprus National Guard.
Specializations (I1): (i) Driver Communications specialist (ii) Military Records Information Management.
Responsible for the fair allocation of outpost duties of the personnel.
EDUCATION
Academic Qualifications:
2018 - 2022: Doctor of Philosophy in Economics (Ph.D.)
Department of Economics, University of Southampton, United Kingdom (Awarded).
Field Courses Passed: Time Series Econometrics, Panel Data Econometrics, Empirical Finance (with distinction).
PhD thesis title: "Aspects of Estimation and Inference for Predictive Regression Models".
PhD advisors: Professor Jose Olmo (Financial Economics) [Advisor] and Professor Anastasios Magdalinos (Time Series Econometrics) [Co-Advisor]
Committee member: Associate Professor Patrick Marsh (Econometric Theory), Department of Economics, University of Nottingham
Committee member: Associate Professor Jan Podivinsky (Applied Econometrics), Department of Economics, University of Southampton
Committee member: Professor Carmine Ornaghi (Empirical Industrial Organization), Department of Economics, University of Southampton
PhD Thesis dates: submitted 28 February 2022, examined 03 May 2022 (viva examination).
2015 - 2017: Master of Science in Economic Analysis (M.Sc.)
Department of Economics, University of Cyprus, Cyprus (Awarded: 07 June 2017).
Core Courses: Microeconomic Analysis I & II (7.5 ECTS x 2), Macroeconomic Analysis I & II (7.5 ECTS x 2), Statistics and Econometrics I & II (7.5 ECTS x 2), Analytical Methods in Economics (7.5 ECTS).
Elective Courses: International Finance (7.5 ECTS), International Trade, Applied Financial Econometrics.
MSc Dissertation title: "Monitoring Economic Indicators with Sequential Break-Point tests" (30 ECTS).
MSc Dissertation supervisor: Professor Elena Andreou (Financial Econometrics).
2013 - 2014: Master in Business Administration (MBA)
Faculty of Economics and Management, University of Cyprus, Cyprus (Awarded: 04 February 2015).
Electives: Strategic Decisions under Uncertainty (Real Options), Energy Management, Human Resources Management, E-commerce.
Applied Business Project: "Financial and Business Sustainability Analysis of a Social Enterprise in Cyprus".
ABP supervisor: Professor George Kassinis (Strategic Management).
2011 - 2012: Master of Science in Statistics (M.Sc.)
Department of Statistics, University of Warwick, United Kingdom (Awarded: 03 December 2012).
Core Modules: Statistical Methods (7.5 ECTS), Statistical Practice (7.5 ECTS).
Electives Modules: Monte Carlo Methods (7.5 ECTS), Multivariate Statistics with Advanced Topics (7.5 ECTS), Medical Statistics with Advanced Topics (7.5 ECTS), Applied Statistics with Advanced Topics (7.5 ECTS), Bayesian Forecasting and Intervention with Advanced Topics (7.5 ECTS), Financial Time Series (7.5 ECTS).
MSc Dissertation title: "Aspects of Credibility Theory with Buhlmann-Straub Regression Models" (30 ECTS).
MSc Dissertation supervisor: Associate Professor Larbi Alili (Probability and Statistics).
2008 - 2011: Bachelor of Science in Mathematics (B.Sc.)
Department of Mathematical Sciences, University of Bath, United Kingdom (Awarded: 29 June 2011).
Electives: Stochastic Processes, GLMs, PDEs, Mathematical Biology, Differential Geometry, Viscous fluid mechanics, Complex Analysis.
Advisor: Professor David M.J. Calderbank (Algebraic Topology).
Additional Course Auditing: (Course attendance with no credit)
Econometric Methods II (Professor Andrew Chesher & Professor Martin Weidner), Department of Economics, University College London (Spring 2019) [Graduate: 7.5 ECTS].
Nonparametric Statistics (Professor Efstathios Paparoditis), Department of Mathematics and Statistics, University of Cyprus (Fall 2017) [Graduate: 7.5 ECTS].
Stochastic Methods in Finance (Professor Vassili Kolokoltsov), Department of Statistics, University of Warwick (Spring 2012) [Graduate: 7.5 ECTS].
High Performance Computing Training:
"An introduction of HPC Platforms", University of Southampton (Fall 2018) and Research Computing Platforms Services at UCL (Spring 2019).
"An Introduction to Version Control with Git and Github", Institute for Data Science and Artificial Intelligence, University of Exeter (February 2023).
"An Introduction to Version Control with Git and Github", University of Helsinki (September 2023).
SECONDARY EDUCATION
2003-2006: Cypriot Apolytirion, Archbishop Makarios III Lyceum, Nicosia, Cyprus.
Awarded with Honors and Grade 19 6/12 (scale of 1 – 20; 20 max) on 26 June 2006.
Member of the Honour Guard of Archbishop Makarios III Lyceum, Nicosia, Cyprus (2005-2006).
Subjects: Mathematics, Physics, Computer Science, Architectural Drawing
A Levels: Pure Mathematics (Grade: A, Awarded: January 2006), Statistics (Grade: A, Awarded: June 2008)
AWARDS AND SCHOLARSHIPS
Vice-Chancellor's PhD Scholarship, University of Southampton, United Kingdom (2018-2021).
Undergraduate Studies Scholarship, Cyprus Foundation for Scholarships (2008-2011).
ACADEMIC ACTIVITIES
PGR Student Representative, Curriculum and Quality Assurance, Faculty Graduate School Committee, University of Southampton, UK (2020-2021).
Established proactive communication between the Graduate School Committee and fellow PhD students. Liaised the feedback and suggestions of Graduate Teaching Assistants to the Faculty Committee on issues related to teaching evaluations and teaching opportunities announcements. Furthermore, I consistently step up to challenges proactively taking ownership and responsibility while identifying areas for further improvements.
PGR Student Representative, Department of Economics, University of Southampton, UK (2019-2021).
Build and sustained strong relationships with fellow PhD students through an inclusive and collaborative approach, whom as their representative I regularly advised on academic related aspects, mentored for professional development and liaised their feedback to the Faculty Committees. Furthermore, I actively and enthusiastically participated in presentations of fellow PhD students during internal PhD workshop series and provided constructive comments on econometric methodology issues and presentation structuring.
SOFTWARE & LANGUAGES
Software: R, Matlab, Stata, SPSS, Eviews, Minitab, Latex, Jupyter, MobaXterm, PowerShell
Languages: Greek (native), English (fluent), French (basic).
ACADEMIC REFERENCES
Professor Jose Olmo
Department of Economics
School of Economic, Social and Political Sciences
Faculty of Social Sciences
University of Southampton
Southampton, United Kingdom
Email: J.B.Olmo [@] soton.ac.uk
Professor Jean-Yves Pitarakis
Department of Economics
School of Economic, Social and Political Sciences
Faculty of Social Sciences
University of Southampton
Southampton, United Kingdom
Email: J.Pitarakis [@] soton.ac.uk
Professor Anastasios Magdalinos
Department of Economics
School of Economic, Social and Political Sciences
Faculty of Social Sciences
University of Southampton
Southampton, United Kingdom
Email: A.Magdalinos [@] soton.ac.uk
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