I am an econometrician.

Research

My research area of expertise is in Theoretical and Applied Econometrics, with focus on time series econometrics and panel data econometrics, particularly, robust methods, model selection, and inference in macroeconometric models. My research interests in parametric and semiparametric estimation and inference include IVX methods for dynamic causal effects, machine learning methods for causal inference, and econometric methods for nonstationary data. 

• misspecification-robust inference methods for structural econometric models 

• estimation and inference for high-dimensional predictive regression models

• hypothesis testing problems robust to nonstationarities

which span the following fields of research

• macroeconometrics (statistical identification of macroeconomic shocks; estimation and inference for dynamic causal effects),

• time series econometrics (robust inference in the presence of stochastic regressors and trends; nearly integrated instrumental variables regressions),   

• high-dimensional econometrics (semiparametric estimation and testing; machine learning methods for causal inference). 

About me

Recently, I was a Postdoctoral Researcher between September 2023 and July 2024 in the Financial and Macroeconometrics Research Group within the Economics Division, part of the Faculty of Social Sciences at the University of Helsinki. 

Previously, I was a Visiting Lecturer in Economics between September 2022 and September 2023 in the University of Exeter Business School, where I joined the Econometrics Research Group at the Department of Economics. I was also a member of the Time Series and Machine Learning Study Group within the Statistics Division, part of the School of Mathematical Sciences at the University of Southampton.  

I completed my Ph.D. in Economics in the Department of Economics, part of the School of Economic, Social and Political Sciences at the University of Southampton, under the supervision of Prof. Jose Olmo and Prof. Tassos Magdalinos, within the Econometrics Research Group. 

I am a member of the Royal Economic Society, the Econometric Society, the International Statistical Institute and the American Economic Association.