I am an econometrician.

Research

My research area of expertise is in Theoretical and Applied Econometrics, with a focus on time series and panel data econometrics, including identification methods, hypothesis testing and model selection. My research interests lie in parametric and semiparametric identification and estimation of dynamic causal effects in macroeconometrics, machine learning methods for causal inference, and econometric inference with nonstationary time series data. 

• misspecification-robust inference in structural econometric models 

• estimation and inference of high-dimensional predictive regression models

• identification and counterfactual analysis with macroeconometric models

which span the following areas of research focus

• 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 in the Economics Division, part of the Faculty of Social Sciences, 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 in the Statistics Division, part of the School of Mathematical Sciences, University of Southampton. 

I completed my Ph.D. in Economics at the Department of Economics, part of the School of Economic, Social and Political Sciences, 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 American Economic Association, the Econometric Society, and the International Statistical Institute. 

Profiles: American Economic Association

Email:    christiskatsouris@gmail.com