Welcome

I am an assistant professor (lecturer) at the school of economics of University of East Anglia. My research focuses on Econometrics and Macroeconomics, in particular Multiple Time Series Analysis and Bayesian Inference with applications to the global oil market, monetary and fiscal policy.

News

  • October 2021 - Short course on Bayesian structural vector autoregression at the Banque Central des Etats de l'Afrique de l'Ouest (BCEAO) in cooperation with the Bank of England. Info

  • May 2021 - Lecture on sign restrictions in structural vector autoregressive models and posterior sampling techniques at the Bank of England Centre for Central Bank Studies. Info

  • April 2021 - Received the Marcelo Reyes prize in Time Series Econometrics

  • November 2020 - The paper Proxy vector autoregressions in a data-rich environment has been accepted for publication in the Journal of Economic Dynamics and Control.

  • December 2020 - Lecture on sign restrictions in structural vector autoregressive models and posterior sampling techniques at the Bank of England Centre for Central Bank Studies. Info

CV

Contact

Email: martin.bruns(at)uea.ac.uk