Ekaterina Kazak

Dr. Ekaterina Kazak is an Associate Professor in Econometrics at the Department of Economics, University of Birmingham. She joined the department in September 2024 after serving as a Lecturer in Econometrics at the University of Manchester.

• PhD in Econometrics (2019) and MSc in Econometrics (2015) from the University of Konstanz
• BSc in Economics (2013) from Lomonosov Moscow State University

Research Interests:

• Financial Econometrics: Portfolio choice, Value-at-Risk, Expected Shortfall
• Statistical Learning: Bagging, decision trees
• Econometrics: Robust inference, bootstrap, pretesting, forecast evaluation

Teaching:

• Applied Econometrics and Policy Analysis (compulsory MSc Economics course)
• Advanced Quantitative Methods for Data Analytics (elective MSc Money, Banking and Finance course)