جست‌وجوی استاد و پژوهشگر

Apostolos Fasianosمشاهده پروفایل

مدرس

• household finance
• housing economics
• monetary economics
• +۲ مورد دیگر

Apostolos Fasianos is a Lecturer in Economics at Brunel University London, specializing in macroeconomic implications of household financial behavior. Prior roles include economist positions at the Hellenic Ministry of Finance (2017-2020) and Central Bank of Ireland (2016-2017) , with collaborative research spanning the Bank of England and Reserve Bank of New Zealand . PhD in Economics, University of Limerick MSc in Economic Development, University of Glasgow MPhil in Economics, University of Athens Research focuses on household finance , housing economics , monetary policy , and economic inequalities . Recent work explores AI-enabled technological shocks on UK labor markets via Bayesian VAR modeling and textual patent analysis. Publications span topics like wealth inequality , housing market asymmetries , and financialization trends . Selected publications highlight interdisciplinary approaches, merging macroeconomic theory with empirical analysis of crises (e.g., Covid-19 ), housing markets, and historical financial trends. Key methodologies include textual analysis , VAR modeling , and spatial econometrics . Active in policy analysis, Fasianos represented Greece in international forums such as the EPC - Ageing Working Group and OECD Working Party 1 . Current projects include a 2023-2024 BRIEF AWARDS grant on AI’s macroeconomic impacts.

Martin Solbergerمشاهده پروفایل

دانشیار

• Time Series Econometrics
• Macroeconomic Forecasting
• Latent Time Series Estimation
• +۳ مورد دیگر

Martin Solberger is an Associate Professor in the Department of Statistics at Uppsala University, where he received his PhD in statistics in 2013 and was promoted to associate professor in 2022. His office is located at Ekonomikum (3rd floor), Kyrkogårdsgatan 10, with postal address Box 513, 751 20 UPPSALA. Dr. Solberger specializes in time series econometrics with particular expertise in macroeconomic forecasting and estimation of latent time series variables including potential GDP and the neutral interest rate. His research demonstrates sophisticated methodological approaches to dynamic factor models, unit root testing, and interest rate analysis, frequently employing Kalman filtering techniques and Bayesian VAR modeling. His publication record reveals a strong focus on Scandinavian economic analysis, particularly examining the natural rate of interest and neutral interest rate dynamics within Swedish and broader Nordic contexts. Recent work shows increasing attention to international spillover effects on domestic monetary policy variables and methodological refinements in panel data econometrics. Through extensive collaboration with researchers including Spånberg, Armelius, and Österholm, Solberger has established himself as a significant contributor to modern time series econometrics methodology and its application to central banking and fiscal policy questions.

Michele Pifferمشاهده پروفایل

مدرس ارشد

• Bayesian Econometrics
• Time Series Analysis
• Macroeconomics
• +۳ مورد دیگر

Dr. Michele Piffer is a Senior Lecturer in Economics at King’s Business School, King’s College London, and a Senior Researcher in the Modelling Team at the Bank of England. He holds a PhD in Economics from the London School of Economics (2014), an MSc in Economics (distinction) from LSE (2008), and a Laurea Triennale + Specialistica in Economics (cum laude) from Università Cattolica, Milano (2007). His research focuses on Bayesian Econometrics, Time Series Analysis, Macroeconomics, and Monetary Policy. Key areas include uncertainty shocks, structural VAR models, and unconventional monetary policy impacts on fiscal balances. He has organized academic events such as the 'QuickTalks: Macroeconometrics and Applied Macro' (2022) and the 'Workshop in Structural VAR Models' (2020). Recent work emphasizes methodological advancements in Bayesian estimation and applied macroeconomic analysis, with contributions to journals like Quantitative Economics , The Econometrics Journal , and Journal of the European Economic Association . His research aids central banks and statistical agencies in understanding market trends through quantitative analysis.

• Economic Growth
• International Economics
• Business Cycles
• +۸ مورد دیگر

Miguel Leon-Ledesma is a Professor of Economics at the Department of Economics , University of Exeter Business School , joining in September 2024. Previously, he held a Professorship at the University of Kent . A macroeconomist, he specializes in Economic Growth , International Economics , and Business Cycles , with affiliations as Research Fellow at the Centre for Economic Policy Research (CEPR) and Fellow at the National Institute for Economic and Social Research (NIESR). He has advised international organizations like the European Central Bank and Asian Development Bank and serves as a committee member and trustee for the UK's Money Macro and Finance Society (MMF) . Research Interests : His work bridges macroeconomic theory and empirical analysis , focusing on growth volatility, trade dynamics, labor share trends, and structural transformation. He explores how monetary policy interacts with labor markets, the role of technology frontiers in productivity, and the impact of import elasticities and network effects on development. Article Trends : His recent publications and working papers emphasize growth convergence , DSGE model innovations , factor substitution in production, and trade-policy linkages , reflecting a thematic focus on macroeconomic stability, structural change, and globalization's economic implications. Scientific Awards : Research Fellow, Centre for Economic Policy Research (CEPR) Fellow, National Institute for Economic and Social Research (NIESR) Grants & Projects : Funded by the Leverhulme Trust , Nuffield Foundation , and ESRC , his work includes projects on pensions and health economics, oil shocks' network amplification, and UK firm creation during the pandemic. Labs & Teams : Collaborates with international researchers (e.g., Mathan Satchi, Laura Puzzello) and contributes to policy-oriented networks like the Money Macro and Finance Society , integrating academic research with institutional policy advice.

Mohsen Pourahmadiمشاهده پروفایل

استاد

• Time Series Analysis
• Multivariate Statistics
• Covariance Estimation
• +۷ مورد دیگر

Mohsen Pourahmadi is a Professor in the Department of Statistics at Texas A&M University, part of the College of Arts & Sciences. His research focuses on developing methodologies for modeling covariance matrices in multivariate and time series data, with applications to financial analysis, longitudinal studies, neuroeconomics, and high-dimensional data. Key tools include graphical lasso algorithms, Cholesky decomposition, and Bayesian approaches. He emphasizes extending generalized linear models (GLM) to covariance matrix estimation, leveraging prediction theory and stochastic processes. Education details are not explicitly provided in the text. His work spans theoretical advancements in covariance estimation, such as sparse VAR models, nonstationary process analysis, and regularized multivariate regression. He has contributed to applications like detecting cyber attacks on infrastructure systems and analyzing breast cancer data through Bayesian networks. Research interests include time series graphical models, antedependence models for longitudinal data, and regularization techniques for high-dimensional covariance matrices. His recent work explores fused-lasso penalties, Bayesian correlation matrix estimation, and stationary subspace analysis. Pourahmadi has authored numerous articles on topics ranging from multivariate volatility modeling to nonparametric covariance estimation, emphasizing both computational efficiency and theoretical rigor.

Annika Alexiusمشاهده پروفایل

استاد

• Empirical Macroeconomics
• Monetary Policy
• International Finance
• +۴ مورد دیگر

Annika Alexius is a Professor at the Department of Economics at Stockholm University, where she has been working since 2008. Prior to this, she held a research position at Uppsala University and completed her PhD at the Stockholm School of Economics in 1997, having done her internship at the Riksbank during her doctoral studies until 2001. Dr. Alexius earned her PhD from the Stockholm School of Economics in 1997. Her doctoral work included an internship at the Riksbank, Sweden's central bank, which she continued until 2001. She then held a research position at Uppsala University before joining Stockholm University in 2008. Professor Alexius specializes in empirical macroeconomics, monetary policy, and international finance. Her research examines the complex relationships between exchange rates and inflation, the dynamics of stock prices relative to GDP, and the mechanisms of monetary policy transmission. She employs sophisticated econometric techniques, including Bayesian VAR models with time-varying parameters and stochastic volatility, to analyze economic phenomena. Her work often focuses on how financial markets respond to economic shocks and policy interventions, with particular attention to the Swedish economy and its integration into the global financial system. Analysis of Professor Alexius's publication record reveals a consistent focus on the intersection of monetary policy and international finance. Her recent work (2023) examines exchange rate pass-through during periods of high inflation following the Covid-19 pandemic and Ukraine war, using advanced Bayesian VAR techniques. Earlier publications explore long-run relationships between stock prices and GDP (2018), interbank market dynamics during the financial crisis (2014), and the relationship between exchange rates and long-term bonds (2012). A recurring theme throughout her career has been understanding how policy decisions affect economic outcomes in open economies. Professor Alexius has made significant contributions to the field of economics through her rigorous empirical work. While specific awards are not listed on her profile, her publications in reputable journals such as the Review of World Economics, Journal of Applied Finance and Banking, and Journal of International Money and Finance demonstrate recognition of her scholarly contributions. Though specific information about her advising activities is not provided on her profile, Professor Alexius has maintained an active research program spanning over two decades. Her work has addressed evolving economic challenges, from the financial crisis of the late 2000s to the recent inflationary period following the pandemic. Her research has practical implications for central banks and policymakers navigating complex economic environments. While specific laboratory or research team information is not mentioned in the available profile, Professor Alexius appears to collaborate with various researchers across her publication history, including Mikaela Holmberg, Daniel Spång, Helene Birenstam, and Johanna Eklund, among others. Her work bridges theoretical economic models with empirical analysis of real-world data, contributing to both academic discourse and practical policy understanding.

Jae Kyung Wooمشاهده پروفایل

استاد

• Risk theory
• Reliability theory
• Aggregate claim analysis
• +۷ مورد دیگر

Professor Jae Kyung Woo is a distinguished academic in the School of Risk and Actuarial Studies at the UNSW Business School, University of New South Wales. She holds multiple prestigious professional designations including Fellow of the Institute of Actuaries of Australia (FIAA), Fellow of the Society of Actuaries (FSA), and Chartered Enterprise Risk Analyst (CERA). Her educational background includes MMath and Ph.D. degrees from the Department of Statistics and Actuarial Science at the University of Waterloo. She has held academic positions at Columbia University as Assistant Professor in the Department of Statistics (2011-2012), and at the University of Hong Kong as Assistant Professor in the Department of Statistics and Actuarial Science (2012-2017) before joining UNSW in July 2017. Research interests focus on risk theory, reliability theory, aggregate claim analysis, queueing theory, and dependence modelling Editorial Board member for ASTIN Bulletin (2021-present), European Actuarial Journal (2025-present), Probability in the Engineering and Information Sciences (2018-present), and Risks (2020-present) Principal investigator for ARC Discovery Projects (2020-2023) and Casualty Actuarial Society grants (2018-2020) Her research output includes 35 journal articles, 1 book, 1 thesis/dissertation, and 1 other publication, with recent work emphasizing shock models for correlated large losses, credibility theory under dependency structures, and advanced dependence modeling techniques in insurance contexts. Her work bridges theoretical stochastic analysis with practical applications in insurance and risk management. Fellow of the Institute of Actuaries of Australia (FIAA), since May 2018 Fellow of the Society of Actuaries (FSA), since Oct 2013 Chartered Enterprise Risk Analyst (CERA), since Jan 2012 Fellow Member of Actuarial Society of Hong Kong (ASHK), since Dec 2018 Professor Woo has secured significant research funding including an ARC Discovery Project grant of AUD 334,000 (2020-2023) for developing shock model-based frameworks for correlated large losses, and a Casualty Actuarial Society grant of USD 20,000 (2018-2020) for credibility theory research under general dependency structures. She served as Nominated Accreditation Actuary at UNSW until 2024.

James Mitchellمشاهده پروفایل

استاد

• Public Policy
• Devolution Studies
• Scottish Politics
• +۵ مورد دیگر

James Mitchell is a Professor of Public Policy at the University of Edinburgh’s School of Social and Political Science . He holds a MA (Political Studies) from the University of Aberdeen and a D.Phil. (Oxford). His research focuses on British politics, devolution, public policy, territorial politics, and Scottish nationalism. He has supervised over 30 years of PhDs and Masters in public policy, devolution, and constitutional politics. Key research themes include fiscal accountability in Scotland, party membership surges post-referendum, and multi-level governance. Research Projects: ESRC-funded study on SNP and Scottish Greens’ post-referendum membership growth Investigation of fiscal devolution’s accountability gaps Analysis of Scotland’s constitutional questions and local governance Research Interests: Mitchell explores territorial politics, public service reform, and political behavior in sub-state governments. He has contributed to debates on Scottish independence, EU referendum impacts, and intergovernmental relations. Recent work includes studies on the SNP leadership contest (2023) and Holyrood’s fiscal structures. Grants & Awards: He has secured grants from the Economic and Social Research Council (ESRC) for projects on party membership and constitutional dynamics. No specific scientific awards are listed, but his work is widely cited in political science and public policy. Labs & Teams: He is part of the Territorial Politics Research Group and has collaborated on regional economic forecasting and governance studies. His work often bridges academia and policy, influencing debates on devolution and public finance.

Hsiao-Dong Chiangمشاهده پروفایل

استاد

• Nonlinear System Theory
• Power System Stability and Control
• Optimal Power Flow
• +۱۲ مورد دیگر

Hsiao-Dong Chiang is a Professor in the School of Electrical and Computer Engineering at Cornell University. He holds a Ph.D. in Electrical Engineering from the University of California, Berkeley, and has made significant contributions to nonlinear system theory and power system stability. His research spans theoretical development and practical applications in electric power systems, nonlinear optimization, and machine learning. B.S., Electrical Engineering, National Taiwan University, 1979 M.S., Electrical Engineering, National Taiwan University, 1981 Ph.D., Electrical Engineering, University of California, Berkeley, 1986 Chiang's research interests focus on nonlinear system theory , power system stability and control , nonlinear optimization , and their applications to modern power grids with high penetration of inverter-based resources. He is renowned for developing the BCU method and TRUST-TECH methodology , which have enabled fast direct stability assessment and global optimization in complex systems. His work bridges fundamental theory with industrial deployment through his companies, Bigwood Systems, Inc. and Global Optimal Technology, Inc. His recent publications (2024–2025) reflect a strong trend toward integrating machine learning and deep neural networks with power system analysis , particularly in state estimation, optimal power flow, and voltage control. There is a clear emphasis on handling uncertainty, non-convexity, and multi-scale dynamics in active distribution networks and integrated energy systems . His work increasingly focuses on resilience , real-time control , and user-centered methodologies for modern grid operations. Chiang has received numerous scientific honors, including: IEEE Fellow (1997) United States Presidential Young Investigator Award (1989) Multiple DOE Grid Optimization Challenge Awards (2020–2023) Best Paper Awards from IEEE Transactions and Conferences Outstanding Education Award, Cornell University (1990) He has successfully managed over 100 research projects and holds 28 U.S. and international patents. As the founder of Bigwood Systems, Inc., he has commercialized advanced software for utility companies across the U.S. and Japan. His team has published over 480 refereed papers and received more than 17,500 citations. He advises a large research group and leads innovations in computational methods for energy systems. His lab is actively involved in developing next-generation tools for grid security, optimization, and machine learning integration.

Michael P. Clementsمشاهده پروفایل

استاد

• Time-Series Econometrics
• Economic Forecasting
• Data Revisions
• +۷ مورد دیگر

Professor Michael P. Clements is a leading econometrician at the ICMA Centre , Henley Business School, University of Reading. His research focuses on time-series econometrics, forecasting methodologies, and macroeconomic uncertainty. A DPhil graduate from Nuffield College, Oxford (1993), he held roles at Warwick University (1995–2007) before becoming a full professor in 2007 and joining Reading in 2013. Research Themes : Data revisions, mixed-frequency models, survey expectations, factor models, and macroeconomic forecasting. Editorial Roles : Former Editor of International Journal of Forecasting (2001–2012), current Associate Editor. Scientific Contributions include over 100 journal articles and 5 books. Key awards: Journal of Applied Econometrics Distinguished Author (2008) Honorary Fellow, International Institute of Forecasters (2014) Fellow, International Association for Applied Econometrics (2018) Palgrave Texts in Econometrics Series Editor (2017–) Collaborations with Ana Beatriz Galvão, David Hendry, and others have advanced real-time forecasting and uncertainty analysis. His work bridges econometric theory with practical applications in inflation, GDP growth, and financial markets.

Emmanuel Mamatzakisمشاهده پروفایل

استاد

• International Macroeconomics
• Accounting
• Banking
• +۳ مورد دیگر

Emmanuel Mamatzakis is a Professor of Finance at Birkbeck Business School, University of London. He holds a DPhil in Economics from University of London (Queen Mary College), MSc from University of Warwick, and BSc from National and Kapodistrian University of Athens. His research focuses on empirical studies in accounting, banking, finance, and public finance, emphasizing real-world economic impact. Key roles include Director of Accounting and Finance Research Centre and Program Director for MSc Accounting and Finance and MSc Management and Finance. Education: PhD, University of London, 1999 MSc, University of Warwick, 1994 BSc, University of Athens, 1993 Research Interests: International Macroeconomics, Accounting, Banking, Finance, Applied Econometrics, Public Finance. Recent work examines household debt repayment behavior during the pandemic (ESRC-funded project), fiscal policies, and environmental impacts on financial reporting. His studies often combine quantitative methods like Bayesian models and neural networks. Grants & Awards: £102,974 ESRC grant for pandemic-era debt research (2020–2022). Honored as Fellow of the Higher Education Academy (2021). Advising & Grants: Supervises PhD students in banking, international macroeconomics, and applied econometrics. Leads the Accounting and Finance Research Centre. Collaborates with institutions like ESMA and the Hellenic Fiscal Council. Labs/Teams: Principal Investigator at Accounting and Finance Research Centre, leading projects on fiscal policy and pandemic economics. Active in research clusters like the UK ESRC Rapid Response initiative.

• Financial Econometrics
• Time Series Analysis
• Volatility Modeling
• +۴ مورد دیگر

Jeroen ROMBOUTS is a Professor at ESSEC Business School (France) and holds the Full Professor position of the Accenture Strategic Business Analytics Chair since 2017. He joined ESSEC in 2013, previously serving as Associate Professor at HEC Montreal (2004–2012). His research focuses on financial econometrics, volatility modeling, and machine learning applications in financial markets. He holds a Ph.D. in Econometrics from the Catholic University of Louvain (2004) and has held visiting professorships at numerous institutions, including the University of Melbourne, Aarhus University, and Tilburg University. Education: PhD in Econometrics (2004), Catholic University of Louvain; Master's degrees in Statistics (2001), Econometrics (2000), and Economics (1999), all from the same institution. He is also a Researcher at the Finance and Insurance Lab (CREST) since 2014 and serves on editorial boards of journals like Quantitative Finance and International Journal of Forecasting . Research Interests: His work emphasizes volatility modeling, time series analysis, and applications of machine learning to forecast financial markets. Key areas include GARCH models, structural breaks, and cross-temporal forecasting for digital platforms. He has published extensively in top journals such as Journal of Econometrics and International Journal of Forecasting . Articles Overview: Recent contributions include novel methods for cross-temporal forecast reconciliation using machine learning and sparse change-point VAR models. His work bridges econometric theory with practical applications in asset pricing and risk management. Awards: Recipient of the 2024 Risk-Shift award in France. His research has been recognized for advancing methodologies in volatility modeling and financial econometrics. Advising & Grants: While no specific grants are listed, his roles as a researcher and editor highlight significant contributions to the academic community. He advises on policy and industry applications of his models through consulting roles in financial econometrics and macroeconomic forecasting. Labs & Teams: Affiliated with the Finance and Insurance Lab (CREST) and leads the Information Systems, Data Analytics, and Operations department at ESSEC. Collaborates with global institutions on projects involving high-frequency data and platform economics.

Lucrezia Reichlinمشاهده پروفایل

استاد

• Monetary Policy
• Applied Macroeconomics
• Econometrics (Time Series)
• +۳ مورد دیگر

Lucrezia Reichlin is a Professor of Economics at the London Business School , where her research bridges macroeconomic policy and advanced econometric techniques. She holds key advisory roles as a non-executive director for major financial institutions like UniCredit Banking Group and Eurobank Ergasias SA, and chairs the Scientific Council at the Brussels-based think-tank Bruegel . Previously, she served as Director General of Research at the European Central Bank (2005-2008) and held academic positions at the Université Libre de Bruxelles and Columbia University. Education: Ph.D. in Economics, New York University Reichlin is a pioneer in now-casting and high-dimensional time series analysis , developing econometric models to process real-time economic data. Her work has been adopted by central banks and private investors globally, focusing on monetary policy evaluation , business cycle dynamics , and forecasting methodologies . She co-founded the firm Now-Casting Economics Ltd in 2011 to commercialize these techniques. Scientific Awards & Honors: 2016 Birgit Grodal Award of the European Economic Association 2016 Isaac Kerstenetzky Scholarly Achievement Award International Economics Award, Chamber of Commerce of Genoa (2015) Grand Ufficiale dell'Ordine della Stella d'Italia (2015) Fellow, British Academy Fellow, European Economic Association Distinguished Fellow, CEPR As a columnist for Corriere della Sera and member of the Commission Economique de la Nation (France), she influences public and policy debates. She also founded the Ortygia Foundation , promoting female education in southern Italy. Her methodological innovations in dynamic factor models , Bayesian VARs , and shrinkage techniques have reshaped modern macroeconomic analysis.

• Econometrics
• Macroeconomics
• Time Series Analysis
• +۳ مورد دیگر

Cem Çakmaklı serves as Associate Professor of Economics at Durham University Business School and Koç University's College of Administrative Sciences and Economics (currently on leave). Previously, he held Assistant Professor positions at Koç University (2015-2023) and the University of Amsterdam (2011-2013), following an AXA Postdoctoral Fellowship at Koç University (2013-2015). His academic credentials include: Ph.D. in Economics/Econometrics, Tinbergen Institute, Erasmus University Rotterdam (2012) M.Phil in Economics (Cum Laude), Tinbergen Institute (2007) MA in Economics (with distinction), Istanbul Technical University (2005) B.Sc. in Management Engineering, Istanbul Technical University (2002) His research integrates advanced econometric methodologies with macroeconomic policy analysis, specializing in time series modeling for economic forecasting, pandemic impact assessment, and financial market dynamics. Recent work demonstrates innovative applications of Bayesian semiparametric techniques to yield curve modeling, GDP nowcasting, and vaccination economics, with particular emphasis on emerging market contexts. His methodological contributions bridge theoretical econometrics with real-world policy challenges. Publication trends reveal a strategic pivot toward pandemic economics since 2020, producing high-impact studies on global vaccination strategies and lockdown effectiveness, while maintaining core expertise in time-varying parameter models and financial econometrics. His work consistently addresses policy-relevant questions through rigorous quantitative frameworks. Scientific recognition includes: AXA Research Fund Post-Doctoral Fellowship (2013-2015) Fellowships at Economic Research Forum (ERF), Centre for Macroeconomic Policy, and Rimini Center for Economic Analysis (RCEA) Research funding comprises multiple TUBITAK grants totaling over 400,000 TL for projects on central bank credibility (2019-2020), large time-varying parameter VARs (2019-2020), and emerging market business cycle indicators (2017-2019). As an educator, he has developed and taught advanced econometrics curricula at PhD and graduate levels across multiple institutions, while his Capital magazine columns translate complex economic concepts for public discourse. His professional ecosystem integrates academic research through Ethos Economics Consulting with policy engagement via media commentary.

Anastasios Evgenidisمشاهده پروفایل

مدرس ارشد

• applied macroeconomics
• monetary policy
• time-series analysis
• +۷ مورد دیگر

Anastasios Evgenidis is a Senior Lecturer in Economics at Royal Holloway, University of London, affiliated with the School of Business and Management and Department of Accounting and Financial Management. Previously, he served as a Lecturer at Newcastle University, Economist at the Central Bank of Ireland, and Researcher at the Bank of Greece. Education: Ph.D. in Economics, University of Patras (Greece) MSc in Economics and Finance, Loughborough University (UK) Research Focus: Applied macroeconomics, monetary policy transmission mechanisms, macro-finance linkages, and impacts of extreme events (pandemics, natural disasters, geopolitical conflicts). Currently expanding into AI's macroeconomic and labor market implications. Key Article Trends: US housing bubbles and global imbalances Pandemic-era labor market dynamics Geopolitical risk in tourism demand Post-disaster economic recovery AI's influence on future labor markets Scientific Recognition: Fellow of the Higher Education Academy (HEA) since 2019. His work aligns with UN Sustainable Development Goals (SDGs) on economic growth and reduced inequalities. Advising & Grants: Supervises empirical macroeconomic research and leads projects like Macroeconomic and Labour Market Effects of AI Innovations in the UK (British Academy-funded, 2023-2025). Has secured multiple research grants and engaged in European Commission collaborations.