جست‌وجوی استاد و پژوهشگر

Alessio Volpicellaمشاهده پروفایل

دانشیار

• Macroeconometrics
• Time Series Analysis
• Bayesian Econometrics
• +۴ مورد دیگر

Alessio Volpicella is an Associate Professor of Economics at the University of Pavia’s Department of Economics and Management, with a prior role as Senior Lecturer at the University of Surrey. He holds a PhD in Economics from Queen Mary University of London (2020) and degrees from Bocconi University (BSc, MSc) and University College London (MRes). His research focuses on macroeconometrics, time series analysis, Bayesian econometrics, and structural vector autoregressions (SVARs). He has held visiting roles at institutions including the Bank of England and the European Central Bank. Education highlights include: PhD in Economics, Queen Mary University of London (2015-2020) MRes in Economics, University College London (2014-2015) MSc and BSc in Economics, Bocconi University (2010-2012) Research interests encompass: SVARs identification and validation DSGE models and imperfect information Macroprudential policy and financial regulation Climate resilience and macroeconomic dynamics Key awards include the Best Paper Award (1st Time Series Workshop, 2023), Royal Economic Society Grants (2022, 2019), and multiple fellowships. He has supervised PhD students at the University of Surrey and University of Pavia, with notable placements in academia and central banking. Teaching spans undergraduate and graduate courses in econometrics, macroeconometrics, and Bayesian methods. He has held roles such as Module Leader at the University of Surrey and University of Pavia, with consistently high student satisfaction ratings. Professional activities include refereeing for top journals (e.g., Journal of Econometrics, Quantitative Economics), invited seminars globally, and organizing workshops for PhD students. He is a Fellow of the Advance Higher Education and a member of the Surrey Institute for People-Centred AI.

• Econometrics
• Macroeconomic Modeling
• Time Series Analysis
• +۳ مورد دیگر

Prof. Aleksander Welfe is a full professor and head of the Department of Econometric Models and Forecasts at the Faculty of Economic Sciences and Sociology, University of Łódź. He has held academic positions including Adjunct Professor at Warsaw School of Economics for over two decades. His primary role involves leading research in macroeconomic modeling and econometric time series analysis. Education & Affiliations : He holds a habilitation (doctorate) in econometrics and has collaborated internationally, notably with Nobel laureate Lawrence R. Klein. He is the founder and editor-in-chief of the Central European Journal of Economic Modelling and Econometrics . Research Focus : Specializes in macroeconomic modeling, time series analysis, non-stationary stochastic processes, and cointegration. His work emphasizes practical applications like Poland’s national economy models (WM-1), inflation dynamics, and energy price formation. He has pioneered structural break analysis in econometric models and developed methodologies for simulating economic policy scenarios. Awards : Elected Full Member of the Polish Academy of Sciences for contributions to macroeconometric modeling, particularly Poland’s macroeconomic models used in policy analysis. Grants & Labs : Leads research teams focused on economic forecasting and structural modeling. His department operates Poland’s primary macroeconomic modeling laboratory, producing influential policy reports and academic publications. Teaching : Teaches advanced econometrics and macroeconomic modeling at both University of Łódź and Warsaw School of Economics, mentoring multiple generations of economists.

• Macroeconomics
• Econometrics
• Sustainable Development
• +۳ مورد دیگر

Dr. Saite Lu is a Research Fellow at Emmanuel College, University of Cambridge, and an affiliated researcher at the Bennett Institute for Public Policy. He holds the Mead Fellowship in Economics and serves as Director of Studies in Economics while advising ERM students. Education: BSc from the University of Ulster, stipendiary lecturership at Pembroke College, University of Oxford, and senior teaching associate at the University of Cambridge’s Faculty of Economics. Research Interests focus on macro-finance and macroeconometric forecasting , particularly through the development of empirical Stock-flow Consistent (SFC) models for the UK economy. His work explores real-financial sector interlinkages, policy simulations for inflation responses, and sustainable development frameworks analyzing natural, human, and social capital gaps on national balance sheets. The Wealth Economy framework, developed with Professor Diane Coyle, underpins his research on improving economic development policies. His Google Scholar publications highlight expertise in global imbalances, energy shocks, China’s infrastructure investments in Africa, and the ethical use of administrative data for wellbeing metrics. Recent articles emphasize SFC modeling, CO2 stabilization, and policy evaluation. Scientific Awards include a Nuffield Foundation/British Academy research grant and a World Economic Forum Global Future Council Fellowship, where his forecasting frameworks aided governments during crises like Ebola and COVID-19. Teaching spans macroeconomics to development economics supervision. He collaborates with the Bennett Institute for Public Policy on wealth accounting and fiscal policy research, contributing to contemporary debates on inclusive economic growth.

Maria A. Pratsمشاهده پروفایل

دانشیار

• International Finance
• Applied Macroeconometrics
• Public Finance
• +۴ مورد دیگر

Maria A. Prats is an Associate Professor at the University of Murcia's Faculty of Economics and Business, Department of Applied Economics. She also serves as a Research Fellow at the European Institute of the London School of Economics and Political Science since February 2022. Her academic career includes significant leadership roles, having served as coordinator of the doctoral program in Economics (1999-2001) and director of the Department of Applied Economics (2005-2009). She was President of the Spanish Association of International Economics and Finance (AEEFI) from June 2021 to June 2023 and previously served as Secretary of its Board of Directors (2017-2021). Dr. Prats earned her PhD in Economics from the University of Murcia, receiving the Extraordinary Doctorate Award, and completed her undergraduate studies in Economics and Business Administration at the University of Alicante. Her academic journey reflects deep commitment to economic research and education in Spain. Her research spans International Finance, Applied Macroeconometrics, Public Finance, Monetary Policy, and Sustainability. She has developed expertise in analyzing financial bubbles, credit cycles, long-run fiscal sustainability, and unconventional monetary policy. Recently, she has expanded her work to incorporate Sustainable Development Goals (SDGs), particularly examining the intersection of environmental certification programs like Blue Flag beaches with economic development and tourism. Analysis of her recent publications reveals a strong focus on historical economic analysis, particularly examining Spanish economic history from 1850 to the present. Her work combines sophisticated econometric techniques with deep historical context, often focusing on public debt sustainability, monetary policy transmission, and the relationship between financial systems and economic growth. She has increasingly incorporated sustainability dimensions into her research, connecting traditional economic analysis with contemporary environmental concerns. Extraordinary Doctorate Award for her PhD work Dr. Prats has secured numerous research contracts and projects from Spain's Ministry of Science, Innovation and Universities, including significant work on optimal public deficit and tax smoothing in the Spanish economy from 1850-2022. She serves as principal investigator for the University of Murcia research group E051-04 Financial System and Monetary Economy and has participated in EU-funded projects like Cryptopolis. Her editorial work includes serving on the team for Áreas. International Journal of Social Sciences and guest editing for Economics - The Open-Access, Open-Assessment Journal. She leads the University of Murcia research group E051-04 Financial System and Monetary Economy and has been involved in collaborative research networks including the Spanish Association of International Economics and Finance and the Free Economic Association. Her work bridges academic research with practical policy applications, particularly in the areas of monetary policy transmission and fiscal sustainability.

• Macroeconometrics
• Time Series Econometrics
• Forecasting
• +۳ مورد دیگر

Giovanni Angelini is an Associate Professor in the Department of Economic Sciences at the University of Bologna. His research focuses on macroeconometrics, time series analysis, forecasting methodologies, and quantitative sport economics. He holds a permanent position and is affiliated with the Department of Economic Sciences, contributing to both academic research and teaching in economics. Research interests include advanced econometric techniques for analyzing macroeconomic trends, climate change impacts on public perception, and applications of stochastic models to tourism and sports economics. Notable recent work explores price competition dynamics in tourism, extreme event forecasting using Poisson autoregressions, and the identification of structural economic shocks via proxy-SVAR approaches. His publications span topics like DSGE model validation, uncertainty spillovers in the Euro area, and forecasting methodologies in cryptocurrency markets. He is actively engaged in methodological advancements in structural vector autoregressions and bootstrap testing for macroeconomic models.

Hans-Martin Krolzigمشاهده پروفایل

استاد

• Macroeconometrics
• Econometric Model Selection
• Regime-Switching Models
• +۳ مورد دیگر

Hans-Martin Krolzig is Professor of Economics at the University of Kent's School of Economics and a member of the Macroeconomics, Growth and History Centre (MaGHiC). He holds an affiliated membership at Nuffield College, Oxford. His research focuses on macroeconometrics, including econometric model selection, regime-switching models, business cycle analysis, forecasting, and macroeconomic modeling. Research interests span: Econometric model selection techniques Analysis of regime-switching models Business cycle measurement and forecasting Macroeconomic modeling approaches The publication portfolio demonstrates consistent focus on econometric methodologies applied to macroeconomic problems, showing progression from foundational work on Markov-switching models to contemporary contributions in international monetary policy analysis. Supervision includes doctoral candidates working on diverse macroeconomic topics such as monetary policy transmission and labor market dynamics. Current administrative roles include serving as REF Coordinator for the School of Economics.

Dimitris Korobilisمشاهده پروفایل

استاد

• Macroeconometrics
• Time-Series Analysis
• Forecasting
• +۶ مورد دیگر

Professor Dimitris Korobilis holds the rank of Professor of Econometrics at the Adam Smith Business School, University of Glasgow. He previously served as Professor of Finance at the University of Essex. His roles include directing the MSc in Data Analytics for Economics and Finance, co-ordinating the annual ASBS Summer School in Empirical Macroeconomics, and leading the macroeconomics research cluster. Education: PhD in Economics from the University of Strathclyde (2010). Research focuses on applied statistical inference in macroeconomic and financial data, emphasizing Bayesian methods, machine learning, and high-dimensional modeling. Notable contributions include developing algorithms for macroeconomic forecasting and policy analysis, with applications at institutions like the IMF and ECB. His work bridges econometric theory and practical policy tools. Teaching includes courses on Econometrics, Statistical Machine Learning, Time Series Forecasting, and Bayesian Data Analysis. Advises PhD students exploring topics like DSGE models and Bayesian microeconometrics. Publications span over 30 peer-reviewed articles in top journals such as the Journal of Econometrics and Journal of Business & Economic Statistics, with a focus on Bayesian VAR models, factor analysis, and macroeconomic risk monitoring.

• Macroeconomics
• Monetary Policy
• Macro-Finance
• +۳ مورد دیگر

Ferre De Graeve is an Associate Professor at KU Leuven's Faculty of Economics and Business, where he holds significant administrative roles including Head of the Education Commission for Economic Sciences and Program Director for the Master of Advanced Studies in Economics. He maintains active memberships in key faculty councils and program committees. His research focuses on structural relationships in macroeconomics with emphasis on: Monetary policy transmission mechanisms and central bank strategies Macro-financial linkages and non-linear dynamics in financial markets Sectoral shock identification and spillover effects across industries Econometric modeling of business cycles and inflation dynamics Government debt composition and fiscal-monetary policy interactions De Graeve's recent publications demonstrate a strong methodological focus on Vector Autoregression (VAR) techniques applied to macroeconomic problems, with particular attention to financial stability, interest rate dynamics, and sectoral interdependencies. His work consistently bridges theoretical models with empirical analysis using advanced time-series approaches. He has supervised multiple PhD students in macroeconomics research, including dissertations on monetary policy, structural macroeconometrics, and macro-financial interactions. His teaching portfolio includes graduate courses in Advanced Macroeconomics, Economics of Money and Finance, and Mathematical Analysis for Macroeconomic Problems.

James Duffyمشاهده پروفایل

دانشیار

• Macroeconometrics
• Structural Macroeconomic Models
• Time Series Analysis
• +۳ مورد دیگر

James Duffy is an Associate Professor of Economics at Corpus Christi College, University of Oxford. His research focuses on macroeconometrics, addressing challenges in inference and identification for strongly dependent time series. Research areas: nonlinear cointegration, nonparametric methods, structural VAR robustness, and identification in macroeconomic models Affiliation: Department of Economics, Corpus Christi College Contact: james.duffy@economics.ox.ac.uk

Julia Darbyمشاهده پروفایل

استاد

• Applied Macroeconomics
• Time Series Econometrics
• Labour Market Analysis
• +۷ مورد دیگر

Julia Darby is a Professor in the Department of Economics at the University of Strathclyde. She joined Strathclyde in 2003 after previous roles at the Universities of Glasgow, Stirling, and the National Institute of Economic and Social Research in London. Her expertise spans applied macroeconomics with a focus on labor markets, fiscal policy, wage determination, and econometric modeling. Education: BSc in Economics (University College, 1986), MSc (University of York) Research Themes: Labour market dynamics, fiscal policy analysis, market volatility, and policy evaluation Key Collaborations: Scottish Institute for Research in Economics (SIRE), Glasgow Chambers of Commerce SDG Contributions: Education and labor market policy improvements Her research network includes collaborations with academics across 6 similar profiles, focusing on fiscal relations, market volatility, and tax competition. Julia supervises PhD students in macroeconomics and econometrics, and her teaching covers economic policy, macroeconomics, and econometrics at undergraduate and masters levels. She has participated in 35 professional activities including conferences, examinations, and committee memberships, with notable work on Brexit uncertainty indices and UK social care workforce analysis.

Andrea Civelliمشاهده پروفایل

دانشیار

• Empirical Macroeconomics
• Monetary Economics
• Banking
• +۴ مورد دیگر

Andrea Civelli is an Associate Professor in the Department of Economics at Bentley University. He holds a Ph.D. from Princeton University (2010) and previously served as Associate Professor at the University of Arkansas, with visiting roles at UT Austin and NC State University. His industry experience includes senior economist work at blockchain firm Algorand. His academic credentials include: Ph.D. in Economics, Princeton University (2010) M.A. in Economics, Princeton University (2005) B.A. in Economics, Bocconi University (2002) Research spans Empirical Macroeconomics , Monetary Economics , Banking , International/Development Macro , Economic Policy Uncertainty , and Cryptocurrency . He integrates VAR models with cross-sectional, experimental, and spatial methods for multi-dimensional economic analysis. Recent publications (2022-2025) examine cryptocurrency dynamics under policy uncertainty, economic growth measurement, Indonesian urban sprawl, and experimental decision-making. Works appear in top journals including Review of Economics and Statistics and Economic Journal . Active research projects: Urban Sprawl and Health Outcomes in Indonesian (2024) - CHB Health Initiative Seed Funding Measuring the Value of a Blockchain Ecosystem (2024) - FAC 24/25 Grant As department faculty, he mentors economics students while collaborating internationally, leveraging blockchain expertise from his Algorand industry role.

Aubrey Poonمشاهده پروفایل

مدرس ارشد

• Applied Macroeconometrics
• Bayesian Estimation
• Mixed-Frequency Methods
• +۳ مورد دیگر

Dr. Aubrey Poon is a Senior Lecturer in Econometrics at the School of Economics, University of Kent, with affiliated researcher positions at Örebro University (Sweden), Centre for Applied Macroeconomic Analysis (Australian National University), and UK Economic Statistics Centre of Excellence. He completed his PhD in Economics from the Australian National University in 2017. His primary research focuses on Applied Macroeconometrics , specializing in Bayesian estimation methodologies including: Mixed-frequency analysis techniques Non-linear state-space modeling Quantile regression frameworks Macroeconomic forecasting systems His work has been featured in prominent outlets including The Economist and New York Times. Publication analysis reveals strong thematic consistency in econometric innovation, with recent works emphasizing: Advanced Bayesian VAR methodologies International financial market interconnections Macroeconomic tail risk quantification Regional economic nowcasting techniques The research demonstrates growing sophistication in handling high-dimensional data structures and missing data problems across global economies. Dr. Poon maintains active research collaborations across multiple international institutions focusing on macroeconomic measurement and policy analysis.

Dan Zhuمشاهده پروفایل

استاد

• Financial Mathematics
• Bayesian Analysis
• Econometrics
• +۳ مورد دیگر

Dr. Dan Zhu is a Professor in the Department of Econometrics and Business Statistics at Monash University. She holds a PhD in Financial Mathematics and Actuarial Science from the University of Melbourne's Economics department. Her research focuses on numerical methods for sensitivity analysis, financial mathematics, Bayesian analysis, and stochastic dynamical systems optimization. She has led multiple research projects including 'Efficient Bayesian Markov chain Monte-Carlo for Ultra-High-Dimensional Time Series' (2025) and contributed to initiatives like the 'Carer payments assessment process' (2024–2025). Key areas of expertise include Bayesian VAR models, macroeconomic forecasting, and financial risk analysis. Her work frequently addresses computational challenges in high-dimensional statistical models, with applications to policy analysis and financial engineering. Notable collaborations span institutions including CSIRO Data61 and the Australian Research Council. Dr. Zhu’s recent research emphasizes structural analysis of vector autoregressions, quantile-based forecasting methods, and the integration of climate variables into macroeconomic risk frameworks. Her methodologies have advanced sensitivity analysis techniques critical for robust policy evaluation and financial decision-making.

Ricardo Barradasمشاهده پروفایل

استادیار

• Political Economy
• Post-Keynesian Economics
• Financialization
• +۱۲ مورد دیگر

Ricardo Barradas is an Assistant Professor in the Department of Political Economy at the School of Social Sciences and Humanities, Iscte – University Institute of Lisbon, and an Integrated Researcher at DINÂMIA'CET-Iscte, where he also serves as Subcoordinator of the 'Governance, Economy and Citizenship' research line. His work bridges academic research and policy-relevant analysis in political economy and macroeconomics. PhD in Economics, Iscte – University Institute of Lisbon (2016) Diploma of Advanced Studies in Economics, Iscte (2012) Master’s in Monetary and Financial Economics, Iscte (2009) Bachelor’s in Economics, Iscte (2007) His research centers on political economy , post-Keynesian economics , and financialization , with strong emphasis on income distribution, labor markets, and macroeconomic modeling. He employs econometric techniques to analyze the impacts of financialization on wage shares, productivity, household debt, and inequality. His work challenges mainstream economic assumptions and provides empirical support for heterodox theories. The 15 most recent publications reflect a consistent focus on the macroeconomic and social consequences of financialization , particularly in the European Union and Portugal. Key themes include the decline in labor share , slowdown in productivity , rising household indebtedness , and erosion of labor rights . Methodologically, he specializes in panel data and time series econometrics , publishing in leading journals such as Journal of Post-Keynesian Economics and Review of Political Economy . His scientific recognition includes multiple awards: R&D Award by Dinâmia'CET - Iscte (Dec 2024) R&D Award by ISCTE (Dec 2024, Dec 2023, Dec 2022) Scientific Award by ISCTE (Apr 2021) Ricardo Barradas has been actively involved in research projects on financialization, pension systems, and economic crises, often collaborating with colleagues such as Sérgio Lagoa, João Alcobia, and Emanuel Leão. He has supervised or co-supervised several research works and contributed to policy discussions on pension reform and financial regulation in Portugal. He has not been mentioned as advising specific PhD or Master’s students in the provided text. His work is deeply embedded in the DINÂMIA'CET-Iscte research center, where he contributes to collective research agendas on socioeconomic change and territorial development. He leads and participates in interdisciplinary teams focusing on governance, economic citizenship, and financial systems. His recent book chapters and reports address youth employment, social security perceptions, and pension sustainability, indicating a growing interest in social policy implications of macroeconomic trends.

Florian Huberمشاهده پروفایل

استاد

• Bayesian Econometrics
• Macroeconomics
• State Space Modeling
• +۳ مورد دیگر

Florian Huber is a Professor of Economics and Vice-Head of the Department of Economics at the University of Salzburg. His research focuses on Bayesian macroeconometrics, particularly large-scale non-linear multivariate time series modeling. He has published in top journals such as the Journal of Econometrics and the Journal of Applied Econometrics. His work integrates machine learning and nonlinear methods to analyze macroeconomic dynamics and uncertainty. Huber serves as a Scientific Consultant to the Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), and European Commission. He holds roles as Associate Editor of Macroeconomic Dynamics, Senior Scientist at the International Institute for Applied Systems Analysis (IIASA), and Research Fellow of Bocconi University’s Baffi Center. His accolades include the 2024 Kurt-Zopf-Förderpreis and Fellow status in the Society for Economic Measurement. Research interests span Bayesian econometrics, state space modeling, forecasting, and financial spillovers. His recent work addresses topics like growth-at-risk, nonlinear VAR models, and real-time inflation forecasting. Huber’s contributions bridge theoretical econometrics with policy-relevant analysis, emphasizing the integration of big data and structural models.