جست‌وجوی استاد و پژوهشگر

Stephan Smeekesمشاهده پروفایل

استاد

• Econometrics
• Data Science
• Time Series Analysis
• +۷ مورد دیگر

Stephan Smeekes is a Professor of Econometrics at the Department of Quantitative Economics, School of Business and Economics, Maastricht University. His research focuses on statistical analysis of time series data, blending econometrics, statistics, and data science. Specializing in modeling complex dynamic systems with multiple time series, he emphasizes uncertainty quantification using bootstrap techniques, applied to macroeconomics, finance, climate, environmental, and medical domains. He led significant projects including the NWO Veni project on Bootstrap Methods for Time-Varying Processes and NWO Vidi project on Inference for High-Dimensional Econometric Time Series. As a former member of the Dutch Young Academy (De Jonge Akademie), he contributes to interdisciplinary research and innovation. His teaching spans statistics, econometrics, and computational data science at both undergraduate and graduate levels. Smeekes develops open-source software like the bootUR R package for bootstrap unit root tests, desla for high-dimensional inference, and PAGFL for latent group structure estimation. His work bridges academic insight with real-world impact through collaborations across disciplines.

• Empirical Macroeconomics
• Structural VAR Analysis
• Bayesian Econometrics
• +۳ مورد دیگر

Mirela Miescu is a Lecturer in the Department of Economics at Lancaster University, affiliated with the Lancaster University Management School. Her research focuses on empirical macroeconomics, structural vector autoregression (VAR) analysis, and Bayesian econometric methods. She has presented her work at numerous international conferences and seminars, including the European Central Bank, the International Monetary Fund, and the European Seminar on Bayesian Econometrics. Her recent publications explore topics like corporate earnings announcements' impact on economic activity, nonlinearities in inflation targeting, and the effects of monetary and fiscal policy post-2008 global financial crisis. Her academic activities include participation in research groups such as the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy, and the Macroeconomics and Financial Markets Research Group. She supervises PhD students, including Aikaterini Deligianni, and actively engages in collaborative research on policy shocks, economic uncertainty, and geopolitical risk dynamics. Her work bridges theoretical econometric frameworks with real-world policy analysis, emphasizing structural models and Bayesian methodologies. Miescu’s research has been published in journals like the International Economic Review and the International Journal of Finance and Economics. She maintains an active presence in academic networks, contributing to workshops and serving as an invited speaker at institutions worldwide. Her teaching and research reflect a commitment to advancing quantitative methods in macroeconomic analysis.

Bo Honoréمشاهده پروفایل

استاد

• Econometrics
• Econometric Theory
• Panel Data Analysis
• +۳ مورد دیگر

Bo Honoré is the Class of 1913 Professor of Political Economy and Professor of Economics at Princeton University's Department of Economics. He has held leadership roles such as Director of Graduate Studies, Director of the Gregory C. Chow Econometric Research Program, and Department Chair. Previously, he taught at Northwestern University and held visiting positions at the University of Chicago and University of Copenhagen. He earned his Ph.D. from the University of Chicago. His research focuses on econometric theory, panel data analysis, duration models, and censored regression. Notable contributions include work on interdependent durations, binary outcome models, and identification strategies. He has been recognized with awards like the Richard E. Quandt Teaching Prize and the Rigmor and Carl Holst-Knudsen Award. His articles explore topics such as retirement planning dynamics, pandemic labor market impacts, and econometric methodology. He has served on editorial boards and contributed to policy-related research. His work bridges theoretical econometrics with applied issues in labor and health economics.

• Financial Econometrics
• Volatility Modeling
• Macroeconometrics
• +۳ مورد دیگر

Christian Conrad is Professor of Econometrics at Heidelberg University's Alfred Weber Institute for Economics. His research examines volatility modeling, inflation expectations, and financial market dynamics using advanced econometric methods. He holds a Ph.D. in Economics from the University of Mannheim (2006), an MSc from the University of York (2001), and a Diplom from Heidelberg University (2002). Conrad's research interests center on expectation formation in financial markets, volatility forecasting techniques, and the econometric analysis of cryptocurrency markets. His work develops innovative models like GARCH-MIDAS to capture multi-timescale market dynamics. His publications demonstrate consistent focus on volatility modeling across asset classes, macroeconomic uncertainty transmission, and central bank communication effects. Research increasingly addresses modern financial phenomena including cryptocurrency volatility and inflation expectation formation. Conrad disseminates research through policy briefs for SUERF and contributes to public discourse via outlets like Frankfurter Allgemeine Zeitung. He maintains affiliations with ZEW, Rimini Centre for Economic Analysis, and ETH Zurich's KOF Institute.

Yves Schülerمشاهده پروفایل

استاد پژوهشی

• Financial Stability
• Macroprudential Policy
• Macroeconometrics
• +۳ مورد دیگر

Yves Schüler is a Research Professor at the Research Centre of the Deutsche Bundesbank, contributing to macroeconomic stability and financial policy analysis. His work focuses on financial cycles, systemic risk, and macroprudential policy, with an emphasis on measuring and mitigating risks in financial systems. He has developed methodologies for analyzing credit dynamics, geopolitical risk perceptions, and the impact of climate transition on economies. Research interests include empirical macro-finance, nonlinear macro-financial linkages, and the application of Bayesian methods and structural VARs. His work on the Basel III countercyclical capital buffer (CCyB) highlights challenges in detrending credit-to-GDP ratios, proposing alternative metrics to improve financial stability assessments. Recent publications explore transition risk shocks from climate policy shifts, geopolitical risks, and the macroeconomic effects of natural disasters. He has co-authored influential studies on identifying systemic risk indicators and the role of financial cycles in policy frameworks. His contributions bridge academic research and practical policy tools for central banks and regulators.

• Monetary Policy
• Financial Markets
• Applied Macroeconometrics
• +۳ مورد دیگر

Esteban Prieto is a Researcher at the Deutsche Bundesbank Research Centre (since 2013) within the Directorate General Financial Stability . His work focuses on Monetary Policy , Financial Markets , Applied Macroeconometrics , and Empirical Banking . Monetary Policy Transmission Financial Market Volatility Bank Regulation and Risk Behavior Macro-Financial Linkages TFP News Shocks Cross-Border Financial Flows His publications in journals like European Economic Review and Journal of International Economics analyze topics such as: Time-varying stock return correlation's predictive power for business cycles Bank lending responses to deglobalization shocks Impact of financial shocks on inflation dynamics Competition effects in regional banking markets Long-run capital regulation's influence on inequality

• Economic Growth
• Development Economics
• International Financial Flows
• +۷ مورد دیگر

Syed Abbas is a Lecturer in Economics at the Cardiff School of Management , focusing on the intersection of international financial flows, economic growth, and sustainable development. His research emphasizes empirical analysis across South Asia, Africa, and emerging economies, with methodological expertise in econometric modeling and policy evaluation. His work contributes to multiple Sustainable Development Goals (SDGs) , particularly those related to economic growth, poverty reduction, and technological inclusion. Recent studies examine urbanization dynamics, digital economy impacts, and the socioeconomic consequences of global crises like the COVID-19 pandemic. Research Trends : Over the past decade, his publications have evolved from analyzing traditional financial flows (aid, remittances) to integrating modern challenges like digitalization and climate economics. The 2023-2025 period shows increased focus on SDG alignment and structural transformation in developing economies.

Bonsoo Kooمشاهده پروفایل

دانشیار

• Financial Econometrics
• Econometric Theory
• Finance
• +۵ مورد دیگر

Bonsoo Koo is an Associate Professor at Monash University's Department of Econometrics and Business Statistics within the Faculty of Business and Economics. He holds a PhD from the London School of Economics and Political Science. His research focuses on financial econometrics, econometric theory, macroeconometrics, and superannuation, emphasizing economic modelling, estimation, forecasting, and policy analysis. Dr. Koo has secured four Australian Research Council grants, including projects on superannuation sustainability, yield curve dynamics, and state-dependent fiscal multipliers. Recent collaborations span institutions globally, addressing topics like insurance market dynamics, pension planning, and macroeconomic policy impacts. He leads teams in projects such as 'High-frequency Estimation of Term Structure Models' and 'SETAR-Tree Forecasting', demonstrating interdisciplinary expertise in finance and statistics. His work contributes to UN Sustainable Development Goals through retirement income optimization and economic scenario modelling. Publications span journals like Journal of Computational and Graphical Statistics and Insurance: Mathematics and Economics , focusing on Bayesian methods, nonlinear dynamics, and stochastic pricing mechanisms.

John Landon-Laneمشاهده پروفایل

استاد

• Econometrics
• Macroeconomics
• Economic History
• +۳ مورد دیگر

John Landon-Lane is a Professor of Economics and Chair in the Department of Economics at Rutgers University, School of Arts and Sciences. He holds a B.Sc.(Hons) and M.Comm(Hons) from the University of Canterbury, New Zealand, and a Ph.D. from the University of Minnesota. His research focuses on econometric theory, applied macro-econometrics, growth and development, and economic/financial history. He has published widely in journals like the Journal of Economic History and Review of Finance . Research interests include Bayesian methods, macroeconomic policy analysis, and historical financial crises. Key contributions include studies on the global financial crisis, Soviet debt repudiation, and regional interest rate dynamics. He is a Fellow of the Society for Computational Economics (1997-) and has advised doctoral students such as XI ZHANG and NICCOLO BATTISTINI. His work spans topics like asset price booms, deflation, and informal sector economics. Professional service includes roles as a referee for journals like the Journal of Econometrics and membership in the American Economic Association. Recent research explores sentiment’s role in economic forecasts and historical financial markets.

• Macroeconomics
• International Macroeconomics
• Macroeconometrics

Amalia Morales Zumaquero is an Associate Professor at the Faculty of Economic and Business Sciences. She holds a PhD in Economics from Universidad Complutense de Madrid. Her research focuses on macroeconomics, international macroeconomic linkages, and econometric modeling of economic systems. She is affiliated with the Outstanding Group in Economic Theory and the THE-Motiva Grant research initiative. Her research explores topics such as commodity price impacts on exchange rates, exchange rate pass-through dynamics in BRICS and G-7 economies, and volatility spillovers in financial markets. Her work has been published in journals like The World Economy and Journal of Policy Modeling . Teaching responsibilities include undergraduate courses in Macroeconomics and Introduction to Economics. She collaborates with the Experimental Lab (Smart Decision Lab) and actively participates in seminars and workshops organized by her department.

• Macroeconometric Modelling
• Financial Market Crisis and Contagion
• Monetary Policy Analysis
• +۴ مورد دیگر

Renée Fry-McKibbin is a Distinguished Professor of Economics at the Australian National University (ANU), holding roles as Associate Dean (Research) in the College of Law, Governance and Policy, and Member of the Reserve Bank of Australia's Monetary Policy Board. She leads research programs at the Centre for Applied Macroeconomic Analysis (CAMA) and serves as Editor of the Economic Record (2021–2024). Her work focuses on macroeconomic policy, financial crises, and commodity market dynamics in small open economies like Australia. Education: PhD and BEc (hons) qualifications. Research expertise includes macroeconometric modelling, financial contagion analysis, and structural VAR frameworks. She has directed CAMA and contributed to major reviews of the Reserve Bank of Australia. Leadership roles include Chair of Business/Economics at the Academy of Social Sciences (2022–2024) and membership in the Econometrics Society’s Regional Standing Committee (2023–present). Key projects include studies on Australia’s resilience to recession, macroeconomic modelling during extreme events, and commodity cycles. Her research spans global liquidity impacts on emerging markets, oil shock transmission, and pandemic-era central bank policies. She advises institutions like the Australian Treasury and collaborates internationally with universities including BI Norwegian Business School and George Washington University.

Thomas Drechselمشاهده پروفایل

استادیار

• Macroeconomics
• Credit Frictions
• Monetary Policy
• +۴ مورد دیگر

Thomas Drechsel is an Assistant Professor of Economics at the University of Maryland , with an affiliation as a NBER Faculty Research Fellow . He holds a PhD in Economics from the London School of Economics (2019) . His research focuses on credit frictions, monetary policy design, commodity markets in emerging economies, and the political economy of central banking . Key themes include the effects of political pressure on central banks, fiscal-monetary interactions, and real-time macroeconomic monitoring. Educations: PhD (LSE, 2019), Undergraduate studies at Goethe University Frankfurt. Teaching: Courses include Money and Banking, Macroeconomics of Imperfect Capital Markets, and advanced macroeconomic modeling. Research Interests: Drechsel’s work examines how credit constraints amplify business cycles, the role of commodities in shaping emerging market policies, and the implications of political pressure on central bank independence. He employs innovative methods like natural language processing of Federal Reserve documents and narrative analysis of historical interactions between U.S. presidents and Fed chairs. Publications: Over 20 peer-reviewed articles in top journals such as the Review of Economic Studies , American Economic Journal: Macroeconomics , and Journal of Monetary Economics . Recent work includes studies on optimal monetary policy in commodity-exposed economies and high-frequency bank regulation effects. Awards: NBER Faculty Research Fellowship. Grants & Labs: Active in collaborative research on macroprudential policy and nowcasting techniques, though specific grants or lab affiliations are not explicitly detailed in the texts.

Rasmus Tangsgaard Varneskovمشاهده پروفایل

استاد

• Econometrics
• High-Dimensional Statistics
• Asset Pricing
• +۳ مورد دیگر

Rasmus Tangsgaard Varneskov is a Professor of Statistics and Financial Econometrics at the Department of Finance, Copenhagen Business School (CBS). He is also employed by Alphadyne Asset Management. His research focuses on econometrics, high-dimensional statistics, asset pricing, and financial economics, with a strong emphasis on time series analysis and financial econometrics methodologies. Before joining CBS, he was a postdoctoral researcher in Finance at Northwestern University's Kellogg School of Management. He holds affiliations with the Center for Big Data in Finance (BIGFI) and the Center for Statistics at CBS. His educational background includes advanced studies in statistics and econometrics, though specific degrees are not detailed in the provided text. Rasmus' research interests span advanced statistical methodologies for financial data, including volatility estimation, bootstrap techniques, predictive regressions, and structural change analysis. His work has been published in top journals such as Journal of Econometrics , Journal of Financial Economics , and Quantitative Economics . A key achievement is his 2023 Econometric Theory Multa Scripsit award for prolific and impactful contributions. His publications address topics like Laplace transforms of volatility, consistent inference in predictive regressions, and dynamic hedging strategies. While no formal advisees are listed, his industry collaborations (e.g., with Nordea and Alphadyne) suggest applied research engagement. He contributes to CBS's research initiatives through participation in interdisciplinary centers focused on big data and financial statistics.

• Econometrics
• Macroeconomics
• Time-series analysis
• +۵ مورد دیگر

Dr. Daniel Lewis is an Associate Professor in the Department of Economics at University College London (UCL). His research focuses on econometric methods for evaluating macroeconomic policies and developing statistical inference techniques applicable to realistic macroeconomic data. He holds a Ph.D. from Harvard University and a B.A. from Princeton University. He previously served as a Senior Economist at the Federal Reserve Bank of New York and currently holds non-academic roles at the Banque de France and the Centre for Microdata Methods and Practice. His work includes creating the Weekly Economic Index (WEI), a real-time economic activity measurement tool, and he leads the CreMac project funded by an ERC Starting Grant. He also serves as an Associate Editor of the Journal of Econometric Methods . Education: Ph.D. in Economics, Harvard University (2013–2018) B.A. in Economics, Princeton University Research Interests: Econometric methods for causal inference in time-series data Macroeconomic policy evaluation (monetary/fiscal) Statistical identification and testing Real-time economic measurement via the Weekly Economic Index (WEI) HAR inference and clustering algorithms Grants & Awards: European Research Council Starting Grant (StG-101161596 CreMac) Consultancy & Advisory: Consultant, Banque de France (2024–present) Academic Consultant, Bank of England (2024–present) Research Staff, Centre for Microdata Methods and Practice (2022–present) Key Contributions: His publications emphasize methodological advancements in macroeconometrics, including shock identification, volatility analysis, and real-time economic tracking. He has organized major conferences such as the NY Fed-Board of Governors Conference on Empirical Macroeconomics and the Oxford-NY Fed-Bank of England Conference on Monetary Economics.

• Macroeconomics (incl. monetary and fiscal theory)
• Applied economics
• International economics
• +۵ مورد دیگر

Morten O. Ravn is a Professor of Economics at University College London (UCL) with a Chair of Macroeconomics . He holds a cand.oecon (MSc) from Aarhus University (1990) and a PhD from the University of Southampton (1993). His career spans prestigious institutions including the European University Institute, London Business School, Universitat Pompeu Fabra, and the University of Southampton. Research Focus: Applied macroeconomics, fiscal policy, business cycles, international macroeconomics, and macroeconometrics. Awards & Fellowships: Fellow of the Econometric Society, Fellow of the European Economic Association, Advanced ERC Grantee, Research Fellow at CEPR, and Jean Monnet Fellow. Editorial Roles: Co-Editor of Quantitative Economics (Econometric Society journal), Managing Editor of The Economic Journal , and Chairman of the Royal Economic Society's Publications Committee. Public Policy Impact: His work on tax policy, liquidity traps, and consumption dynamics has influenced debates on monetary-fiscal interactions, economic crises, and international trade. His 15 most recent publications (2010-2025) span empirical tax policy analysis, heterogeneous agent models (HANK/SAM), sentiment-driven business cycles, and financial frictions. Key trends include leveraging historical tax shocks to measure multipliers, modeling incomplete markets, and quantifying the macroeconomic effects of government asset purchases. He has supervised over 40 PhD students and is a leading voice in reconciling SVAR and narrative approaches to fiscal policy.