I am a Senior Lecturer in the Department of Economics at the University of Strathclyde. My research focuses on developing novel econometric methods for the efficient use of big data in macroeconomics. In particular, I combine modeling techniques from the machine learning and Bayesian learning literature with multivariate time series models that macroeconomists commonly work with (e.g., vector autoregressions). My work has been published in the Journal of Business & Economic Statistics, the Journal of Applied Econometrics, the Journal of International Money & Finance and the Scandinavian Journal of Economics, among others.
I am principal investigator of the project “Non-parametric volatility modeling in macroeconomics and finance” (ID. 18763). The main objective of this project – funded by the Anniversary Fund of the Austrian Central Bank (OeNB) – is to develop techniques that can flexibly handle heteroskedasticity in macroeconomic and financial time series.
I have actively participated in knowledge exchange, providing scientific consultancy services to the Joint Research Centre (JRC) Ispra of the European Commission, the Austrian Central Bank (OeNB), and the International Institute for Applied Systems Analysis (IIASA). My typical scope of activities in this context is to tailor econometric methods to the needs of policy institutions and central banks.