Applied Econometrics, Time Series Econometrics, Financial Econometrics
My research is in applied econometrics. Using existing models, I apply topic specific extensions and use macro data. For a number of projects, I use Markov regime switching models to investigate (among others) whether the sovereign banking nexus is sustainable, whether stock prices have bubbles in them and whether public debt is on a sustainable trajectory. In other projects I use factor augmented VARs to investigate shock spill overs and whether the financial sector crowds out other sectors of the economy. In the BSE program I teach the "Preparatory Math" course and the "Econometric Methods I" course.
