Research Associate

Anton Velinov

Personal Website
Link to Personal Website
Fields of research

Applied Econometrics, Time Series Econometrics, Financial Econometrics

Good to know

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.