Short Research Description
My research focuses on the applications of econometrics and quantitative methods to model phenomena important for monetary policy. I am particularly interested in modeling nonlinear dependencies and forecasting corporate bankruptcy.Research Interests
Applied Econometrics
Central Banking
Corporate Credit Risk
Corporate Economics
Corporate Finance Risks - Forecasts
Corporate Financial Health
Discrete Choice Analysis
Discrete Choice Modeling
Econometrics
Forecasting
Global Value Chains
Longitudinal Data Modeling Methods
Macroeconometrics
Macroeconomic Modeling
Macroeconomics
Microeconometrics
Monetary Economics
Panel Data Models
Time Series Models