Financial econometrics, modelling of East European Economies, simulation methods in econometrics.
Representative Publications
(2009) ‘A small forward-looking inter-country model (Belarus, Russia and Ukraine’, Economic Modelling 26, pp. 1172-1183 (with S. Makarova, Ya. Prytula, J. Raskina and Y. Vymyatnina)
(2006) ‘Ex-ante dynamics and real effects of monetary policy: theory and evidence for Poland and Russia, 2001-2003’, Comparative Economic Studies 48, pp 458-479. (with S. Makarova)
(2005) 'Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results', Journal of Economic Dynamic and Control, 29, pp. 63-96 (with B. Lifshits and S. Makarova)
(2005) ‘Is inflation stationary?’, Applied Economics 37, pp. 901-903. (with D. Hristova and P. Burridge)
(2004) 'Predictability of stock markets with disequilibrium trading', European Journal of Finance, 10, pp. 329-344 (with K. K. Shields and A. Zalewska)
(2002) 'Guesstimation' Journal of Forecasting 21, pp. 417-433
Current Teaching
EC2020: Multiple Regression
EC3064: Applied Econometrics Project
EC3065: Business Statistics Project
EC7079: Financial Economics
Current Administrative Duties
Member of the Senior Management Team
Member of the Graduate Research Strategy Group
Personal Tutor for the 2009/10 intake of BSc students
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