Assistant Professor in Econometrics, Statistics and Data Science
Today I had the pleasure to present the paper “Dynamic Partial Correlation Models” – co-authored with Prof. André Lucas –
Continue readingPaper Presentation at the 16th International CFE Conference
I’m more than honored to announce that our paper “Dynamic Partial Correlation Models” – co-authored with professor Andre Lucas –
In the paper we develop an innovative framework to study how hoteliers apply inventory control and price discrimination taking into account seasonality. … Continue readingOur study on Hotel Dynamic Pricing, Stochastic demand and Covid-19 has been published on Annals of Tourism Research
A new working paper that I have co-authored with André Lucas, Anne Opschoor and Xingmin Zhang is now available as
Continue readingNew Working Paper on Heterogeneity and Dynamics in Spatial Network Models
A new working paper from that I co-authored together with André Lucas is now available as Tinbergen Institute Discussion Paper. You
Continue readingNew working paper on Dynamic Partial Correlation Models
On Thursday the 22nd of October 2002 I’ll be presenting a work titled Dynamic Partial Correlation Models at the VU Econometrics BrownBag Seminar.
This is a working paper that I am currently developing with professor André Lucas (you can check out the poster here, that we presented earlier this year at the 2022 NESG Conference in Groningen). … Continue readingPaper presentation @ VU Econometrics BrownBag Seminar
In our new working paper – with Francisco Blasques and Siem Jan Koopman – we propose a multiplicative dynamic factor
Continue readingNew Working Paper on Common and Idiosyncratic Conditional Volatility Factors
I presented my Poster on Dynamic Partial Correlation Models at the 2022 NESG Conference, University of Groningen. … Continue readingPoster Presentation on Dynamic Partial Correlation Models
We develop a simultaneous autoregressive score-driven model with autoregressive disturbances for heavy tailed spatio-temporal data. … Continue readingNew Paper on Score-Driven Modeling of Spatio-Temporal Data published on JASA