Welcome to my page. I am a research economist with interests in empirical macroeconomics and time series econometrics. I hold a DPhil in Economics from King's College London and my thesis focused on the natural rate of interest. View my paper below:
Prior to my doctorate, I read Economics at the University of Cambridge and Philosophy, Politics and Economics at the University of London. I enjoy studying the game of chess, formerly playing for the Cambridge University Chess Club. View my abridged CV below:
Balkanisation: A Monetary Allegory,
joint with Georgios Chortareas and Pierre Siklos.
Research in Progress
Stellar Classification: Decomposing the R-Stars
A Buffer Stock Approach to Foreign Exchange Reserves,
joint with Georgios Chortareas and George Kapetanios.
Measuring the Market Perceived Neutral Rate,
joint with Georgios Chortareas and Pierre Siklos.
Current Teaching
Assistant Professor of Economics, Northeastern University,
Macroeconomics I/II, Econometrics II/III, 2020 to Present.
Previous Teaching
Lead Graduate Teaching Assistant, King's College London,
Advanced Macroeconomics (Postgraduate), 2020 to 2024.
Winner of the 2024 Graduate Teaching Excellence Award.
Graduate Teaching Assistant, King's College London,
Mathematics for Economists (Undergraduate), 2022.
Presentations
2024: Meeting of the European Economic Association and the European Meeting of the Econometric Society; Annual Meeting of the Society for Economic Dynamics; Annual Conference of the Economic History Society.
2023: Annual Conference of the Royal Economic Society, Annual Conference of the Money, Macro and Finance Society; International Conference on Applied Theory, Macro and Empirical Finance; Forschungsschwerpunkt Internationale Wirtschaft Conference on International Economics; Annual Conference of the Southern Economic Association; Annual Conference of the Eastern Economic Association; Annual Meeting of the Society for Economic Dynamics (DNA).
2022: Annual Conference of the Money, Macro and Finance Society; Annual Conference of the European Economic and Finance Society; Annual PhD Conference of the Royal Economic Society (DNA).
Unobserved Components Model
This function implements the Stock and Watson (2007) unobserved components model with stochastic volatilities. It employs a gamma random variable generator function and can be parameterised to isolate the trend of a given time series.
This function takes in the output from the VAR() function (see vars package) and computes the vector autoregression historical decomposition. It is an abridged translation of Cesa-Bianchi's MATLAB code (in the VAR-Toolbox) designed for R.
This function determines the uncertainty (or error) of any mathematical expression containing estimated variables with uncertainties by taking the partial derivatives with respect to each variable multiplied by their uncertainty and added in quadrature.
This code is used to estimate the natural rate of interest using an annually adapted Holston, Laubach and Williams (2017) multi-stage maximum likelihood estimation procedure, where the likelihood function is computed by the Kalman filter.
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Preformatted
i = 0;
while (!deck.isInOrder()) {
print 'Iteration ' + i;
deck.shuffle();
i++;
}
print 'It took ' + i + ' iterations to sort the deck.';
