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Economist

Empirical Macroeconomics & Time Series Econometrics

Omar Kaykhusraw
About me

Some words about me

Know me more

I'm Omar Kaykhusraw, an Economist

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, where my thesis focused on the natural rate of interest. 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.

Affiliation:

Northeastern University

Field:

Macroeconomics
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Publications & Working Papers

Research

Academic output

My Research

Working Papers
Equilibrium Real Interest Rates and Monetary Policy (Mis)perceptions
joint with Georgios Chortareas and George Kapetanios. Submitted — Revise and Resubmit: Journal of Money, Credit and Banking
Measuring the Market Perceived Neutral Rate
joint with Georgios Chortareas and Pierre Siklos. In review: Journal of Economic Dynamics and Control
Balkanization: A Monetary Allegory
joint with Georgios Chortareas and Pierre Siklos. In review: European Review of Economic History
Falling Stars in Small Open Economies
joint with Georgios Chortareas. Work in progress
Teaching

Academic instruction

My Teaching

2021 – Present

Assistant Professor — Northeastern University

Principles of Macroeconomics, Business Economics, Econometrics; dissertation and research proposal supervision.

2025 – 2026

Teaching Fellow — Queen Mary University of London

Graduate and undergraduate economics instruction.

Conferences

Academic presentations

Conferences

2026

Annual Conference of the Royal Economic Society; International Conference on Applied Theory, Macro and Empirical Finance; Spring Midwest Macroeconomics Meeting; European Economics and Finance Society Conference.

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; 15th WU-FIW 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.

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.

Code

Open source tools and functions

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01

Time-Varying Phillips Curves

Interactive tool presenting kernel-weighted time-varying Phillips curve estimates across multiple economies. Traces inflation–unemployment dynamics over time, capturing structural shifts that static models miss.

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02

Unobserved Components Model

Implements the Stock and Watson (2007) unobserved components model with stochastic volatilities. Uses a gamma random variable generator and can extract the trend of any univariate time series.

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03

VAR Historical Decomposition

Takes output from the R vars package and computes the VAR historical decomposition. An abridged translation of Cesa-Bianchi's MATLAB code from the VAR-Toolbox, designed for R.

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04

Gaussian Error Propagation

Determines the uncertainty of any mathematical expression containing estimated variables with uncertainties by taking partial derivatives with respect to each variable and adding in quadrature.

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contact

Let's get in touch

Contact me

omar.kaykhusraw@gmail.com

London, United Kingdom

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08/08