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About me

Some words about me

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Omar Kaykhusraw

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.

Job Market Paper

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.

Curriculum Vitae

Position:

Assistant Professor, Northeastern University

Fields:

Empirical Macroeconomics · Time Series Econometrics
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Working papers

Research

Academic work

Research

Publications

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

Teaching

Current

Assistant Professor

Northeastern University — 2021 to Present

Previous

Teaching Fellow

Queen Mary University of London — 2025 to 2026

Code

Tools & implementations

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Time-Varying Phillips Curves

This tool presents time-varying estimates of the Phillips curve across multiple regions. Using kernel-weighted regression methods, it traces the relationship between inflation and unemployment over time, capturing structural shifts that static models often miss.

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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 used to extract the trend of any given univariate time series.

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VAR Historical Decomposition

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.

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Gaussian Error Propagation

This function determines the uncertainty of any mathematical expression containing estimated variables with uncertainties by taking partial derivatives with respect to each variable multiplied by their uncertainty and added in quadrature.

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