I am a dynamic and hardworking Econometrician, who is passionate about time series econometrics. I have implemented econometric models for projecting macroeconomic variables for developed and emerging countries and I consider that a researcher should never rely on one single technique. I have obtained better forecasts by combining
univariate and multivariate econometric models.
Macroeconomic forecasting is art and science in this period of high uncertainty. It is art because I have to combine econometric models and expert judgment and it is science because I use complex models that require powerful software. I have noticed that econometric models that provided reliable results in the pre-crisis period, nowadays
face difficulties in capturing the structural changes in the economies. Therefore, I apply a Bayesian estimation technique, as it allows me to use judgment by introducing prior information. The ability to combine my up-to-date theoretical knowledge and the practical experience, the exceptional communication skills and the great attention to detail determine the significant improvement of my students' skills.