About Me
Currently
I am currently an LSE Fellow in the Department of Economics at the London School of Economics (LSE). I hold a PhD in Statistics (completed in 2023) from the Department of Statistics at LSE. My PhD was funded by the UK's Economic & Social Research Council (ESRC).
My doctoral research was in relation to (i) sequential detection of structural instabilities in dynamic factor models; and (ii) estimation of dynamic factor models via a spectral EM algorithm.
Previously
I obtained an MSc in Economics (2006) and an MSc in Statistics (specialising in Financial Statistics) (2014), both from the LSE. I also worked for several years in the private sector as a consulting economist, providing economic analysis and advice to clients on various antitrust matters in UK and Europe.
Research Interests
Time Series. Financial Statistics. Econometrics. Dynamic Factor Models. Sequential Changepoint Detection.