econometrics
61 projects
H2020Individual fellowship2017–2019United Kingdom
BMC-SVAR · Developing a Bayesian technique to evaluate the validity of economic models: two applications to the Euro Area
H2020Individual fellowship2017–2020Cyprus
MetricIMo · The Econometrics of Intergenerational Mobility
3 partners · 2 countries
H2020Individual fellowship2017–2019United Kingdom
PEACH · Parental Employment and Child Investments
H2020Individual fellowship2016–2018Cyprus
FORECASTING · Forecasting with large datasets: A time varying covariance matrix
H2020Individual fellowship2016–2018Germany
EARLINESS.eu · European early warning system for systemic risk.
H2020Individual fellowship2016–2018Spain
Post-GFC Monetary Policy · Forecast of time-varying effects of post-GFC monetary policy + a novel computing application
H2020Individual fellowship2016–2018Cyprus
DebtRisks · Public Debt: Risk Management and Restructuring Optimization
2 partners · 2 countries
H2020Doctoral network2015–2019Finland
BigDataFinance · Training for Big Data in Financial Research and Risk Management
13 partners · 6 countries
H2020Individual fellowship2015–2019Türkiye
Mediation · A Mechanism Design and Cheap Talk Approach to Mediation
2 partners · 2 countries
H2020Individual fellowship2015–2017United Kingdom
CONSCRISIS · Households’ Consumption during the Great Recession: A structural analysis on the role of expectations
FP7Reintegration grant2013–2017Türkiye
CSDPD_CP · Econometric Modelling of Short Panels with Applications in Financial Econometrics
FP7Individual fellowship2013–2015France
MathFi beyond NFLVR · Mathematical Finance beyond NFLVR: weak no-arbitrage-type conditions, information and credit risk
FP7Individual fellowship2013–2016United Kingdom
LUCES · Land Use Change, Environment and Society: a integrated framework for economic assessment
FP7Reintegration grant2012–2016Türkiye
FINANCIALIZATION · Financialization, economic development and crisis
FP7Reintegration grant2012–2016Spain
NEW FORECAST METHODS · New Methods For Forecast Evaluation
FP7Individual fellowship2008–2010Spain
NONLINEAR PANEL · Nonlinear Panel Data Models: Heterogeneity, Identification and Estimation
FP6Individual fellowship2007–2011Netherlands
SASWCO · Search, switching costs and the design of optimal competition policy
FP6Individual fellowship2007–2009Spain
AUTOFIM · Automated financial modelling
FP6Individual fellowship2006–2008United Kingdom
MATHFINANCEOBLOJ · From Stochastic processes to mathematical finance: learning to translate real-life financial challenges into mathematics and solve them applying modern probability theory
FP6Individual fellowship2006–2008Netherlands
ENJINE · Environmental justice and inequality in Europe
FP6Doctoral network2006–2010Germany
COMISEF · Computational optimization methods in Statistics, Econometrics, and Finance
13 partners · 8 countries
FP6Individual fellowship2005–2007Cyprus
E3SD_CY · Energy-Economy-Environment Policy Analyses for Sustainable Development in Europe - Special Focus on Cyprus
FP6Individual fellowship2004–2005Spain
SPATIAL-WC ECONOMET · SPATIAL AND WORST-CASE ECONOMETRIC TECHNIQUES, WITH APPLICATION TO MANAGEMENT MODELLING
FP6Individual fellowship2004–2008United Kingdom