Main research interests: (a) Theoretical time series econometrics with emphasis on unit roots, trend structural breaks, parametric nonlinear models (threshold and smooth transition types), (b) Applied Macroeconometrics (time series applications on aggregate macroeconomic and financial time series and macroeconomic forecasting) with emphasis on the use of VAR models (c) Applied time series Financial Econometrics with emphasis placed on the description of volatility in univariate finacial time series.
