Time series analysis: forecasting and seasonal adjustment; analysis of forecast surveys and forecast uncertainty; density forecast evaluation. Macroeconometric modelling: comparative studies and policy evaluation in national-economy and multicountry models.
Econometrics, trends and transitions in economic activity, asset price bubble detection methods, modelling volatility in financial data, and automated model building for policy analysis and forecasting
The economics of innovation, organizations and growth: theory, empirics and policy implications
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