I am a Professor of Econometrics at the Adam Smith Business School of the University of Glasgow, one of the five ancient Universities in the UK founded in 1451. I am also an adjunct researcher at the Center for Applied Macroeconomics and Commodity Prices (CAMP) of the BI Norwegian Business School.
My expertise is in time series analysis and forecasting of macroeconomic and financial data, with focus on high-dimensional inference and computation. I am primarily interested in flexible modeling and fast approximate computation methods for small samples (typically macroeconomic data with many series but small number of observations) and for that reason my work relies on Bayesian statistics as well as other statistical machine learning methods and algorithms. Over the years I have developed several forecasting and structural econometric models for central banks, government and other policy institutions, that require to monitor thousands of economic indicators using fast, flexible algorithms that allow real-time decision-making with low maintainance cost.