I was educated in Athens (BSc) and in Bristol (MSc, PhD). I was a research assistant in Nottingham and taught in Middlesex and Portsmouth, before joining Swansea. I have taught a variety of Economics/Finance and Econometrics/Statistics/Quantitative modules and supervised a number of PhD students in Applied Time Series and Finance research.
My main areas of interest are: applied and Theoretical Time Series Analysis, Applied Finance, and Applied Macroeconomics. I have also published in a number of journals including Journal of Time Series, Statistics and Probability Letter, Economics Letters, amongst others. I am interested in supervising any theoretical and applied time series topic, related to unit roots, co-integration, and related topics.
In applied Finance I am interested in supervising issues relating to the Efficiency Market Hypothesis (and failure of it), as well as specific modelling of noise traders. In addition in applied Macroeconomics, I am interested in topics related to Unemployment, GDP decompositions and predictions, and modelling, as well as the use of Markov switching models. In addition, I am becoming interested in applied work relating to the use of structural Vector Autoregressive models, as well as to structural Vector Error Correction models.