I develop time series methods for matrix-valued data, where each observation is a matrix of variables across units such as countries, sectors, or regions. Two papers on cointegration and co-movements in these models appear in Economics Letters and Econometrics and Statistics. My current work develops impulse response inference for matrix autoregressions.
I am on the job market for 2026–2027
News
Dec 2026 — Presenting at CFE-CM Statistics, Berlin.
Fall 2026 — Visiting Prof. Yaser Samadi at Southern Illinois University.
Jun 2026 — “Decomposing Co-Movements” out in Econometrics and Statistics.