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dr. O. Boldea

Associate Professor 

Tilburg School of Economics and Management
Econometrics and Operations Research

Expertise

FOR AN UP-TO-DATE LIST OF PUBLICATIONS, click here.

My research interests are Econometric Theory and Applied Macroeconomics. I work on developing methods for estimation, inference and forecasting of macroeconomic models with time-varying parameters, in particular change-points.   I aim at developing methods that are computationally appealing to practitioners.

My current research is on locating change points in models with endogenous regressors and using these change points to improve efficiency of estimates of structural parameters. I also work on methods for estimating threshold models and on various topics in empirical macro- and monetary economics. I am particularly interested in using big data methods in macroeconomics.

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Principal publications

Click here for the list of publications in the Research Portal

Last amended: 11 October 2017