Research

My research interests focus on applied econometrics, applied statistics, panel data, time series, macroeconomics, and health economics.

One strand of my research investigates the interaction between socioeconomic factors and mental and physical health. Another strand examines how trade liberalization, foreign direct investment, and globalization shape income inequality in EU member states and OECD countries. I employ advanced econometric methods such as panel and time series cointegration, estimation, and causality tests, considering cross-section dependence.

In my Ph.D. thesis, I analyzed the effect of international macroeconomic uncertainty on economic activity in the EU, specifically in the GIIPS countries (Greece, Ireland, Italy, Portugal, and Spain). I constructed uncertainty indices for the US, EU, and GIIPS countries using Principal Components Analysis (PCA) for dimensionality reduction and applied various conditional heteroskedasticity techniques (ARCH, GARCH, and EGARCH) to measure volatility in time series. I then estimated the impact of US, EU, and GIIPS uncertainties on industrial production in the GIIPS countries using the Vector Autoregressive (VAR) method and Impulse Response (IR) analysis.