Alexander Popov — Home
Description: Marcin Wolski, PhD- personal website - Home Page
personal (9868) programming (6779) statistics (1456) economics (1314) econometrics (77)
After nearly 10 years of drafting and revisions, my JMP got finally published in the Journal of Applied Statistics ! The first draft appeared in 2013 and since then it benefited from 3 substantial revisions (including one full rewrite), it won one prize for the best paper in finance in the NYC, and it was one of the chapters of my PhD thesis. Quite a CV for a paper!
Superhappy that our recent work with Bettina Bökemeier on fiscalpolicy in the EU, has just been accepted to the International Economics journal. We find that before the pandemic, the discretionary fiscal policy across the EU was highly pro-cyclical. It changed during the pandemic years, because of massive discretionary spending in 2020 and 2021. Yet we still find a change in fiscal reaction function even when removing the pandemic-related expenditures. See the working paper version here .
Happy to share that our paper on News-implied Sovereign Risk Index (NSRI) has just been awarded the best paper award at the 2022 China International Conference in Finance . Our approach confirms that news articles can be informative about countries’ default risk. This feature is particularly relevant for those economies which lack market-based measures, or the markets are illiquid. Read the full paper here . Big thank you to the organizers!
Alexander Popov — Home