I am an empiricist/applied econometrician and my research spans a number of areas, ranging from non-linear time series models (models with regimes, thresholds, and structural breaks) in finance and macroeconomics, methods and models in forecasting, dynamic portfolio choice under predictability, empirical option pricing, and asset pricing models with belief dynamics.
I am an associate editor at a variety of journals, including the Journal of Financial Econometrics (Oxford University Press), the International Journal of Forecasting (Elsevier), and the Journal of Economics Dynamics and Control (Elsevier).