Skip to main content

Profile

Profile

Loading content
Dr Christis Katsouris

Dr Christis Katsouris

Lecturer in Economics

Not Known

0.31
Streatham Court, University of Exeter, Rennes Drive, Exeter, EX4 4PU, UK

Dr Christis Katsouris is a Lecturer in Economics at the Department of Economics, University of Exeter Business School since September 2022. He completed his Ph.D. in Economics at the School of Economic, Social and Political Sciences of the University of Southampton in 2022, under the supervision of Professor Jose Olmo (Financial Economics) and Professor Anastasios Magdalinos (Econometrics).

 

Christis has collaborated with various interdisciplinary Centers of research excellence that are influencing economic policy making with focus on societal impact. Between November 2018 and March 2019, Christis was a Visiting Scholar at the Department of Economics of University College London (UCL) where he worked within the research team of Professor Gabriella Conti for the ERC funded project "DynaHEALTH". Before this appointment, he worked as a Research Assistant for the project "Employment Trajectories" under the supervision of Assistant Professor Christiana Ierodiakonou at the Department of Business and Public Administration of the University of Cyprus. Between November 2015 and June 2016 he was appointed as a Research Assistant at the Economics Research Centre of the University of Cyprus for the ERC funded project "MONITOR" under the supervision of Professor Elena Andreou.

Qualifications

  • Ph.D. in Economics, University of Southampton
  • MS.c. in Economic Analysis, University of Cyprus
  • MBA in Business Administration, University of Cyprus
  • MS.c. in Statistics, University of Warwick
  • BS.c. in Mathematics, University of Bath

Links

Research interests

  • Financial Econometrics
  • Time Series Econometrics
  • Financial Economics
  • Mathematical Statistics

Christis’s research interests lie in theoretical and applied econometrics. His main research focuses on aspects of estimation, inference and asymptotic theory for problems in financial econometrics, time series econometrics and mathematical statistics. These include robust estimation of large-dimensional covariance matrices; statistical testing problems under singularities and discontinuities; econometric estimation and inference for high-dimensional models with special interest in applications to actuarial sciences, financial economics and climate econometrics.

Research projects

Research in progress:

 

  • "Limit Theory for Quantile Predictive Regression Systems".
  • "Structural Break Detection in Quantile Predictive Regressions with Roots Near the Unit Boundary".

Key publications | Publications by category | Publications by year

Key publications


Katsouris C (2022). Asymptotic Theory for Moderate Deviations from the Unit Boundary in. Quantile Autoregressive Time Series.  Abstract.  Author URL.
Katsouris C (2022). Partial Sum Processes of Residual-Based and Wald-type Break-Point. Statistics in Time Series Regression Models.  Abstract.  Author URL.

Publications by category


Publications by year


2022

Katsouris C (2022). Asymptotic Theory for Moderate Deviations from the Unit Boundary in. Quantile Autoregressive Time Series.  Abstract.  Author URL.
Katsouris C (2022). Partial Sum Processes of Residual-Based and Wald-type Break-Point. Statistics in Time Series Regression Models.  Abstract.  Author URL.

2021

Katsouris C (2021). Forecast Evaluation in Large Cross-Sections of Realized Volatility.  Abstract.  Author URL.
Katsouris C (2021). Optimal Portfolio Choice and Stock Centrality for Tail Risk Events.  Abstract.  Author URL.
Katsouris C (2021). Sequential Break-Point Detection in Stationary Time Series: An. Application to Monitoring Economic Indicators.  Abstract.  Author URL.
Katsouris C (2021). Treatment effect validation via a permutation test in Stata.  Abstract.  Author URL.

Christis has teaching experience with a wide range of courses at undergraduate and postgraduate levels such as: econometric methods, statistical theory and inference, statistical modelling, statistical methods in insurance, principles of finance and empirical finance.