Investigating the out-of-sample forecasting ability of macroeconomic fundamentals to predict the nominal Exchange rate returns. I also investigate whether the FX rates have enough predictive content to forecast the major macroeconomic variables using real-time (vintage) data and Bayesian techniques. The empirical relationship between Foreign policy crises, disaster risk and exchange rate returns in terms of in-sample and out-of-sample predictability is also part of my current research.

MSc in Financial Economics (Cardiff University), BSc in Maritime Economics (University of Piraeus).

ESRC and LUMS funding

ECON 102: Principles of Economics

 Associate Lecturer

Prof. Peel David, Prof. Tsionas Mike

p.promponas@lancaster.ac.uk