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Academic Staff

JProf. Dr. Antonia Arsova

Ökonometrie

Contact

CDI,
Room 04
+49 231 755 - 5419
+49 231 755 - 5284
Fakultät Statistik
Technische Universität Dortmund
44221 Dortmund


Short CV

  • Since October 2019 Junior Professor in Econometrics, TU Dortmund University
  • 2012 – 2019 PhD in Econometrics (Dr. rer. pol), Leuphana University Lüneburg
  • 2012 – 2018 Research Assistant for the DFG-funded project "Likelihood-Based Panel Cointegration Methodology and Its Applications in Macroeconomics and Financial Market Analysis", Leuphana University Lüneburg
  • 2009 – 2012 Credit Risk Analyst, Experian Decision Analytics
  • 2008 – 2011 MSc in Probability Theory and Statistics, Sofia University „St. Kliment Ohridski“
  • 2004 – 2008 BSc in Applied Mathematics, Sofia University „St. Kliment Ohridski“

Research

Research areas

  • Nonstationary time series and panel data
  • Cross-sectional dependence in panel data
  • Cointegration
  • Empirical Macroeconometrics

Teaching

  • SS 2020 Econometrics
  • WS 2019/20 Time Series Analysis (in German) (A. Arsova, R. Schüssler)

Publications

Working and Discussion Papers

  • Arsova, A. (2019). Exchange rate pass-through to import prices in Europe: A panel cointegration approach. Working Paper 384, Working Paper Series in Economics, Leuphana Universität Lüneburg. Link.
  • Arsova, A. Karaman Örsal, D. D. (2016). A panel cointegration rank test with structural breaks and cross-sectional dependence. In Jahrestagung des Vereins für Socialpolitik 2016: Demographischer Wandel: Session: Time Series Econometrics, No. D01-V3, Deutsche Zentralbibliothek für Wirtschaftswissenschaften (ZBW). Link
  • Arsova A. Karaman Örsal D. D. (2016). An intersection test for the cointegrating rank in dependent panel data. Working Paper 357, Working Paper Series in Economics, Leuphana Universität Lüneburg. Link.
  • Karaman Örsal, D. D. Arsova A. (2015). Meta-analytic cointegrating rank tests for dependent panels. Working Paper 349, Working Paper Series in Economics, Leuphana Universität Lüneburg. Link.
  • Arsova, A. Karaman Örsal, D. D. (2013). Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence. Working Paper 280, Working Paper Series in Economics, Leuphana Universität Lüneburg. Link.