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
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 2022 Time Series Analysis
WS 20/21 Introductory Case Studies
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.
