On December 2nd Savi Virolainen will defend his dissertation “Essays on mixture autoregressive models with applications to macroeconomics and finance” at the University of Helsinki.
The dissertation proposes new statistical models for modeling data that is collected in consecutive points of time. Empirical applications to macroeconomics and finance demonstrate their usefulness. The dissertation is also accompanied with two open source software packages written in R language, uGMAR and gmvarkit, which provide a comprehensive set of tools for numerical analysis of the models.
Contact Savi Virolainen
Email: savi.virolainen@helsinki.fi