Photo of Otilia Boldea
  • Warandelaan 2, Prisma Building, room P 3.213

    5037 AB Tilburg

    Netherlands

20062018
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Personal profile

Research interests

FOR AN UP-TO-DATE LIST OF PUBLICATIONS, click here.

My research interests are Econometric Theory and Applied Macroeconomics. I am particularly working on change point modelling in time series and panel data and on model selection methods for estimation and forecasting in the presence of time-varying parameters and possibly large datasets.

 

Career

Associate Professor (Tenured), Tilburg University (Mar. 2013-)

Assistant Professor (Tenure Track), Tilburg University (Sept. 2007- Febr. 2013)

Teaching Instructor / Research Assistant, NCSU (2003-2007)

 

 

Full CV available upon request.

Teaching

For the Research Master program at Tilburg University, I also taught: Econometric Models in Economics (half on: asymptotic theory for static, dynamic panel data models, in linear and nonlinear models) and Empirical Research in Economics (half on: least-squares and instrumental variable methods via well-known examples and papers in macro- and microeconomics). Additionally, I taught instruction classes for the undergraduate courses Statistics and Quantitative Methods.

Current courses

Click here for my courses.

PhD supervision

Christos Revelas (2017-)

Mario P. Rothfelder (Post-Doc, Tilburg University)

Alaa Abi Morshed (Researcher, Aegon)

Zhuojiong Gan (Assistant Professor, Southwestern School of Economics and Finance, China)

Karen Poghosyan (Senior Researcher at the Central Bank of Armenia)

Keywords

  • Time Series
  • Econometrics
  • Monetary Policy
  • Statistics
  • Testing Theory
  • Paneldata

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Research Output 2006 2018

Bootstrapping Structural Change Tests

Boldea, O., Cornea-Madeira, A. & Hall, A. R., 13 Nov 2018, Ithaca: Cornell University Library, (ArXiv; vol. 1811.04125).

Research output: Working paperOther research output

Structural change
Bootstrapping
Inference
Heteroskedasticity
Bootstrap

Change Point Estimation in Panel Data with Time-Varying Individual Effects

Boldea, O., Drepper, B. & Gan, Z., 2018, Ithaca: Cornell University Library, (arXiv; vol. 1808.03109).

Research output: Working paperOther research output

Change point
Time-varying
Individual effects
Panel data
Ordinary least squares

Efficient estimation with time-varying information and the New Keynesian Phillips Curve

Antoine, B. & Boldea, O., Jun 2018, In : Journal of Econometrics. 204, 2, p. 268-300

Research output: Contribution to journalArticleScientificpeer-review

Efficient estimation
Time-varying
New Keynesian Phillips curve
Identification problem
Moment conditions

Structural break tests robust to regression misspecification

Abi Morshed, A., Andreou, E. & Boldea, O., Jun 2018, In : Econometrics. 6, 2, 39 p., 27.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Misspecification
Structural break tests
Wald test
Interest rates
Size distortion

Three essays on time-varying parameters and time series networks

Rothfelder, M., 2018, Tilburg: CentER, Center for Economic Research. 142 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Time-varying parameters
Node
Endogenous regressors
Unemployment rate
Stochastic processes

Projects 2012 2015

Structural and reduced-form modeling and forecasting with application to Armenia

Magnus, J. R. & Boldea, O.

26/09/1226/09/12

Project: Research project

Dynamic models with multiple thresholds and endogeneity

Boldea, O.

1/01/121/01/15

Project: Research project