Welcome!

I am a Senior Economist at the Bank of Canada.

My research interests are in Econometrics, Macroeconomics and Monetary Economics, Finance, and Machine Learning.

You can find my CV here.

News:

• "MSTest" has been released as a Bank of Canada Staff Working Paper (swp-2026-7).
• "Estimation and inference for stochastic volatility models with leverage and heavy-tailed distributions" has been released as a Bank of Canada Staff Working Paper (swp-2026-8).
• "wARMASVp" is now available on CRAN (reference manual).

Recent & upcoming presentations this year:

• BSE Summer Forum: Workshop on AI and Machine Learning in Economics (Barcelona, Spain)
  June 11, 2026 (upcoming)
• ECONDAT 2026 Spring Meeting, Bank of France (Paris, France)
  June 5, 2026
• 60th Annual Meetings of the Canadian Economics Association (Vancouver, BC)
  May 29, 2026
• Bank of Canada Fellowship Learning Exchange (Ottawa, ON)
  April 30, 2026

Disclaimer: The views expressed on this page are my own and do not necessarily reflect those of the Bank of Canada.