Sergei Shibaev

Ph.D. Candidate in Economics, Queen’s University

Sergei Shibaev

Curriculum Vitae

Summary
I specialize in applied econometrics and empirical macroeconomics. I have a high proficiency in developing, validating and monitoring statistical models. I am currently working on spatial clustering, predictive modeling and regional macroeconomic regime shifts.

I enjoy brainstorming and implementing new ideas while solving challenges in a fast-paced environment.

Research Fields
Applied Econometrics, Empirical Macroeconomics,  Spatial Econometrics, Time Series Econometrics, Bayesian Statistics

Published Research Papers
Forecasting daily political opinion polls using the fractionally cointegrated vector auto-regressive model, with Morten Ø. Nielsen, Journal of the Royal Statistical Society Series A (Forthcoming)

Completed Research Papers
Job Market Paper:
Recession Propagation in Small Regional Economies: Spatial Spillovers and Endogenous Clustering, QED working paper 1369. Latest version 2016/11.

Internet Articles
Zooming-in without losing focus – understanding regional recessions and the importance of spatial interactions, JDI Economics & Policy

References/PhD Supervisors

Morten Ø. Nielsen
Professor
Queen’s University, Economics Department
Phone: +1 613-533-2262
Email: mon [at] econ.queensu.ca

James G. MacKinnon
Professor
Queen’s University, Economics Department
Phone: +1 613-533-2293
Email: jgm [at] econ.queensu.ca

Taylor Jaworski
Assistant Professor
Queen’s University, Economics Department
Phone: +1 613-533-2249
Email: jaworski [at] econ.queensu.ca