Asset pricing, time series and financial econometrics, forecasting


A CIRANO Researcher and Fellow since 2012, Nikolay Gospodinov is a financial economist and senior adviser on the financial markets team in the research department at the Federal Reserve Bank of Atlanta.

Holding a Ph.D. in Economics from Boston College, his research interests include asset pricing, time series and financial econometrics, and forecasting.

Before joining the Atlanta Fed in 2013, Nikolay Gospodinov was a professor, associate professor, and assistant professor in the Department of Economics at Concordia University from 2000 to 2013. He was also a visiting professor at Emory University, McGill University and Université de Montréal.

Nikolay Gospodinov has published research in a variety of peer-reviewed journals, including Econometrica, Review of Financial Studies, Journal of Econometrics, Review of Economics and Statistics, and Journal of Business and Economic Statistics. He is also coauthor of the book Methods for Estimation and Inference in Modern Econometrics with Stanislav Anatolyev.

He is an associate editor for the Econometric Reviews and a referee for a number of other journals, including Journal of Finance, Econometrica, Review of Financial Studies, Econometric Theory, and the Journal of Applied Econometrics. He has also refereed for the National Science Foundation.

He has received research grants from the Social Sciences and Humanities Research Council of Canada (SSHRC), Fonds de recherche du Québec – Société et culture (FRQSC) and the Institute of Financial Mathematics.

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