My name is Halil Ibrahim Gunduz and I currently work at the University of Maastricht in the Department of Quantitative Economics (QE) as a postdoctoral researcher. I have also been working as a Senior Research Stuff in the Department of Econometrics at Istanbul University Faculty of Economics for more than 10 years. My research focuses on high dimensional time series and panel data econometrics. As seen from my interest, modelling strategies in the interface between econometrics, statistics and data science is a cornerstone of my research.
More specifically, I study the Quantification of model uncertainty, using bootstrap, analysis of high-dimensional “Big Data” time series, long-run trends in macroeconomic, energy and climatological time series, risk measures for financial series, and the forecasting of macroeconomic and financial time series.
Moreover, I actively maintain a number of widely used programming languages such as MATLAB, Python, RStudio, R, C++, STATA, GAUSS, EViews, SPSS, SAS, RATS, JMulTi Time Series Analysis with Java. In addition to using data science related softwares, I am inspired by tools and technologies such as LaTeX, Git, VSCode and WordPress. I strongly believe that end-users should choose combine the discipline of econometric and statistical modeling with knowledge of software and coding when viable alternatives exist.
Selected Papers:
Awards:
Turkish Economic Institution PhD Thesis Research Award Competition, Spring 2021. [Research awards competition given to PhD thesis competition in economics and related fields.] Clicking this link.
Foundation for Economic Research MS. Thesis Competition Awards}, Spring 2014. [Research awards competition given to MS. thesis competition in economics and related fields.] Clicking this link.
I am a husband. Even though I cannot go out as much as I would like, my passions include cycling and being outdoors. I try to do hiking events each month. As a matter of course, drinking copious amounts of coffee is my main source of antioxidants, too.