Dr Anthoulla Phella

  • Lecturer in Econometrics (Economics)

Biography

Anthoulla Phella joined the Adam Smith Business School as a Lecturer in Econometrics in September 2021. She received a PhD at the University of Surrey in 2021. Prior to joining the University of Glasgow, Anthoulla was working at the Monetary Analysis Division of the European Central Bank and also held a teaching position at the London School of Economics. Her primary research interests are time series econometrics and applied macroeconomics. Her current work focuses extensively on factor models, quantile regressions and studies of macro-at-risk. She is also interested in topics surrounding climate econometrics.

Research interests

Anthoulla is a member of the School's Macroeconomics research cluster.

Areas of expertise:

  • Macroeconometrics, time series analysis and forecasting
  • Quantile models and quantile aurtoregressions
  • Factor models
  • Climate econometrics.

Publications

List by: Type | Date

Jump to: 2024 | 2021 | 2020
Number of items: 4.

2024

Phella, A. , Gabriel, V. J. and Martins, L. F. (2024) Predicting tail risks and the evolution of temperatures. Energy Economics, 131, 107286. (doi: 10.1016/j.eneco.2023.107286)

Phella, A. (2024) Consistent specification test of the quantile autoregression. arXiv, (doi: 10.48550/ARXIV.2010.03898)

2021

Korobilis, D., Landau, B., Musso, A. and Phella, A. (2021) The Time-Varying Evolution of Inflation Risks. Working Paper. European Central Bank. (doi: 10.2866/861413).

2020

Phella, A. (2020) Forecasting with factor-augmented quantile autoregressions: a model averaging approach. arXiv, (doi: 10.48550/arXiv.2010.12263)

This list was generated on Sat Apr 20 09:42:43 2024 BST.
Number of items: 4.

Articles

Phella, A. , Gabriel, V. J. and Martins, L. F. (2024) Predicting tail risks and the evolution of temperatures. Energy Economics, 131, 107286. (doi: 10.1016/j.eneco.2023.107286)

Phella, A. (2024) Consistent specification test of the quantile autoregression. arXiv, (doi: 10.48550/ARXIV.2010.03898)

Phella, A. (2020) Forecasting with factor-augmented quantile autoregressions: a model averaging approach. arXiv, (doi: 10.48550/arXiv.2010.12263)

Research Reports or Papers

Korobilis, D., Landau, B., Musso, A. and Phella, A. (2021) The Time-Varying Evolution of Inflation Risks. Working Paper. European Central Bank. (doi: 10.2866/861413).

This list was generated on Sat Apr 20 09:42:43 2024 BST.

Supervision

Anthoulla is interested in:

  • Time series analysis and forecasting
  • Quantile models and macro-at-risk
  • Factor models
  • Climate economics

Teaching

  • Applied time series and forecasting
  • Econometrics 1

Additional information

CV: Anthoulla Phella  (pdf)