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Gergely Gánics wins the Marcelo Reyes Prize

Gergely Gánics wins the Marcelo Reyes Prize

07.04.2017

UPF Economic PhD Gergely Gánics has won the Marcelo Reyes prize in Time Series Economics with his paper "Optimal density forecast combinations"

Gergely’s paper explores how researchers can combine predictive densities to improve their forecasts. Examining how housing permits had valuable predictive power before and after the Great Recession, Gergely further shows that stock returns and corporate bond spreads proved to be useful predictors during the recent crisis. His paper suggests that financial variables help with density forecasting in a highly leveraged economy.

Gergely also was the winner of the UniCredit Universities 3rd Annual Economics Job Market Best Paper Award with this paper.

Gergely is pursuing his PhD through the UPF Graduate Programme in Economics, Finance and Management (GPEFM)

 

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