Department of Economics
Cyprus University of Technology
2015-present Professor, Department of Economics, University of Cyprus, Cyprus. 2016-present Director, Economics Research Centre, University of Cyprus. 2008-2015 Associate Professor, Department of Economics, University of Cyprus, Cyprus. 2002-2008 Assistant Professor, Department of Economics, University of Cyprus, Cyprus. 2005-2006 Visiting Assistant Professor, Econometric Institute, Erasmus University Rotterdam, The Netherlands and Visiting Scholar at the Statistical & Applied Mathematical Sciences Institute (SAMSI), Research Triangle Park, USA. 2002-2003 Marie Curie Individual Fellowship, Finance and Econometrics Groups, Tilburg University, The Netherlands. 2000-2002 Lecturer, Department of Economics, University of Cyprus, Cyprus. 1997-2000 Lecturer in Econometrics (with tenure), School of Economic Studies, University of Manchester, U.K. Research Grants and Scholarships Principal Investigator, European Research Council (ERC) Proof of Concept Grant (PoC), 2015-2017. Granted by the European Union. Proposal title acronym: MONITOR. Principal Investigator, European Research Council (ERC) Starting Grant (Stg), 2008-2013. Granted by the European Union. Proposal title: New Results on Structural Change tests: Theory and Applications. University of Cyprus Competitive Internal Research Grants: (a) 2016-2017. Project title: MIDAS models for estimating financial volatility and its effects on macroeconomic variables. Project participants: Eric Ghysels, Mirco Rubin, Patrick Gagliardini. (b) 2010-2012. Project title: Robust Estimation of Cointegrated Models with Applications to the Predictability of Stock Returns. Project participants: Ioannis Kasparis, Peter C. B. Phillips. Principal research investigator, Leventis Research Grant, 2006-2009. Granted by the University of Cyprus. Research Proposal title: Mixed Data Sampling Regression Models: Applications in Business Cycle, Growth and Structural Breaks. Project partners: Yannis Billias, Andros Kourtellos. Visiting scholar, SAMSI (Statistical and Applied Mathematical Sciences Institute), Fall 2006, Research Triangle Park, USA. Principal research investigator, Small-Scale University of Cyprus Research Grant, 2004-2005. Marie Curie Individual Research Fellowship, 2002-2003. Granted by the European Union. Research proposal title: Evaluating and Monitoring Financial Risk in the Presence of Economic Change and European Integration. Hosting Institution: Tilburg University. Project co-investigator (with Prof. M. Artis of European University Institute and Profs. D. R. Osborn and K. Blackburn of Manchester University), on a Levelhulme Trust U.K. funded research project entitled International Growth and Business Cycles, GC 752/PH--. Project co-investigator (with Prof. D. R. Osborn, University of Manchester) on an ESRC U.K. funded research project entitled Financial Variables and the Business Cycle, R000222374. Scholarship for MBA tuition fees 1992-1993, Leventis Foundation, Paris.
Financial Econometrics, Time Series Econometrics
Kasparis I., E. Andreou and P.C.B. Phillips (2015), “Nonparametric Predictive Regression” Journal of Econometrics, 185, 2, 468-494.
Andreou E. and B.J.M Werker (2015) Residual-Based Rank Specification Tests for AR-GARCH Type Models, Journal of Econometrics, , 185, 2, 305-331.
Andreou E. (2016) “On the use of high frequency measures of volatility in MIDAS regressions”, Journal of Econometrics, 193, 2, 367-389.