Dr Ekaterina Kazak

Dr Ekaterina Kazak

The Department of Economics
Associate Professor in Econometrics

Contact details

Address
Birmingham Business School

Dr Ekaterina Kazak is an econometrician, who joined the Department of Economics in September 2024. Her research interests lie at the intersection of machine learning and econometrics.

Qualifications

  • PhD in Econometrics, University of Konstanz, Germany, 2019
  • MSc in Econometrics, University of Konstanz, Germany, 2015
  • BSc in Economics, Lomonosov Moscow State University, Russia, 2013

Biography

Ekaterina joined the Department of Economics in September 2024. Previously she worked at the University of Manchester as a lecturer in Econometrics. She did her PhD in Econometrics at the Chair of Economics and Econometrics at the University of Konstanz in Germany.

Teaching

  • Applied Econometrics and Policy Analysis, compulsory MSc Economics course
  • Advanced Quantitative Methods for Data Analytics, elective MSc Money, Banking and Finance

Research

Research interests:

  • Financial Econometrics: portfolio choice, Value-at-Risk and Expected Shortfall
  • Statistical Learning: bagging, decision trees
  • Econometrics: robust inference, bootstrap, pretesting, and forecast evaluation

Publications

Recent publications

Article

Menkveld, AJ, Dreber, A, Holzmeister, F, Huber, J, Johannesson, M, Kirchler, M, Neus眉脽, S, Razen, M, Weitzel, U, Abad鈥怐铆az, D, Abudy, M, Adrian, T, Ait鈥怱ahalia, Y, Akmansoy, O, Alcock, JT, Alexeev, V, Aloosh, A, Amato, L, Amaya, D, Angel, JJ, Avetikian, AT, Bach, A, Baidoo, E, Bakalli, G, Bao, L, Barbon, A, Bashchenko, O, Bindra, PC, Bj酶nnes, GH, Black, JR, Black, BS, Bogoev, D, Correa, SB, Bondarenko, O, Bos, CS, Bosch鈥怰osa, C, Bouri, E, Brownlees, C, Calamia, A, Cao, VN, Capelle鈥怋lancard, G, Romero, LMC, Caporin, M, Carrion, A, Caskurlu, T, Chakrabarty, B, Chen, J, Chernov, M, Cheung, W, Chincarini, LB, Chordia, T, Chow, SC, Clapham, B, Colliard, JE, Comerton鈥怓orde, C, Curran, E, Dao, T, Dare, W, Davies, RJ, Blasis, RD, Nard, GFD, Declerck, F, Deev, O, Degryse, H, Deku, SY, Desagre, C, van Dijk, MA, Dim, C, Dimpfl, T, Dong, YJ, Drummond, PA, Dudda, T, Duevski, T, Dumitrescu, A, Dyakov, T, Dyhrberg, AH, Dzieli艅ski, M, Eksi, A, Kalak, IE, Ellen, ST, Eugster, N, Evans, MDD, Farrell, M, Felez鈥恦inas, E, Ferrara, G, Ferrouhi, EM, Flori, A, Fluharty鈥恓aidee, JT, Foley, SDV, Fong, KYL, Foucault, T, Franus, T, Franzoni, F, Frijns, B, Fr枚mmel, M, Fu, SM, F眉llbrunn, SC, Gan, B, Gao, G, Gehrig, TP, Gemayel, R, Gerritsen, D, Gil鈥怋azo, J, Gilder, D, Glosten, LR, Gomez, T, Gorbenko, A, Grammig, J, Gr茅goire, V, G眉莽bilmez, U, Hagstr枚mer, B, Hambuckers, J, Hapnes, E, Harris, JH, Harris, L, Hartmann, S, Hasse, JB, Hautsch, N, He, XZ, Heath, D, Hediger, S, Hendershott, T, Hibbert, AM, Hjalmarsson, E, Hoelscher, SA, Hoffmann, P, Holden, CW, Horenstein, AR, Huang, W, Huang, D, Hurlin, C, Ilczuk, K, Ivashchenko, A, Iyer, SR, Jahanshahloo, H, Jalkh, N, Jones, CM, Jurkatis, S, Jylh盲, P, Kaeck, AT, Kaiser, G, Karam, A, Karmaziene, E, Kassner, B, Kaustia, M, Kazak, E, Kearney, F, Kervel, VV, Khan, SA, Khomyn, MK, Klein, T, Klein, O, Klos, A, Koetter, M, Kolokolov, A, Korajczyk, RA, Kozhan, R, Krahnen, JP, Kuhle, P, Kwan, A, Lajaunie, Q, Lam, FYEC, Lambert, M, Langlois, H, Lausen, J, Lauter, T, Leippold, M, Levin, V, Li, Y, Li, H, Liew, CY, Lindner, T, Linton, O, Liu, J, Liu, A, Llorente, G, Lof, M, Lohr, A, Longstaff, F, Lopez鈥怢ira, A, Mankad, S, Mano, N, Marchal, A, Martineau, C, Mazzola, F, Meloso, D, Mi, MG, Mihet, R, Mohan, V, Moinas, S, Moore, D, Mu, L, Muravyev, D, Murphy, D, Neszveda, G, Neumeier, C, Nielsson, U, Nimalendran, M, Nolte, S, Norden, LL, O'Neill, P, Obaid, K, 脴degaard, BA, 脰stberg, P, Pagnotta, E, Painter, M, Palan, S, Palit, IJ, Park, A, Pascual, R, Pasquariello, P, Pastor, L, Patel, V, Patton, AJ, Pearson, ND, Pelizzon, L, Pelli, M, Pelster, M, P茅rignon, C, Pfiffer, C, Philip, R, Pl铆hal, T, Prakash, P, Press, O, Prodromou, T, Prokopczuk, M, Putnins, T, Qian, Y, Raizada, G, Rakowski, D, Ranaldo, A, Regis, L, Reitz, S, Renault, T, Renjie, RW, Reno, R, Riddiough, SJ, Rinne, K, Rintam盲ki, P, Riordan, R, Rittmannsberger, T, Longarela, IR, Roesch, D, Rognone, L, Roseman, B, Ro艧u, I, Roy, S, Rudolf, N, Rush, SR, Rzayev, K, Rze藕nik, AA, Sanford, A, Sankaran, H, Sarkar, A, Sarno, L, Scaillet, O, Scharnowski, S, Schenk鈥恏opp茅, KR, Schertler, A, Schneider, M, Schroeder, F, Sch眉rhoff, N, Schuster, P, Schwarz, MA, Seasholes, MS, Seeger, NJ, Shachar, O, Shkilko, A, Shui, J, Sikic, M, Simion, G, Smales, LA, S枚derlind, P, Sojli, E, Sokolov, K, S枚nksen, J, Spokeviciute, L, Stefanova, D, Subrahmanyam, MG, Szaszi, B, Talavera, O, Tang, Y, Taylor, N, Tham, WW, Theissen, E, Thimme, J, Tonks, I, Tran, H, Trapin, L, Trolle, AB, Vaduva, MA, Valente, G, van Ness, RA, Vasquez, A, Verousis, T, Verwijmeren, P, Vilhelmsson, A, Vilkov, G, Vladimirov, V, Vogel, S, Voigt, S, Wagner, W, Walther, T, Weiss, P, Wel, MVD, Werner, IM, Westerholm, PJ, Westheide, C, Wika, HC, Wipplinger, E, Wolf, M, Wolff, CCP, Wolk, L, Wong, WK, Wrampelmeyer, J, Wu, ZX, Xia, S, Xiu, D, Xu, K, Xu, C, Yadav, PK, Yag眉e, J, Yan, C, Yang, A, Yoo, W, Yu, W, Yu, Y, Yu, S, Yueshen, BZ, Yuferova, D, Zamojski, M, Zareei, A, Zeisberger, SM, Zhang, L, Zhang, SS, Zhang, X, Zhao, L, Zhong, Z, Zhou, ZI, Zhou, C, Zhu, XS, Zoican, M & Zwinkels, R 2024, '', The Journal of Finance.

Einfeldt, M, Sevastjanova, R, Zahner-Ritter, K, Kazak, E & Braun, B 2024, '', Computer Speech and Language, vol. 83, 101537.

Kazak, E & Pohlmeier, W 2023, '', Journal of Business and Economic Statistics, vol. 41, no. 4, pp. 1116-1131.

Heiler, P & Kazak, E 2021, '', Journal of Econometrics, vol. 222, no. 2, pp. 1083-1108.

Kazak, E & Pohlmeier, W 2019, '', International Journal of Forecasting, vol. 35, no. 2, pp. 540-554.

Chapter (peer-reviewed)

Pohlmeier, W & Kazak, K 2024, in S Knoth, Y Okhrin & P Otto (eds), Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science: Essays in Honour of Wolfgang Schmid. 1 edn, Springer, pp. 337鈥366.

Conference contribution

Einfeldt, M, Sevastjanova, R, Zahner-Ritter, K, Kazak, E & Braun, B 2021, . in Interspeech 2021. Proceedings of the Annual Conference of the International Speech Communication Association, ISCA, pp. 1743-1747, 22nd Annual Conference of the International Speech Communication Association, INTERSPEECH 2021, Brno, Czech Republic, 30/08/21.