Fields of interest:

  • Macroeconomics;
  • Time series econometrics;
  • Banking.

I am a macroeconomist studying monetary policy, financial stability, and the banking sector. I am mainly interested in identifying common and idiosyncratic factors that drive micro-level (e.g. bank-level) behavior, and then analyzing said factors to understand the distributional effects of various macroeconomic policies. Most of my current work is empirical in nature, but I also spend a lot of time developing econometric methods and exploring macroeconomic theory. Learn more about my research.

I develop my own computational tools using R and Julia, which I make available on GitHub (for example, check out DynamicFactorModeling.jl).

Monitor current economic trends using my real-time economic data report/dashboard (updated daily). At the moment this is a work in progress and mainly for personal use, but when completed I hope it provides value to those who also find themselves overwhelmed by the amount of information contained in daily economic and financial news.

You can reach me at gnikolai@uoregon.edu.