Charisios Grivas

BIO

I am currently a Visiting Professor of Economics. Prior to that, I was an Assistant Professor of Mathematical Economics in the Department of Mathematical Sciences at Aalborg University, Denmark. I obtained my PhD from Birkbeck, University of London. In my thesis, «Essays on Diagnostic Testing in Time Series Models», I propose automatic diagnostic test statistics for time-series data and study resampling techniques for their implementation. My research interests lie primarily in time-series econometrics — specifically resampling techniques, high-dimensional variable selection, and climate econometrics. I have taught courses at the undergraduate, master's, and PhD level at various institutions in the UK and Denmark.

Main publications

C. Grivas, Z. Psaradakis, Automated Bandwidth Selection for Inference in Linear Models with Time-Varying Coefficients, Journal of Time Series Analysis (2025).
C. Grivas, J. E. Vera Valdés, Robust Estimation of Carbon Dioxide Airborne Fraction Under Measurement Errors, Environmental Research Communications (2025).
C. Grivas, An Automatic Portmanteau Test For Nonlinear Dependence, Econometrics and Statistics (2023).

Recent research

C. Grivas, M. Mandrup, Orimar Sauri, A Comparison of High-Dimensional Variable Selection Procedures for Electricity Spot Price Forecasting.
C. Grivas, G. Kapetanios, Z. Psaradakis, V. Sarafidis, M. Vàvra, A. Ventouri, Nonlinear Boosting with Multiple Testing for High-Dimensional Generalised Linear Models.
C. Grivas, Z. Psaradakis, M. Vávra, Bootstrap-Assisted Tests for Skewness, Kurtosis, and Normality Under Unspecified Short or Long Memory.
C. Grivas, Testing for Time-Varying Exogeneity: A Bootstrap Approach.

Teaching

Econometrics (Grado en Derecho-Economía)