Profile: Marián Vávra, Ing., M.Sc., Ph.D., researcher

    Research Field

    • Time series analysis
    • Bootstrap methods
    • Econometric modelling and forecasting

    Forecasts, Prospects, Analyzes, Strategies:

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    Concise Profile

    Marián Vávra is currently working as a Senior Economist at the National Bank of Slovakia and a Senior Researcher at the Slovak Academy of Science. 

    He holds a Ph.D. degree in econometrics from the University of London (Birkbeck College). Marián’s main research interests include time series analysis, bootstrap methods, and econometric modelling. Marian has published articles in top international academic journals.

    Scientific Projects:

    • Projects in SAS database

      Selected Publishing Activity:

      Psaradakis, Z. and Vavra, M. (2022): Using triples to assess symmetry under weak dependence. Journal of Business and Economic Statistics, Vol. 40.
       
      Vavra, M. (2020): Assessing distributional properties of forecast errors for fan-chart modelling. Empirical Economics, Vol. 59.
       
      Psaradakis, Z. and Vavra, M. (2019): Normality  tests for dependent data. Communications in Statistics - Simulation and Computation, Vol. 49
       
      Psaradakis, Z. and Vavra, M. (2019): Bootstrap-assisted tests of symmetry for dependent data. Journal of Statistical Computation and Simulation, Vol. 89.
       
      Psaradakis, Z. and Vavra, M. (2019): Generalized portmanteau tests for linearity of stationary time series. Econometric Reviews, Vol. 38.
       
      Psaradakis, Z. and Vavra, M. (2017): A distance test of normality for a wide class of stationary processes. Econometrics and Statistics, Vol. 2.
       
      Psaradakis, Z. and Vavra, M. (2015): A quantile-based test for symmetry of weakly dependent processes. Journal of Time Series Analysis, Vol. 36.
       
      Vavra, M. (2015): Empirical evidence of joint nonlinearity in EA and US economic variables using two modified multivariate nonlinearity tests.
      Applied Economics Letters, Vol. 14.
       
      Psaradakis, Z. and Vavra, M. (2014): On testing for nonlinearity in multivariate time series. Economics Letters, Vol. 125.

      • Publishing activity in the SAS database

        Marian Vavra