+3 Studentship, commenced in 2015 (PhD in Economics)
My family belongs to the first generation of Japanese immigrants in Brazil. In Brazil I took a very competitive national contest and was accepted twice at the best-ranked university in Brazil and in the Latin America (University of São Paulo) – first to study Statistics, and then to study Economics.
After my undergraduate degree I realized that an undergraduate degree was not enough for an in-depth study of economic problems through Econometrics and Economic Theory and, therefore, I planned to enter in a Master program in Economics. I was accepted in Sao Paulo School of Economics – Getulio Vargas Foundation (2005) and in the University of California-Riverside (2010) to attend the graduate program where I obtained the MSc (Brazil) and MA (USA) respectively.
My decision to continue my graduate studies in the Department of Economics at the Birkbeck College arouse because I believe that your graduate program would allow me to achieve my goal of becoming an academic researcher, obtaining a high standard as a scholar given the recognition of the program and the renowned professors working in areas of my interest. The Birkbeck College is known for attracting top students from all over the world in all areas, including the ones I am interested. I think that the opportunity to interact with a high caliber diverse group of professors and students will substantially enrich my skills. My strong interest in Economics and an environment with high level scholars will surely be a combination to drive me to excel as a student, and to write an outstanding thesis. I am also certain that the distinguished and invaluable faculty of Birkbeck College will provide me the guidance to achieve high level of excellence. At Birkbeck College, I am convinced that I will be able to apply my acquired knowledge to the highest level.
My research focuses upon Markov-Switching regime models, henceforth MS. The main goal of my research is to contribute both theoretically and empirically to the literature on MS, in particular for the case of time series dependent data.
It is known by the literature of MS that statistical inference for those models cannot be conducted as usual due to the fact of the intrinsic features of those models that lead them to non-conventional statistical distributions, hence the theoretical contribution regards to propose an information criterion for model selection among a finite set of models, in particular a set of MS. The empirical contribution focus upon an application in business cycles fluctuation in Macroeconomics field.
Professor Haris Psaradakis
Professor Martin Sola