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Department of Statistics
Chair

JProf. Dr. Antonia Arsova

Contact

TU Dortmund University
Department of Statistics
Chair of Econometrics
CDI Building, Room 6
44221 Dortmund
Germany

E-Mail: arsovastatistik.tu-dortmundde
Phone: +49 231 755 5419

 

Portrait photo of Antonia Arsova © Felix Schmale​/​TU Dortmund
  • since October 2019: Junior Professor in Econometrics, TU Dortmund University
  • 2012-2019: PhD in Econometrics (Dr. rer. pol), Leuphana University Lüneburg
  • 2012-2018: Research Assistant for the DFG-funded project "Likelihood-Based Panel Cointegration Methodology and Its Applications in Macroeconomics and Financial Market Analysis", Leuphana University Lüneburg
  • 2009-2012: Credit Risk Analyst, Experian Decision Analytics
  • 2008-2011: M.Sc. in Probability Theory and Statistics, Sofia University "St. Kliment Ohridski"
  • 2004-2008: B.Sc. in Applied Mathematics, Sofia University "St. Kliment Ohridski"
  • Nonstationary time series and panel data
  • Cross-sectional dependence in panel data
  • Cointegration
  • Empirical Macroeconometrics

ORCiD

  • Berrisch, J., Pappert, S., Ziel, F. and Arsova, A. (2022). Modeling volatility and dependence of European carbon and energy prices. Finance Research Letters 52, 103503. DOI.
  • Arsova, A. (2021). Exchange rate pass-through to import prices in Europe: a panel cointegration approach. Empirical Economics 61, 61-100. DOI.
  • Arsova, A. and Karaman Örsal, D. D. (2020). A panel cointegrating rank test with structural breaks and cross-sectional dependence. Econometrics and Statistics 17, 107-129. DOI.
  • Arsova, A. and Karaman Örsal, D. D. (2020). Intersection tests for the cointegrating rank in dependent panel data. Communications in Statistics - Simulation and Computation 49, 918-941. DOI.
  • Arsova, A. and Karaman Örsal, D. D. (2018). Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence. Econometric Reviews 37, 1033-1050. DOI.
  • Karaman Örsal, D. D. and Arsova, A. (2017). Meta-analytic cointegrating rank tests for dependent panels. Econometrics and Statistics 2, 61-72. DOI.
  • Arsova, A. (2019). Exchange rate pass-through to import prices in Europe: A panel cointegration approach. Working Paper 384, Working Paper Series in Economics, Leuphana Universität Lüneburg. Link.
  • Arsova, A. and Karaman Örsal, D. D. (2016). A panel cointegration rank test with structural breaks and cross-sectional dependence. In Jahrestagung des Vereins für Socialpolitik 2016: Demographischer Wandel: Session: Time Series Econometrics, No. D01-V3, Deutsche Zentralbibliothek für Wirtschaftswissenschaften (ZBW). Link.
  • Arsova A. and Karaman Örsal D. D. (2016). An intersection test for the cointegrating rank in dependent panel data. Working Paper 357, Working Paper Series in Economics, Leuphana Universität Lüneburg. Link.
  • Karaman Örsal, D. D. and Arsova A. (2015). Meta-analytic cointegrating rank tests for dependent panels. Working Paper 349, Working Paper Series in Economics, Leuphana Universität Lüneburg. Link.
  • Arsova, A. and Karaman Örsal, D. D. (2013). Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence. Working Paper 280, Working Paper Series in Economics, Leuphana Universität Lüneburg. Link.
  • Unit Root and Cointegration Analysis (SuSe 2023)
  • Time Series Analysis (SuSe 2022)
  • Introductory Case Studies (WiSe 2020/21)
  • Econometrics (SuSe 2020)
  • Time Series Analysis (in German) (A. Arsova, R. Schüssler) (WiSe 2019/20)