My name is Bulbul Ahmmed, and I am a Ph.D. Candidate in International Finance at Inje University, South Korea. My research focuses on econometrics, monetary policy transmission, financial econometrics, and nonlinear time-series analysis.
My current work applies advanced quantitative methods, including Markov Switching Vector Autoregression (MS-VAR), Dynamic Nelson–Siegel yield curve modeling, and machine learning techniques such as LSTM models to examine monetary policy dynamics, interest rate behavior, and financial market regimes in emerging economies.
I am particularly interested in empirical policy analysis, monetary economics, public economics, and the application of machine learning in economics and finance. My research aims to contribute policy-relevant insights through rigorous econometric and computational approaches.
Research Areas
• Econometrics
• Monetary Economics
• Financial Econometrics
• Public Economics
Methods
• MS-VAR
• Dynamic Nelson–Siegel
• LSTM Models
• Time-Series Econometrics
Current Affiliation
Inje University, South Korea