Research interests

Monetary Economics
Research on monetary policy transmission mechanisms, central bank policy regimes, and macro-financial interactions in emerging economies.

Financial Econometrics
Application of advanced econometric techniques for modeling financial markets, interest rates, volatility, and nonlinear economic dynamics.

Interest Rate & Yield Curve Modeling
Focused on term structure analysis using dynamic Nelson–Siegel models, regime-switching frameworks, and yield curve forecasting techniques.

Machine Learning in Economics
Exploring machine learning approaches, including LSTM models for forecasting economic and financial variables under changing market conditions.

Research Methods

• Markov Switching VAR (MS-VAR)
• Time-Series Econometrics
• Dynamic Nelson–Siegel Modeling
• EM Algorithm Estimation
• LSTM Forecasting Models
• Quantitative Economic Modeling
• Python & Eviews Programming

Current Research Projects

• Regime-Dependent Monetary Policy Transmission and Yield Curve Dynamics in Bangladesh
• Modeling the Term Structure of Interest Rates under Monetary Policy Regimes
• Dynamic Nelson–Siegel Yield Curve Analysis for Emerging Economies