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Ph.d Candidate | International Finance | Econometrics | Monetary Economics | Financial Econometrics
Ph.d Candidate | International Finance | Econometrics | Monetary Economics | Financial Econometrics
I am Ahmmed Bulbul, a PhD candidate in International Trade and Economics at Inje University, South Korea. My research focuses on econometrics, monetary economics, financial econometrics, and interest rate term structure modelling. I employ advanced quantitative methods, including Markov-switching vector autoregression (MS-VAR), dynamic Nelson-Siegel models, and long short-term memory (LSTM) networks, to investigate monetary policy transmission, financial market dynamics, and regime-dependent economic behaviour.
My goal is to contribute to the understanding of monetary and financial systems through rigorous empirical research and innovative quantitative methodologies.
Ahmmed Bulbul | Academic Portfolio & Research Hub
Ahmmed Bulbul | Academic Portfolio & Research Hub
What I Work On
Yield Curve Modeling:
Dynamic Nelson-Siegel (DNS), Svensson, and affine term structure models
Monetary policy & VAR:
VAR/VECM and MS-VAR models for monetary policy analysis and transmission
Time Series Analysis:
Stationarity, Cointegration, ARDL, GARCH, and State Space Modelling
Panel Data Analysis:
Fixed\Random Effects,Dynamic Panel,and System GMM estimation.
Latest Publication Update
Modelling the Term Structure of Interest Rates in Bangladesh: Evidence from a Dynamic Nelson-Siegel Macro-VAR Approach
Modelling the Term Structure of Interest Rates in Bangladesh: Evidence from a Dynamic Nelson-Siegel Macro-VAR Approach
(Working Paper)-2026
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Regime-Dependent Monetary Policy Transmission in Bangladesh: Markov-Switching Vector Autoregression.
Regime-Dependent Monetary Policy Transmission in Bangladesh: Markov-Switching Vector Autoregression.
(Working paper)—2026
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Asymmetric Effects of Monetary Policy and External Capital Flows on the Bangladesh Yield Curve: A Dynamic Nelson–Siegel Quantile Regression Approach.
Asymmetric Effects of Monetary Policy and External Capital Flows on the Bangladesh Yield Curve: A Dynamic Nelson–Siegel Quantile Regression Approach.
(Working Paper)—2026
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