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Zaharieva, Martina Danielova
PhD: Westfälische Wilhelms-Universität Münster
Office D4-17
Biography
Martina is an Assistant Professor on Tenure Track in the Department of Quantitative Methods at CUNEF Universidad since September 2021. Before joining CUNEF Universidad, she was an Assistant Professor of Econometrics at the Econometric Institute of Erasmus University Rotterdam. During her doctoral studies at the University of Münster, Martina worked as a Research Assistant in the Chair of Empirical Economics. She also completed a research stay in the Department of Statistics at Universidad Carlos III de Madrid.
Education
Ph.D. in Economics, University of Münster, Germany (2017)
M.Sc. in Economics, University of Münster, Germany (2013)
B.Sc. in Economics, University of Mannheim, Germany (2009)
Research Interests
Bayesian econometrics, Financial econometrics, Bayesian nonparametrics, Volatility modeling, State space models and methods, Copulas, Term structure modeling, Machine learning, Forecasting
Most relevant publications
Virbickaite, Audrone; Lopes, Hedibert F.; Danielova Zaharieva, Martina: "Multivariate dynamic mixed-frequency density pooling for financial forecasting", International Journal of Forecasting, 41(3), 1184-1198, 2025.
Naghi, Andrea A.; O'Neill, Eoghan; Danielova Zaharieva, Martina: "The benefits of forecasting inflation with machine learning: New evidence", Journal of Applied Econometrics, 39(7), 1321-1331, 2024.