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Tamás Kiss

Position: Senior Lecturer School/office: Örebro University School of Business

Email:

Phone: +46 19 302306

Room: N4018

Tamás Kiss
Research subject

About Tamás Kiss

Tamás Kiss is an economist with a specialization in time series econometrics and financial economics. He defended his thesis at the University of Gothenburg in 2019. Since then he has been a postdoctoral researcher at the School of Business at Örebro University.

His research is about application of time series econometrics methods to various applications within finance and empirical macroeconomics, with a focus on making predictions. His research stretches from return predictability in equity markets to analysing empirical features of financial and macroeconomic predictions.

Curriculum vitae

Research interests

  • Time series econometrics
  • Financial economics
  • Empirical macroeconomics


Selected publications

Hjalmarsson, E., Kiss, T. (2022), “Long-Run Predictability Tests are Even Worse than You Thought.”, forthcoming in Journal of Applied Econometrics

Kiss, T., Mazur, S., Nguyen, H., Österholm, P. (2022), ”Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Innovations” forthcoming in Journal of Forecasting

Kiss, T., Nguyen, H., Österholm, P. (2022), “Modelling Okun’s Law – Does non-Gaussianity Matter?” forthcoming in Empirical Economics

Javed, F., Kiss, T., Österholm, P. (2022), “Performance Analysis of Nowcasting of GDP Growth when Allowing for Conditional Heteroscedasticity and Non-Gaussianity.”, Applied Economics 54(58), 6669-6686.

Kiss, T., Mazur, S., Nguyen, H. (2022), “Predicting Returns and Dividend Growth - The Role of non-Gaussian Innovations.”, Finance Research Letters 46, 102315

Kiss, T., Nguyen, H., Österholm, P. (2022), “The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area.” Finance Research Letters 46, 102365

Hjalmarsson, E., Kiss, T. (2021), “Dividend Growth Does Not Help Predict Returns Compared to Likelihood-Based Tests: An Anatomy of the Dog.”, Critical Finance Review 10(3), 445-464

Kiss, T., Österholm, P. (2020), “Corona, Crisis and Conditional Heteroscedasticity.”, Applied Economics Letters 28(9), 755-759.

Kiss, T., Österholm, P. (2020), “Fat Tails in Leading Indicators.”, Economics Letters 193, 109317

Publications

Articles in journals |  Conference papers |  Doctoral theses, monographs |  Manuscripts |  Reports | 

Articles in journals

Conference papers

Doctoral theses, monographs

Manuscripts

Reports