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Tamás Kiss

Title: Postdoctoral Researcher School/office: Örebro University School of Business


Phone: +46 19 303000

Room: N4007

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.


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

Articles in journals

Kiss, T. & Österholm, P. (2021). 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.

Doctoral theses, monographs

Kiss, T. (2019). Predictability in Equity Markets: Estimation and Inference. (Doctoral dissertation). University of Gothenburg.



Kiss, T. , Mazur, S. , Nguyen, H. & Österholm, P. (2021). Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances. Örebro: Örebro University, School of Business (Working Papers, School of Business 9).