Andrei Valentin Tanase

After graduating from the International Business and Economics faculty at the University of Bucharest, Andrei Tanase continued his studies at the University of Tor Vergata of Rome, where he achieved his PhD in Econometrics and Empirical Economics with a thesis on the estimation of the Expected Shortfall risk measure. At the National Bank of Romania, Andrei Tanase analyses recent developments in aggregate demand, exchange rates and interest rates, preparing some sections in the Quartely Inflation Report. Moreover, he follows issues related to the Euro adoption and does research on output gap estimation and the use of dynamic factor models for short-term forecasting.

Macroeconomic analysis (GDP estimation using dynamic factor models, business cycles correlation between Romania and Euro area), financial econometrics (risk measures)