# Genaro Sucarrat

Associate Professor - Department of Economics

## Biography

Genaro Sucarrat is tenured associate professor of econometrics at the department of economics. He studied economics and politics (Cand.Mag. in economics, politics and philosopy at the University of Oslo, MA in international political economy at the University of Warwick) before obtaining an MA and a PhD in Economics at Universite Catolique de Louvain. After his doctoral studies, he worked a total of four years as a Marie Curie individual fellow and visiting professor in economics at Universidad Carlos III de Madrid, before joining BI Norwegian Business School. In addition, he has spent several research visits at other institutions, including University of Cambridge, University of Oxford, CREST (Paris), Universite de Lille, and Pontificia universidad catolica de Chile.

Sucarrat's research has been published in international peer-reviewed journals like Journal of Financial Econometrics, Journal of Multivariate Analysis, Oxford Bulletin of Economics and Statistics, International Journal of Forecasting, Computational Statistics and Data Analysis, Energy Economics, The European Journal of Finance, Journal of Economic Methodology, Journal of Statistical Software and The R journal. He has also developed several R packages (statistical software), available via the Comprehensive R-Archive Network (CRAN), which has been downloaded more than 200 000 times from the 0-cloud server of RStudio. Since 2010 he has been responsible for a forecasting prize ("Prognoseprisen") of the Norwegian Association of Economists, which is awarded every year to the best forecaster of the Norwegian economy.

**Research areas**

Econometric modelling and forecasting; computational econometrics; empirical finance and macroeconomics;

research methodology and philosophy

**DRE 7008 Advanced Statistics**

Teaching areas

Teaching areas

MET 3590 Metode og statistisk dataanalyse

### Area of Expertise

- Algorithms
- Applied statistics
- Big Data
- Data Analytics
- Machine learning
- Forecasting
- R (software environment for statistical computing and graphics)
- Currency
- Statistics
- Econometrics
- Financial econometrics
- Financial volatility
- Uncertainty modelling
- Macroeconometrics
- Model selection
- Economics and philosophy

## Publications

Sucarrat, Genaro (2021)

### garchx: Flexible and Robust GARCH-X Modeling

The R Journal, 13(1), s. 276- 291. Doi: 10.32614/rj-2021-057

Francq, Christian & Sucarrat, Genaro (2021)

### Volatility Estimation When the Zero-Process is Nonstationary

Journal of business & economic statistics Doi: 10.1080/07350015.2021.1999821

Sucarrat, Genaro (2021)

### Identification of volatility proxies as expectations of squared financial returns

International Journal of Forecasting Doi: 10.1016/j.ijforecast.2021.03.008

Mauritzen, Johannes & Sucarrat, Genaro (2021)

### Increasing Or Diversifying Risk?Tail Correlations, Transmission Flows And Prices Across Wind Power Areas

Energy Journal, 43(3) Doi: 10.5547/01956574.43.3.jmau

Sucarrat, Genaro (2020)

### User-Specified General-to-Specific and Indicator Saturation Methods

The R Journal, 12(2), s. 388- 401. Doi: 10.32614/rj-2021-024

Sucarrat, Genaro (2017)

### Metode og økonometri - en moderne innføring (2. utgave)

[Textbook]. Fagbokforlaget.

Sucarrat, Genaro (2016)

### Metode og økonometri - en moderne innføring (1. utgave)

[Textbook]. Fagbokforlaget.

Sucarrat, Genaro (2015)

### Metode og økonometri -- en moderne innføring (midlertidig utgave)

[Textbook]. Fagbokforlaget.

Sucarrat, Genaro (2010)

### Automated Model Selection in Finance: General-to-Specific Modelling of the Mean, Variance and Density

[Report]. Handelshøyskolen BI.

Sucarrat, Genaro (2010)

### The Power Log-GARCH Model

[Academic lecture]. Fibe 2010.

Year | Academic Department | Degree |
---|---|---|

2006 | Université Catolique de Louvain, Belgium | Ph.D Dr. Oecon. |

2001 | Université Catholique de Louvain | Master of Arts |

1998 | University of Warwick | Master of Arts |

1996 | University of Oslo | Cand.Mag |

Year | Employer | Job Title |
---|---|---|

2010 - Present | BI Norwegian Business School | Associate Professor of Econometrics (tenured) |

2009 - 2010 | Department of Economics, Universidad Carlos III de Madrid | Visiting Professor |

2007 - 2009 | Department of Economics, Universidad Carlos III de Madrid. | Marie Curie Fellow (individual fellowship) |

2006 - 2007 | Department of Economics, Universidad Carlos III de Madrid | Visiting Professor |

2006 - 2006 | Department of Economics, Universidad Carlos III de Madrid | Pre-doctoral researcher |

2001 - 2006 | Department of Economics and CORE, Université catholique | Doctoral Reseacher |