Milda Norkutė, PhD
|Information||Center for Excellence in Finance and Economic Research (CEFER), Bank of Lithuania|
|Address||Totorių g. 4, 01121 Vilnius, Lietuva|
Panel Data Econometrics, Applied Macroeconomics, Empirical Finance.
The Factor Analytical Approach in Near Unit Root Panels by Milda Norkutė and Joakim Westerlund. Journal of Econometrics, forthcoming.
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure by Milda Norkutė, Vasilis Sarafidis, Takashi Yamagata and Guowei Cui. Journal of Econometrics, forthcoming.
CCE in Fixed-T Panels by Joakim Westerlund, Yana Petrova and Milda Norkutė, Journal of Applied Econometrics, Vol 34, 2019, pp. 746-761.
A Factor Analytical Approach to Interactive Effects Dynamic Panel Models with Moving Average Errors by Milda Norkutė and Joakim Westerlund. Econometrics and Statistics, Vol 11, 2019, pp. 83-104.
A Factor Analytical Approach to the Efficient Futures Market Hypothesis by Joakim Westerlund, Milda Norkutė and Paresh Narayan. Journal of Futures Markets, Vol 35, 2015, pp. 357-370.
Can the sectoral New Keynesian Phillips curve explain inflation dynamics in the Euro Area? by Milda Norkutė. Empirical Economics, Vol 49, 2015, pp. 1191-1216.
A Monte Carlo Study of a Factor Analytical Method for Fixed-Effects Dynamic Panel Models by Milda Norkutė. Economics Letters, Vol 123, 2014, pp. 348-351.
|2020 - present||Principal Economist, Center for Excellence in Finance and Economic Research (CEFER), Bank of Lithuania, Lithuania|
|2018 - 2019||Visiting Researcher, Department of Economics, Bank of Lithuania|
|2016 - 2019||Senior Lecturer and researcher, Department of Economics, Lund University|
|2015 - 2016||Visiting Researcher, Monash University, Australia|
|2011-2016||Ph.D. Economics, Lund University, Sweden|
|2010-2011||Data Analyst (freelancer), Euromonitor International|
|2008–2010||M.Sc. Economics, Lund University, Sweden|
|2008||Specialist, Economics Department, Bank of Lithuania, Lithuania.|
|2007||Economist, Macroeconomics and Forecasting Division, Economics Department, Bank of Lithuania, Lithuania|
|2006–2008||M.Sc. Economics, Vilnius University, Lithuania.|
|2001 - 2006||B.Sc. Economics, Vilnius University, Lithuania.|