Seyma Vahap is a Postdoctoral Research Associate at the Qatar Centre for Global Banking and Finance at King’s College London. She studied a BSc degree in Economics in English (with Highest Honours) at Istanbul University as well as an MSc degree in Economics at the University of Essex and an MRes degree in Economics at Queen Mary, University of London. She recently completed a PhD degree in Economics at the University of Strathclyde in 2023.

Research interests

Seyma's research interests relate to Bayesian methods using high-dimensional time series models. Much of her research focuses on developing innovative Bayesian inferential tools in multivariate dynamic time series models to analyse the consequences of financial market downturn and its impact on real economic activity, with particular focus on the implications for economic growth, business-cycle dynamics, and monetary policy.

Her current active research includes developing new Bayesian methods to address the high-dimensional inference problems posed by time series models with parameter changes, many dependent variables, many predictors, and computational complexities using:

• Bayesian composite likelihood methods
• Bayesian dynamic graphical models
• Dimensionality reduction methods
• Subset selection methods
• Themes from discrete mathematics, such as induction, recursion, counting, combinatorics, and algorithms

She is mainly interested in understanding the methodological and the computational contributions that are needed in the field of macroeconometrics to conduct structural and forecasting analysis in high-dimensional time series models using ideas from the science and technology of the computer age and the big data age.

Teaching

Seyma’s teaching pedagogy is based on problem solving activities, live coding, and algorithmic thinking. She has taught Econometrics, Introductory Bayesian Time Series Methods, Advanced Time Series Methods, and Quantitative Methods for Finance as a Teaching Assistant, and Basic Statistics as a Lecturer at different universities including the University of Strathclyde, the University of Edinburgh, and Barcelona School of Economics.

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