Personal profile
Biography
Kleanthis Natsipoulos is a Lecturer in Accounting and Finance at the University of Dundee School of Business, having joined in January 2024. He holds a B.Sc. in Economics from the University of Thessaly, Greece, an M.Sc. in Statistics from the Athens University of Economics and Business, Greece, and a Ph.D. in Econometrics and Computational Statistics from the University of Thessaly, Greece.
In his previous roles, Kleanthis worked for 4 years as a data scientist in the oil and shipping industry, and in market research. During this time, he specialized in developing predictive models for global supply-demand systems and implementing complex algorithms based on microeconomic methodologies, utilizing statistical and machine learning techniques.
Kleanthis' research interests are centered around econometrics, with a particular emphasis on time-series and cointegration analysis, computational microeconomics, machine learning, simulation, and software development. His work has been applied in practice by financial institutions, governmental organizations, and international policy bodies. He is also the developer of the ARDL R package, widely used for replicable econometric analysis.
Feel free to reach out if you're interested in potential collaborations!
Research
Research Projects
Kleanthis is the creator of the R package ARDL. An R package for the construction of complex ARDL/ECM models and the bounds test for cointegration.
Reviewer
- International Journal of Finance & Economics
- Economic Modelling
- Studies in Microeconomics
- PNAS Nexus
- Journal of Chinese Economic and Business Studies
Editorial Advisory Board
- Qualitative Research in Financial Markets
Research interests
- Time-series econometrics and cointegration analysis
- Autoregressive Distributed Lag (ARDL) models
- Econometric inference
- Replication and reproducibility in applied econometrics
- Computational economics and simulation methods
- Software development for econometrics (R)
- Applied Financial Econometrics
- Machine learning for economics and finance
Teaching
- Econometrics for Finance (5EF/BU52017)
- Fintech in Accounting and Finance module (BU32011)
- Quantitative Methods (5QM/BU52016)
- Research Methods (5RM/BU52015)
- Research Methods in Accounting & Finance (3RM/BU32003)
- Contemporary Issues in Finance (5CIF/BU51035)
- Professional Financial Management (5PFM/BU53001)
Education/Academic qualification
PGCert THE, Postgraduate Certificate in Academic Practice in Higher Education (PGCAPHE) - Associate Fellow of the HEA (AFHEA)
2024 → 2025
Doctor of Philosophy, Computational Statistics and Econometrics: Economic Applications and Model Development in R-Language
2019 → 2025
Master in Science, Statistics, Athens University of Economics and Business
2016 → 2018
Bachelor of Science, Economics, University of Thessaly
2011 → 2015
Keywords
- HA Statistics
- Econometrics
- Time Series
- ARDL
- ECM
- Economic Modeling
- Simulations
- Machine Learning
- HG Finance
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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SDG 8 Decent Work and Economic Growth
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SDG 10 Reduced Inequalities
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Collaborations and top research areas from the last five years
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Advancing ARDL capabilities in R: Methods, extensions, and usability enhancements
Natsiopoulos, K., 14 Dec 2025, PROGRAMME AND ABSTRACTS CFE-CMStatistics 2025: 9th International Conference on Computational and Financial Econometrics (CFE 2025) and Computational and Methodological Statistics (CMStatistics 2025). ECOSTA ECONOMETRICS AND STATISTICS, p. 65 1 p. C0855Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
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Comparative evaluation of open-source and proprietary software for ARDL, EC models, and bounds test for cointegration
Natsiopoulos, K. & Tzeremes, N., 15 Dec 2024.Research output: Contribution to conference › Abstract › peer-review
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ARDL: An R Package for ARDL Models and Cointegration
Natsiopoulos, K. & Tzeremes, N. G. (Lead / Corresponding author), 2 Nov 2023, (E-pub ahead of print) In: Computational Economics. 17 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile5 Link opens in a new tab Citations (Scopus)782 Downloads (Pure) -
ARDL: An R package for the analysis of level relationships
Natsiopoulos, K. & Tzeremes, N. G., 16 Nov 2022, In: Journal of Open Source Software. 7, 79, 5 p., 3496.Research output: Contribution to journal › Article › peer-review
Open AccessFile393 Downloads (Pure) -
ARDL bounds test for cointegration: Replicating the Pesaran et al. (2001) results for the UK earnings equation using R
Natsiopoulos, K. & Tzeremes, N. G. (Lead / Corresponding author), 13 Aug 2022, In: Journal of Applied Econometrics. 37, 5, p. 1079-1090 12 p.Research output: Contribution to journal › Article › peer-review
17 Link opens in a new tab Citations (Scopus)
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Mathematics Seminar Series: Cointegration Modeling: Concepts, ARDL Methods, and Software Advances
Natsiopoulos, K. (Invited speaker)
17 Nov 2025Activity: Talk or presentation types › Invited talk
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Research Seminar Series, Department of Economics: Practical introduction to ARDL models and the bounds test for cointegration using R
Natsiopoulos, K. (Invited speaker)
4 Apr 2025Activity: Talk or presentation types › Invited talk
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19th International Joint Conference on Computational and Financial Econometrics (CFE) and Computational and Methodological Statistics (CMStatistics)
Natsiopoulos, K. (Organiser)
14 Dec 2025Activity: Participating in or organising an event types › Participation in conference
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Scottish British Accounting and Finance Association 2025 Annual Conference
Wang, Y. (Participant), Power, D. (Participant), Cordina, R. (Participant) & Natsiopoulos, K. (Participant)
9 Dec 2025Activity: Participating in or organising an event types › Participation in conference
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19th International Joint Conference on Computational and Financial Econometrics (CFE) and Computational and Methodological Statistics (CMStatistics)
Natsiopoulos, K. (Chair)
14 Dec 2025Activity: Participating in or organising an event types › Participation in conference