Semko Roman
Candidate of Economic Sciences, PhD, Associate Professor, National University of "Kyiv-Mohyla Academy"
Scientific interests: Dynamic stochastic general equilibrium models, behavioral finance in emerging markets, portfolio management, risk management (credit risk).
Courses: Econometrics II, Dynamic stochastics general equilibrium models in finance, Behavioral finance
Research study subject: Macroeconomic modelling, monetary policy.
Education:
2009-2012 – PhD student at Department of Finance at National University of Kyiv-Mohyla Academy. PhD thesis: «Monetary processes modeling during stock market fluctuations».
2006-2008 – National University of Kyiv-Mohyla Academy and Economics, Education and Research Consortium (EERC), Faculty of Economic Sciences, Master Program Economic Theory. Master thesis: «Countegration of CEE stock markets».
2002-2006 – Ternopil Economic National University, Faculty of International Business and Management, major in Management of Foreign Economic Activity.
Professional experience:
2012-... – senior lecturer at Department of Finance at National University of Kyiv-Mohyla Academy
2013-2015 – project work in credit risk estimation of derivatives portfolio according to Basel 3 requirements based on Barclays Capital offshore development center at EPAM.
2011-2013 – research associate at Kyiv Economic Institute at Kyiv School of Economics.
2008-2011 – work on different strategy consulting projects, etc.
Certificates: CFA Charterholder; Financial Risk Manager (FRM) - Certified by the Global Association of Risk Professionals
Publications:
In Ukrainian journals:
Roman, Semko. Bayesian Estimation of Small-Scale DSGE Model of the Ukrainian Economy. Scientific Notes of NaUKMA. Economics. 2011, v. 120. PP. 78-84.
Iryna, Lukyanenko, Roman, Semko. Construction and Application Peculiarities of Dynamic Stochastic General Equilibrium Model of the Ukrainian Economy. Economic Cybernetics. 2010. №4-6(64-66). PP. 48-59 (in Ukrainian).
Iryna, Lukyanenko, Roman, Semko. Monetary Policy and Stock Market Fluctuations. Economics and Forecasting. – 2012. – №4. – PP. 110-122 (in Ukrainian).
Roman, Semko. The Main Approaches to Stock Market and Real Economy Modelling. Scientific Notes of NaUKMA. Economics. 2012. v. 128. PP. 80-85 (in Ukrainian).
Iryna, Lukyanenko, Roman, Semko. Forecasting the Influence of Economic Policy on the Ukrainian Economy Based on the "Financial Accelerator" Model. Actual Problems of Economics. 2012. № 1. PP. 303-319 (in Ukrainian).
In foreign journals:
- Semko R. Optimal Economic Policy and Oil Prices Shocks In Russia /_R._Semko_// Ekonomska Istrazivanja – Economic Research. – 2013. Vol 26. – No. 2. – P. 69-82.
Conferences and other:
- Pietka, Katarzyna, Boyarchuk, Dmytro, Sinitsina, Irina, Kotusenko, Liudmyla and Semko, Roman, Agriculture Income Assessment for the Purpose of Social Assistance: The Case of Ukraine (December 2009). CASE Network Studies and Analyses No. 399.
- Conference: Problems of development of the financial system of Ukraine in the context of globalization. Report: Estimation of Dynamic Stochastic General Equilibrium Models Based on Bayesian Econometrics. 24-25 March, 2011, Simferopol, Taurida National V.I.Vernadsky University
- Conference: Formation and development of macroeconomic systems in terms of economic development of Ukraine in XXI century. Report: DSGE macromodel etimated with Bayesian econometrics for the analysis of monetary policy in Ukraine. 16-17 September, 2011, Kyiv, Analytical center New Economy.
- Conference: Transformation processes in the economy and regions. Report: The concept of credit rationing for financial accelerator model. 20-21 October, 2011, Zaporizhzhia, Zaporizhzhia national university.
- Conference: Socio-economic development of Ukraine and its regions. Report: Monetary policy rules for the analysis of reaction to the stock market. 20-21 October, 2011, Zaporizhzhia, Classical private university
- Conference: Economic and social aspects of reforming and development in Ukraine. Report: Optimization of consumption in the DSGE model for small open economy. 30 September-01, October, 2011, Kyiv, Kyiv economic scientific center (KESC).
- Conference: Theory and practice of the innovation economy. Report: Overview of asset pricing modeling within DSGE framework and new recent challenges, 29-30 September, 2011, Odesa, Center for economic research and development.
Books
- Lukyanenko I.G., Zhuk V.M., Negivenko O.V, Semko R.B., Serpak I.I. Monography. Diagnostics of Financial Crisis: Analysis, Methods, Models. Edit. by Lukyanenko, Iryna. 2012.
Publications in mass media (in Ukrainian)
- Evaluating government efficiency. With Denys Nizalov on Ekonomichna pravda in 2011.
- Monetary policy and Great Recession on Ekonomichna pravda in 2012.
- Constituencies election system as an evil for Ukrainians on Ukrainska pravda in 2011.
- In search of the main corrupt official in Ukraine? on Ukrainska pravda in 2011.
- Credible threats in gas negotiations with Russia on Ukrainska pravda in 2012.
- Revolution or Evolution? on Ukrainska pravda in 2012.
- Bribing voters: the price of voice on Ukrainska pravda in 2012.
- Behind only is the Crimea, and then Ukraine goes... on Ukrainska pravda in 2012.
- Crisis of Ukrainian soccer: wrong motivation and laziness of football-players? on champion.com.ua.
- Church authority serving politicians on Galytskyi korrespondent in 2012.
Hobby: politics, tourism, chess, documentary and scientific films.
