Cross-sectional dependence; Factor models; Spatial models

Natalia Bailey is a Senior Lecturer at the Department of Econometrics and Business Statistics at Monash University. Natalia received her PhD from Queen Mary, University of London, and continued as a Research Associate at the University of Cambridge. Prior to joining Monash in 2017, she was a Lecturer at Queen Mary, University of London. She also worked in the private sector in London (Citigroup, Lehman Brother, and Merrill Lynch) as an economist / strategist for 8 years. Her research interests include the analysis of cross-sectional dependence (weak and strong) in large panels with applications to finance and macroeconomics.