blog

Introducing cryptID, a database and API for using crypto token identification standards in research

7 july 2026

Digital token standards have grown in importance, especially with the advent of regulation such as the European Union’s Markets in Crypto-Assets (MiCA), requiring actors within the industry to use the Digital Token Identifier (DTI). This standard, based on ISO 24165-1:2025, assigns tokens and ledgers with individual identifiers, and creates a taxonomy including equivalent and auxiliary tokens. An equivalent group, for instance, might represent a particular regulated stablecoin, and individual auxiliary tokens within that group could represent implementations of that stablecoin belonging to different blockchain networks. For blockchain ledgers, such as Ethereum, it also contains information such as forks to the network and anchor block hashes.

To nest, or not to nest? Nested data types in Polars with big data

17 may 2026

ARDL: Replication of eViews example on bond term structure in R package

4 march 2026

In this first blog post I thought it would be relevant to publish something about Autoregressive Distributed Lag (ARDL) models and the bounds testing approach for cointegration (Pesaran, Shin & Smith, 2001). I discovered these models a few years ago, and, in particular, have become a big fan of the excellent ARDL package from Kleanthis Natsiopoulos for R. What is special about the ARDL package is replication of the original empirical application in the PSS paper, which you can read about in ARDL bounds test for cointegration: Replicating the Pesaran et al. (2001) results for the UK earnings equation using R (Natsiopoulos & Tzeremes, 2022).