Carlo Giannini Prize for the best Paper at the Italian Conference in Econometrics and Empirical Economics (2011)
consumption survey data; factor models; social networks; time series; volatility modeling
My main research interests are in time series analysis and especially in dynamic factor models, cointegration analysis, volatility modeling, macroeconomic policy analysis, and models for space-time data, both from a theoretical and an applied perspective. I am also interested in studies on personal consumption expenditures and in network-based analysis of micro and macro data.
French [Spoken: Intermediate, Written: Intermediate]; Italian [Spoken: Fluent, Written: Fluent]; Spanish [Spoken: Intermediate, Written: Intermediate]
Blockchain and Fintech: Short Courses
Best Executive Programs on Aritficial Intelligence
5 Reasons Why You May Prefer Open Enrollment Programs over Executive MBA