The London School of Economics and Political Science


The London School of Economics and Political Science
Assistant Professor


Carlo Giannini Prize for the best Paper at the Italian Conference in Econometrics and Empirical Economics (2011)

Experience Keywords

consumption survey data; factor models; social networks; time series; volatility modeling

Research Summary

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]

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