Econometrics

Research topics span theoretical issues, especially inferential methods for economic and financial time series models, macroeconometric methods for the identification of structural shocks, partial identification methods, spatial, network and panel data econometrics, as well as more empirical ones, like financial econometrics, optimal forecasting methods, empirical macroeconomic time series analysis and, in general, applications to monetary and fiscal policies in the macroeconomic framework, and issues drawn from health, household and labor economics in the microeconomic framework.

People

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Giovanni Angelini

Senior assistant professor (fixed-term)

keywords: Macroeconometrics, Financial Econometrics, Time Series, Forecasting, Quantitative Sport Economics
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Luca De Angelis

Associate Professor

keywords: cointegration, time series analysis, risk measurement, financial econometrics, climate change econometrics and green
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Matteo Barigozzi

Full Professor

keywords: Time series econometrics, Macroeconometrics, Financial Econometrics, Statistical Inference
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Maria Elena Bontempi

Associate Professor

keywords: Corporare Capital Structure, Investment, R&D and Innovation, Uncertainty, Multilevel Panel Data Models, Heterogeneity &

Andrea Carriero

Full Professor

keywords: Macroeconometrics, Empirical Macroeconomics, Time Series Analysis, Bayesian methods
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Giuseppe Cavaliere

Full Professor

keywords: time series econometrics, econometric theory, financial econometrics, macroeconometrics
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Michele Costa

Full Professor

keywords: poverty measurement, inequality measurement, Gini index, inequality measures decomposition, latent variables, financial
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Luca Fanelli

Full Professor

keywords: Macroeconometrics, Empirical Macroeconomics, Time Series Econometrics, Structural VARs
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Maria Ferrante

Full Professor

keywords: small area estimation, hierarchical Bayes modeling, financial poverty, firms' internationalization, firm cluster
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Margherita Fort

Full Professor

keywords: Microeconometrics, Inequality and poverty dynamics, Economics of education and fertility decisions, Treatment
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Roberto Golinelli

Full Professor

keywords: Short-run analyses and nowcasting, Panel models and poolability, Fiscal policy rules, Modeling expectations
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Chiara Monfardini

Full Professor

keywords: microeconometrics, limited dependent variable models, children and adolescents development and health, time use, gender
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Sergio Pastorello

Full Professor

keywords: Applied econometrics, Econometrics, Financial econometrics
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Roberto Patuelli

Associate Professor

keywords: Regional Science, Regional economics, Regional labour markets, Nonlinear models, Spatial econometrics, Social capital
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