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I am an Assistant Professor (RTD-A) at the Free University of Bozen-Bolzano, Bolzano, Italy. Before I was a Forschungsassistent (Postdoc) at the Free University of Bozen-Bolzano under the supervision of Francesco Ravazzolo and from 2017 to 2020 a Research Associate at the Centre for Energy Economics Research and Policy (CEERP) at Heriot-Watt University. I obtained a PhD from Heriot-Watt University, a Master in Economics from Hamburg University and a Bachelor in Economics from Mannheim University.
My research interests are in the field of Applied Econometrics with a focus on Panel-Time Series and Spatial Econometrics and Growth Empirics. I have also an interest in Growth Theory, Simulation Studies and the implementation of econometric methods into statistical software.
Since 2021 I am serving as Co-Editor/Digital editor of Spatial Economic Analysis (Twitter).
For current Stata projects, see my github page.
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News
17.03.2025 - Updated Working Paper
An updated version of the paper "Global Factors in Non-core Bank Funding and Exchange Rate Flexibility" with L. Catao and D. te Kaat is on arXiv. The paper has also been accepted at JMCB.
20.01.2025 - New publication + xtbreak version
The paper "Multiple Structural Breaks in Interactive Effects Panel Data Models" with Yiannis Karavias and Joakim Westerlund has been accepted at the Journal of Applied Econometrics.
A new version of xtbreak is available on SSC and GitHub. The paper describing the command is also updated on arXiv.
03.12.2023 - New working papers:
"Global Factors in Non-core Bank Funding and Exchange Rate Flexibility" with Catao and te Kaat (CEPR DP18643, arXiv).
"GMM-lev estimation and individual heterogeneity: Monte Carlo evidence and empirical applications" with M.E. Bontempi (arXiv).
14.11.2023 - Updates for xtdcce2 and nwxtregress.
15.08.2023 - Update Stata package simulate2.
26.06.2023 - New Papers out: "Improved Tests for Granger Non-Causality in Panel Data" (Stata Journal), "xtnumfac: A battery of estimators for the number of common factors in time series and panel data models" (Stata Journal) and "Identifying the regional drivers of influenza-like illness in Nova Scotia, Canada, with dominance analysis" (Nature Scientific Reports).
21.02.2023 - It is Stata update week. New updates are available for xthst, xtdcce2, xtcd2, xtcse2 and nwxtregress.
12.12.2022 - Two new papers out as working papers: "Dominant Drivers of National Inflation" with F. Ravazzolo (BEMPS97, arXiv) and "Identifying the regional drivers of influenza-like illness in Nova Scotia with dominance analysis" with Y. Aydede (arXiv).
12.11.2022 - The theory paper explaining the theory of xtbreak is available here. The full title is: "Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending".
10.09.2022 - The slides for my talk "Illuminating the factor and dependence structure in large panel models" from the UK Stata Conference are available here.
23.08.2022 - Two new Stata Journal paper forthcoming: xtnumfac (code) and xtgranger (paper, code). Both are available on SSC.
02.02.2022 - Spatial Economic Analysis has a new section: "Replication Studies section". It aims at short papers replicating existing results. Check out more here.
18.01.2022 - My paper with A. Bhattacharjee and S. Holly on Spatial Temporal Error Correction models is finally published. The paper can be found here.
30.11.2021 - The slides of my talk at the 2021 Stata Economics Virtual Symposium are now available here.
10.11.2021 - I am invited to talk at the 2021 Stata Economics Virtual Symposium about an introduction into models with large N and large T and cross-section dependence. You can sign up at the link above. Slides will be posted here afterwards.
28.10.2021 - a new version of xtbreak is available on GitHub and SSC. A working paper explaining the command is also available on arxiv.
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