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.
For current Stata projects, see my github page.
See my profiles at:
30.10.2023 - New paper: "Global Factors in Non-core Bank Funding and Exchange Rate Flexibility" with Catao and te Kaat (arXiv)
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.
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.
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.