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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 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.
For current Stata projects, see my github page.
See my profiles at:
News
30.10.2025 The paper "Global Factors in Non-core Bank Funding and Exchange Rate Flexibility" with L. Catao and D. te Kaat is now available on the webpage at JMCB.
21.10.2025 The paper ""On Selection of Cross-Section Averages in Non-stationary Environments" with O. Stauskas is now available on the webpage at JTSA.
01.09.2025 The Stata Journal article describing xtbreak is published and open access! Download here.
30.07.2025 New working papers and Stata program:
"Interactive, Grouped and Non-separable Fixed Effects: A Practitioner's Guide to the New Panel Data Econometrics" with Y. Karavias. [arXiv]
"On Selection of Cross-Section Averages in Non-stationary Environments" with O. Stauskas. [arXiV].
xtthreshold – Threshold Estimation for Interactive Fixed Effects Models. GitHub
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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