I am a Professor of Economics at the Department of Economics, Management and Statistics (DEMS) of the University of Milano-Bicocca (Italy), Director of the Center for European Studies (CefES-DEMS - University of Milano-Bicocca), President and Director of the Rimini Center for Economic Analysis - Europe (RCEA-Europe ETS). I was born in Turin, graduated in Economics from the University of Torino (Italy), and received my MSc in Economics from the University of Glasgow (UK) and PhD in Economics from the University of Aberdeen (UK).
Before moving to Milano-Bicocca University, I was Assistant and then Associate Professor of Economics at the University of Piemonte Orientale (Novara, Italy), Lecturer at Heriot-Watt University (Edinburgh, UK), and Aberdeen University (Aberdeen, UK). I also was a Fulbright Research Scholar at Michigan State University (US), Visiting Scholar at the Minda de Gunzburg Center for European Studies at Harvard University, and consultant for the European Central Bank. I am a Fellow of the Center for Research on Pensions and Welfare Policies (CeRP, Collegio Carlo Alberto, Italy), Senior Fellow and member of the Scinetific Committee of the Rimini Center for Economic Analysis (RCEA HQ University of California Riverside), and member of Macro-Finance Society, the Euro Area Business Cycle Network (EABCN) and the Center for Interdisciplinary Studies in Economics Psychology and Social Sciences (CISEPS-University of Milano Bicocca). I am a member of the Editorial Board of Econometrics, Heliyon, the Open Journal of Statistics, Sci, Nordicum-Meditteraneum, the Asia-Pacific Journal of Mathematics, and Research in Globalization.
My research interests include macro, financial, and climate change economics and econometrics, with particular reference to the macro-finance interface and the interconnection of economic and financial cycles. I have published over 80 articles in academic journals on the above topics, including the Journal of Econometrics, Econometrics and Statistics, Journal of Empirical Finance, Journal of Banking and Finance, Journal of International Money and Finance, Journal of Economic Dynamics and Control, Economic Modeling, Computational Statistics and Data Analysis, International Journal of Forecasting, International Journal of Central Banking and Energy Economics.
Recent publications and research:
The financial Kuznets curve: Evidence for the Euro Area (with D. Baiardi), Journal of Empirical Finance, 2016, 39, 265-269.
Macroeconomic and financial effects of oil price shocks: Evidence for the euro area. Economic Modelling, 2017, 64, 82-96.
It ain't over till it's over: A global perspective on the Great Moderation Great Recession interconnection (with F.C. Bagliano), Applied Economics, 2017, 49, 4946-4969.
The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises, Journal of Forecasting, 2017, 36. 919-935.
Financial development and income distribution inequality in the euro area (with D. Baiardi). Economic Modelling, 2018, 70, 40-55.
Some financial implications of global warming: An empirical assessment (with G. Sbrana). Economic Modelling, 2019, 81, 274-294.
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices, Econometrics and Statistics, 2019, 12, 42-65.
Climate change awareness: Empirical evidence for the European Union (with D. Baiardi). Energy Economics, 2021, 96 Forthcoming
A new macro-financial condition index for the Euro Area. Econometrics and Statistics, 2021, forthcoming
The risks of exiting too early the policy responses to the COVID-19 recession. Research in Globalization, 2022, forthcoming
Is climate change time-reversible? Econometrics, 2022 10(4), 36.
Euro area inflation and a new measure of core inflation. NewWP CefES & WP RCEA, 2022.