The goal of the Milan Time Series Seminars (MiTSS) is to bring together researchers with common interests in time series econometrics. The seminar provides a forum for researchers to present their work to a broad academic and professional audience.
Each seminar lasts for 60 minutes, followed by an informal discussion, and will be delivered at
University of Milan (Statale) - Department of Economics, Management and Quantitative Methods (DEMM),
University of Milano-Bicocca - Department of Economics, Management and Statistics (DEMS) and its datalab,
Fondazioni Eni Enrico Mattei (FEEM)
Politecnico di Milano - Department of Management, Economics and Industrial Engineering
Bocconi University - BAFFI Centre on Economics, Finance and Regulation and Department of Economics Ettore Bocconi
Catholic University of Milan - Department of Economics and Finance
Scientific Committee:
Andrea Bastianin (University of Milan-Statale and FEEM)
Chiara Casoli (University of Insubria and FEEM)
Fabrizio Iacone (University of Milan-Statale)
Matteo Manera (University of Milano-Bicocca and FEEM)
Massimiliano Marcellino (Bocconi University)
Riccardo Masolo (Catholic University of Milan)
Andrea Monticini (Catholic University of Milan)
Matteo Pelagatti (University of Milano-Bicocca)
Luca Rossini (University of Milan-Statale and FEEM)
Daniele Siena (Politecnico di Milano)
Upcoming seminars for the Academic Year 2025/26:
20 October 2025 at 12.00:
Speaker: Christiane Baumeister (University of Notre-Dame)
Title: Oil, Inflation Expectations, and Household Characteristics: A Nonlinear Heterogeneous Agent VAR Approach
Abstract: In this paper, we develop a scalable micro-macro modeling framework that integrates linear multivariate time series models with nonlinear panel models to investigate to what extent oil supply shocks affect household inflation expectations in the Euro area in a heterogeneous and nonlinear way. We rely on a unique and very rich multi-country micro dataset of quantitative inflation expectations from the European Commission’s monthly business and consumer survey that allows us to construct pseudo individuals based on demographic and socioeconomic characteristics. To capture nonlinearities in group-level dynamics, we explicitly model the responses of our pseudo individuals as nonlinear functions of area-wide macroeconomic aggregates using Bayesian Additive Regression Trees (BART). We find pronounced asymmetries in the response of aggregate inflation expectations to large oil supply shocks and a considerable degree of heterogeneity across countries, gender, income, and age groups. We explore several economic mechanisms to explain cross-country and group-level differences in the adjustment of inflation expectations to oil supply shocks of different magnitude and sign.
Location: Catholic University of Milan, Italy. Room G.141 (Largo Gemelli 1 – Milano)
16 December 2025 at:
Speaker: Giovanni Ricco (CREST and Warwick University)
Title: TBA
Abstract: TBA
Location: Catholic University of Milan, Italy
18 February 2026 at 12:00:
Speaker: Oliver Linton (University of Cambridge)
Title: TBA
Abstract: TBA
Location: University of Milano-Bicocca - Room 4096, 4th floor of Building U6, Piazza Ateneo Nuovo, 1, Milan.
20 February 2026 at:
Speaker: Francesca Monti (Universitè Catholique de Louvain)
Title: TBA
Abstract: TBA
Location: Politecnico of Milan (Bovisa) - Via R. Lambruschini 4/B, Milan
10 March 2026 at 16:00
Speaker: Atshushi Inoue (Vanderbilt University)
Title: TBA
Abstract: TBA
Location: Bocconi University, Via Roentgen 1, Milan
XX April 2026 at:
Speaker: Matteo Mogliani (Banque de France)
Title: TBA
Abstract: TBA
Location: Politecnico of Milan (Bovisa) - Via R. Lambruschini 4/B, Italy
12 May 2026 at 16:00
Speaker: Giorgio Primiceri (Northwestern University)
Title: TBA
Abstract: TBA
Location: Bocconi University, Via Roentgen 1, Milan
28 May 2026 at 12:15:
Speaker: Laura Coroneo (University of York)
Title: TBA
Abstract: TBA
Location: University of Milan, Via Conservatorio 7, 20122, Milan
04 June 2026 at:
Speaker: Christian Matthes (University of Notre-Dame)
Title: TBA
Abstract: TBA
Location: Catholic University of Milan, Italy