CURRICULUM

Curriculum Vitae

Personal Information

Date and place of birth: 27/02/1974 Lavagna (GE), Italy.

Education

2004: Dottorato in Scienze Statistiche, Sapienza Università di Roma. Supervisor: Prof. Marco Lippi.

2000: MSc in Economics, Universitat Pompeu Fabra, Barcellona.

1999: Laurea (110 e lode) in Economia e Commercio, Sapienza Università di Roma. Supervisor: Prof. Giancarlo Gandolfo.

Current position

November 2019 - today: Professor of Econometrics (SECS-P05) at Dipartimento di Scienze Statistiche, Sapienza Università di Roma.

Research interests

Time Series Econometrics, Macroeconometrics, Cointegration, Common features.

State Space Models, VARs, Functional AR models.

Linear Algebra, Matrix functions, Canonical forms, Spectral theory.

Research grants and awards

Principal investigator for La Sapienza Ateneo grants, EIEF grant and member of PRIN grants.

The Tjalling C. Koopmans Econometric Theory Prize 2018-2020 for the article M. Franchi and Paruolo, P. (2020). Cointegration in functional autoregressive processes, Econometric Theory, 36, p. 803-839.

Visiting and previous positions

2019 November: Visiting Professor at Centre for Industrial and Applied Mathematics, University of South Australia, and at School of Economics, The University of Sydney, Australia.

2015 - 2019: Associate professor of Econometrics (SECS-P05) at Dipartimento di Scienze Statistiche, Sapienza Università di Roma.

2018 September: Visiting Professor at Department of Economics, University of California San Diego, USA.

2017 January: Visiting Professor at Department of Economics, Indiana University, USA.

2013-2014: Visiting Professor at Department of Economics, University of Lausanne, Switzerland.

2008-2015: Ricercatore di Statistica Economica (SECS-S03) at Dipartimento di Scienze Statistiche, Sapienza Università di Roma (on leave 2008-2009, 2013-2014).

2007-2009: Carlo Giannini Fellow in Econometrics at Department of Economics, University of Insubria, Italy.

2007: Visiting Professor at Institute for Mathematical Sciences, University of Copenhagen, Denmark.

2006-2007: Visiting Professor at Department of Economics, Universitat Jaume I, Spain.

2005-2006: Post Doc at Department of Economics, University of Copenhagen, Denmark.

2003-2004: Marie Curie fellowship, Department of Economics, University of Copenhagen, Denmark.

Teaching

2009-today: Econometria (BA), Sapienza Università di Roma, Topics in VAR Modeling (PhD), EIEF, Serie storiche ed Econometria Finanziaria (MSc), LUISS, Statistics and Econometrics II (BA) and Econometrics (MSc), University of Lausanne.

2003-2009: Cointegration (PhD), CIdE Summer School in Econometrics, Advanced Financial Econometrics (MSc), University of Insubria, Econometrics I (BA) and Advanced Econometrics (MSc), University of Copenhagen, Econometrics (PhD), Sapienza Università di Roma.

References

Søren Johansen, University of Copenhagen and CREATES, Aarhus University

Marco Lippi, Einaudi Institute for Economics and Finance (EIEF)

Paolo Paruolo, Joint Research Centre of the Eurpean Commission (JRC)