Federico Carlini

Welcome! I'm Federico Carlo Eugenio Carlini and currently I'm an Assistant Professor at LUISS in Rome. Previously, I have been a Post Doctoral researcher at Universita' della Svizzera Italiana, Lugano under the supervision of Patrick Gagliardini. I obtained my PhD at Aarhus University in 2017 in Econometrics under the supervision of Niels Haldrup and Søren Johansen, writing a PhD thesis on fractional filters and fractionally cointegrated models. I got a MsC in Management Engineering at Politecnico di Milano and I wrote a master thesis on fractional integration and cointegration models under the supervision of Rocco Mosconi.

Nowadays, my  research interests are in the field of time series and panel data econometrics with a focus on fractional cointegration, static and dynamic factor models, machine learning, artificial intelligence and asset pricing.