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Painting made by James Pollock.
Teaching
Teaching
2025: Lecturer — Financial Data Science. Bocconi University. (Milan, Italy).
CONTENT SUMMARY
Foundations of time series analysis: forecasting principles and decision theory
AR, MA, and ARMA models: model selection, maximum likelihood estimation, and forecasting
Stationarity, unit roots, and spurious regressions
Volatility modeling: ARCH and GARCH models
Advanced univariate volatility models: non-Gaussian innovations, exogenous variables, estimation, inference, and forecasting
Realized variance
Machine learning methods for finance: Decision trees and random forests. Support vector machines (classification and regression). Artificial neural networks.
2025: Lecturer — Macroeconomics. Cattolica University. (Milan, Italy).
CONTENT SUMMARY
Macroeconomic aggregates: GDP, national accounts, price indices, monetary aggregates, and public debt.
The long run: aggregate demand and supply, growth, savings and investment, inflation.
The short run: AD–AS model, Keynesian framework, fiscal multipliers, IS-MP model.
The medium run: Phillips curve, inflation expectations, NAIRU, steady state dynamics.
Market imperfections and institutions in macroeconomic equilibrium.
Macroeconomic policy: monetary and fiscal policy, debt sustainability, exchange rate regimes.
Financial crises and recent macroeconomic developments.
2023: Teaching Assistant — Macroeconomics. LUISS University. (Rome, Italy).
2022: Teaching Assistant — Macroeconomics. Roma Tre University. (Rome, Italy).
2021: Teaching Assistant — Microeconomics and Macroeconomics. Roma Tre University. (Rome, Italy).
Referee Report
Referee Report
Journal of Economic Dynamics and Control. International Journal of Forecasting. Journal of International Money and Finance. International Review of Economics and Finance. International Economics. Statistical Methods & Applications. Cogent Economics & Finance. Economics Change and Restructuring. SINAPPSI - Scientific Journal of the National Institute for Public Policy Analysis.
References
References
Massimo Guidolin (Bocconi University) massimo.guidolin@unibocconi.it
Antonio Afonso (ISEG. Lisbon University) aafonso@iseg.ulisboa.pt
Jerome Creel (OFCE. ESCP Business School) jerome.creel@sciencespo.fr
Francesco Giuli (Roma Tre University) francesco.giuli@uniroma3.it
CV
CV
You can find my CV here.
CV (3).pdfPage updated
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