CV

Teaching 

2026: Lecturer — Econometrics. Cattolica University. (Milan, Italy).

CONTENT SUMMARY

1. Linear regression models: specification, matrix notation, simulation, and estimation.

2. Geometry of least squares: projection methods, Frisch–Waugh–Lovell theorem, goodness of fit, and influential observations.

3. Statistical properties of OLS: unbiasedness, consistency, variance–covariance matrix, estimation accuracy, and model misspecification.

4. Hypothesis testing in linear regression: single and multiple restrictions, finite-sample and asymptotic inference.

5. Confidence intervals and robust inference: heteroskedasticity-robust and heteroskedasticity-and-autocorrelation-consistent covariance estimation.

6. Bootstrap methods: parametric and semiparametric bootstrap.

7. Instrumental variables: measurement error, simultaneous equations, identification, consistency, and IV estimation.

8. Generalized least squares and extensions: heteroskedasticity and autocorrelation testing, ARMA models, and panel data models (fixed effects, random effects, and between-groups estimation).

2025: Lecturer — Financial Data Science. Bocconi University. (Milan, Italy).

CONTENT SUMMARY

1. Foundations of time series analysis: forecasting principles and decision theory

2. AR, MA, and ARMA models: model selection, maximum likelihood estimation, and forecasting

3. Stationarity, unit roots, and spurious regressions

4. Volatility modeling: ARCH and GARCH models

5. Advanced univariate volatility models: non-Gaussian innovations, exogenous variables, estimation, inference, and forecasting

6. Realized variance

7. 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

1. Macroeconomic aggregates: GDP, national accounts, price indices, monetary aggregates, and public debt.

2. The long run: aggregate demand and supply, growth, savings and investment, inflation.

3. The short run: AD–AS model, Keynesian framework, fiscal multipliers, IS-MP model.

4. The medium run: Phillips curve, inflation expectations, NAIRU, steady state dynamics.

5. Market imperfections and institutions in macroeconomic equilibrium.

6. Macroeconomic policy: monetary and fiscal policy, debt sustainability, exchange rate regimes.

7. 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).