CV
Research Interests
Cryptocurrency modelling and forecasting, Time series analysis, State space models, Bayesian analysis, Financial econometrics, Empirical finance, Sequential Monte Carlo methods, Spectral analysis, Computational economics, DSGE models.
Current Position
Associate Professor in Business Statistics
University of Rome ’Tor Vergata’, Dipartimento di Economia e Finanza.
Previous Positions
Lecturer in Economics at the School of Economics of the University of Kent, based in Canterbury. From 1 August 2013 to 9 November 2016.
CREATES International Research Fellows, Aarhus University. PostDoc researcher at CREATES, Department of Economics and Business, Aarhus University. From January 2011 to July 2013.
Research fellow at University of Perugia, Department of Statistics. From 1 April 2010 to 31 December 2010.
Education
PhD in Econometrics and Empirical Economics, University of Rome ”Tor Vergata” - Faculty of Economics. Advisor: Prof. Tommaso Proietti.
MSc in Finance, ISTAO, Ancona
Laurea-Degree (1st-2nd level) in Economics, University of Tuscia - Faculty of Economics.
Professional Experience
Advisor for Eurostat. Euromind project: Production of a coincident version of monthly indicators of economic activity for the euro area and Members States. From April 2010 to December 2012.
Asset Manager at Banca delle Marche from 23/12/2004 to 31/08/2006. Jesi (Ancona).