Full Professor of Econometrics at University of Bologna since 2006. He has been affiliated with professorships at the University of Copenhagen (Institute of Mathematics; Department of Economics) and University of Aarhus (CREATES). He is also affiliated as research professor of economics to the Exeter Business School (UK), Department of Economics, and acting as research fellow of the Granger Centre for Time Series Econometrics, University of Nottingham. He has acted as president of the Italian Econometric Association (SIdE). He has published in several international top-journals, including Econometrica, Econometric Theory, Journal of Econometrics, Annals of Statistics. He is a co-editor of Econometric Theory, associate editor of the Journal of Econometrics, the Econometrics Journal and the Journal of Time Series Analysis.