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 acting as research fellow of the Granger Centre for Time Series Econometrics, affiliated to the University of Nottingham, and 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 Econometrics Journal and the Journal of Time Series Analysis.