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Matteo Barigozzi

Full Professor

Department of Economics

Academic discipline: SECS-P/01 Economics

Research

Keywords: Time series econometrics Macroeconometrics Financial Econometrics Statistical Inference

  • Time series econometrics: factor models, structural time series, change-points, stochastic trends
  • Macroeconometrics: business cycle indicators, policy analysis
  • Financial econometrics: risk management, network methods
  • Statistics: high-dimensional inference

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