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Matteo Barigozzi

Full Professor

Department of Economics

Academic discipline: SECS-P/01 Economics


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, DSGE
  • Financial econometrics: volatility forecasts, networks
  • Statistical inference: testing in high-dimensions

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