Matteo Barigozzi

Full Professor

Department of Economics

Academic discipline: ECON-01/A Economics

Coordinator of PhD Programme in 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