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Matteo Barigozzi

Professore ordinario

Dipartimento di Scienze Economiche

Settore scientifico disciplinare: SECS-P/01 ECONOMIA POLITICA

Temi di ricerca

Parole chiave: 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