Dissertation topics suggested by the teacher.
The following are some of the MSc thesis I have supervised or I am presently supervising.
MSc thesis
- Nowcasting in the Euro Area via matrix factor models
- Time-varying dynamic factor models: estimation and forecasting
- Modeling multiple-seasonality patterns with tensor factor models
- Estimation of the exchange rate pass-through using dynamic factor models
- Machine learning for predicting banks’ default probability: prediction accuracy and savings in regulatory capital
Recent dissertations supervised by the teacher.
Second cycle degree programmes dissertations
- Dynamic Matrix Factor Models and the EM Algorithm: A Nowcasting Framework for Mixed Frequency Data in Euro Area
- Estimating the Output Gap of EA countries with a Dynamic Factor Model
- Predicting Energy Demand with Matrix and Tensor Factor Models
- Time-Varying Dynamic Factor Models:
Estimation and Forecasting
PhD programmes thesis
- Three essays in empirical macroeconomics
