Dissertation topics suggested by the teacher.
The following are the MSc thesis and PhD projects I have supervised or I am presently supervising.
MSc thesis
- Nowcasting in the Euro Area via matrix factor models
- Modeling multiple-seasonality patterns with tensor factor models
- The euro area output gap(s)
- 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
PhD projects
- Factor models for non-stationary data with heavy tails
- Sub-sampling methods for factor models
- Non-stationary dynamic factor models
- Quantile factor models and growth at risk
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
