About Me

I am an Associate Professor in the Department of Economics and Business at the Universitat Pompeu Fabra since 2017. I received my B.S. degree in Economics and Quantitative Methods in 2003 and Ph.D. degree in Statistics in 2007 from Università di Firenze. I was a Post-Doc Research Fellow at NYU Stern until 2011. Over the years I studied, visited and researched at the University of Reading, Monash University, UCSD and EUI.

My research interests include: Time Series, Forecasting, Network Analysis, Statistical Computing, Empirical Finance.

Info

Contact

Department of Economics and Business, Universitat Pompeu Fabra, Ramon Trias Fargas 25-27, Office 20-2E10, 08005, Barcelona, Spain

Current Research

  • Projected Dynamic Conditional Correlations
    with Jordi Llorens Terrazas
    download
  • Backtesting Global Growth-at-Risk
    with Andre B.M. Souza
    download

Publications

Other Stuff

Coding

I am big fan of Linux and I like to code. Over the years I have developed a number of packages (in particular in R). Most of the code I develop can be found on my github page

Vlab

While doing a post-doc at NYU I developed the vlab for on-line real time measurement and forecasting of financial volatility and correlations

Conference and Workshop Organization

Together with my colleagues at the Barcelona GSE I typically organize at least one workshop a year on themes in the neighborhood of econometrics and statistics within the Barcelona Summer Forum

Fun Stuff

I play the bass in the band The Bad Axes