Short CV/Education and training

EDUCATIONAL BACKGROUND:

  • 1995
    Bologna University, Bologna (Italy), B.A. with distinction, Economics

  • 1996
    Bocconi University, Milan (Italy), M.A. with distinction, Economics

  • 1999
    Bologna University, Bologna (Italy), Ph.D. Economics

  • 2001
    Princeton University, Ph.D. Economics.Dissertation title: “Essays in Long Horizon Testing and Predictive Ability in the Presence of High Persistence with Applications to International Macroeconomics”Committee: Mark Watson (Chair), Kenneth Rogoff, Bo Honore’ and Elie Tamer

ACADEMIC POSITIONS:

  • 2001 – 2008
    Assistant Professor, Dept. of Economics, Duke University

  • 2008 – 2012
    Associate Professor (with Tenure), Duke University

  • 2012 – 2014
    Visiting Professor, Duke University

  • since 2012
    ICREA Professor at University of Pompeu Fabra

  • since 2012
    Barcelona GSE Affiliated Professor

  • since 2012
    CREI Research Associate

VISITING POSITIONS:

  • 2004
    Visiting Researcher, Dept. of Economics, Concordia University

  • 2004
    Visiting Researcher, Department of Economics, UCSD

  • 2005
    Visiting Researcher, Atlanta Fed

  • 2005
    Visiting Researcher, University of Montreal, Canada

  • 2007
    Visiting Researcher, ENSAE-CREST, France

  • 2009
    Visiting Researcher, University of California, Berkeley Spring

  • 2010
    Visiting Researcher, Philadelphia Fed

  • 2012
    Visiting Researcher, St. Louis Fed

  • 2012
    Visiting Researcher, Philadelphia Fed

  • 2012
    Visiting Researcher, University of New South Wales (Sydney)

  • 2014
    Visiting Researcher, Philadelphia Fed

Selected publications

  • “Do DSGE Models Forecast More Accurately Out-of-Sample than Reduced-Form

    Models?”, with R. Gürkaynak and Burçin Kısacıkoğlu. In: T. Fomby, L. Kilian and A.

    Murphy (eds.), “VAR Models in Macroeconomics – New Developments and Applications:

    Essays in Honor of Christopher A. Sims”, Advances in Econometrics vol. 32, 2013, 27-80. (Also CEPR Discussion Paper 9576)

  • “Conditional Predictive Density Evaluation in the Presence of Instabilities”, with T. Sekhposyan. Journal of Econometrics 177(2), December 2013, 199-212.

  • “Exchange Rate Predictability”, Journal of Economic Literature 51(4), December 2013,1063–1119. (Also CEPR Discussion Paper 9575, July 2013)

  • “Advances in Forecasting in Unstable Environments”, Handbook of Economic Forecasting Vol. 2B, G. Elliott and A. Timmermann eds., Elsevier-North Holland, July 2013.

  • “Evaluating Predictive Densities of US Output Growth and Inflation in a Large

    Macroeconomic Data Set”, with T. Sekhposyan. International Journal of Forecasting 30(3), July-September 2014, 662–682.

  • “Forecast Rationality Tests in the Presence of Instabilities, With Applications to

    Federal Reserve and Survey Forecasts”, with T. Sekhposyan. Journal of Applied Econometrics,forthcoming.

  • “Model Comparisons in Unstable Environments”, with R. Giacomini, International

    Economic Review, forthcoming, May 2016. Older versions available as: Economic Research

    Initiatives at Duke (ERID) Working Paper No. 30, Duke University and Barcelona GSE Working Paper No. 1437.

  • “Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions”, with T. Sekhposyan, American Economic Review Papers & Proceedings,

    forthcoming.



Complete list of publications

Membership in scientific bodies/juries

  • Editor, Journal of Applied Econometrics, 2015-2017

  • Associate Editor, Quantitative Economics, 2013-2015

  • Associate Editor, Journal of Business and Economic Statistics, 2008-2013

  • Associate Editor, Journal of Applied Econometrics, 2009-2014

  • Associate Editor, Journal of Economic Dynamics and Control, 2008-2014

  • CEPR Fellow, 2008-2016

  • CEPR Business Cycle Dating Committee Member, 2012-2014

  • Research Fellow, Centre for Applied Financial Economics, USC, since 2012

  • International Association for Applied Econometrics, Director, since 2013

  • European Standing Committee of the Econometric Society, Member, 2015-2017

Additional qualifications


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