Stefano Soccorsi

Stefano Soccorsi is a Senior Lecturer in Financial Economics at Lancaster University Management School's Department of Economics. He holds a PhD in Economics and Finance from Sapienza University of Rome (2015), an MSc in Econometrics from the University of Southampton, and MSc/BSc degrees in Statistics and Economics from Sapienza. Before joining Lancaster in 2017, he worked at the University of Bristol and ECARES (Université libre de Bruxelles). His research focuses on dynamic factor models, forecasting, macroeconometrics, time series analysis, financial econometrics, and dynamic macroeconomics.

Education:

• PhD in Economics and Finance, Sapienza University of Rome (2015)
• MSc in Econometrics, University of Southampton
• MSc and BSc in Statistics and Economics, Sapienza University of Rome

Research interests include advanced econometric methodologies applied to macroeconomic and financial systems. He explores structural shocks in macroeconomic frameworks, time-varying parameters in factor models, and systemic risk measurement. His work bridges theoretical econometric innovation with practical applications in forecasting and policy analysis.

Publications span high-impact journals like the American Economic Journal: Macroeconomics, Journal of Empirical Finance, and Journal of Econometrics. He actively participates in conferences such as the Quantitative Finance and Financial Econometrics International Conference and the International Association for Applied Econometrics meetings.

Advising: Supervises PhD student Maria Carvalho. Research affiliations include the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy, and the Macroeconomics and Financial Markets group. His teaching spans graduate-level courses on market risk forecasting, macroeconomics, and econometrics.