Luca Margaritella

Luca Margaritella is an Associate Senior Lecturer at the Department of Economics, Lund University. His research focuses on Econometrics, High-Dimensional Statistics, and Time Series Analysis, with a particular emphasis on advanced statistical modeling and inference techniques.

Research Interests: His work addresses challenges in high-dimensional econometric modeling, including factor models, Granger causality testing, and common correlated effects (CCE) in panel data. Key subfields include Least Square Estimation, Sparse Idiosyncratic Components, and Principal Component Analysis.

Recent Publications (2025–2023): His 2025 articles on Precision Least Squares and Sparse VAR Factor Models highlight trends in high-dimensional econometric modeling. Recent 2024 contributions focus on forecast accuracy and global bank network analysis, while 2023 studies explore climatic attribution and non-stationary VARs.

Academic Activities: He actively organizes workshops and seminars, including the FEM seminar series, and collaborates internationally on economic and financial topics.