معرفی
Matteo Barigozzi is a Full Professor in the Department of Economic Sciences at the University of Bologna. He holds a PhD in Economics and Management from Scuola Superiore Sant'Anna and a Physics degree from the University of Milan. Previously, he was an Associate Professor at the London School of Economics (LSE) and held post-doctoral positions at Université libre de Bruxelles and the Max Planck Institute. His research focuses on econometrics, dynamic factor models, high-dimensional data analysis, and macroeconomic policy. He has developed influential methodologies for analyzing large datasets and their applications in economics and finance.
Education:
- PhD in Economics and Management, Scuola Superiore Sant'Anna (2008)
- Master's in Physics, University of Milan (2002)
- Advanced Studies in Mathematical Modelling at ICTP Trieste (2003)
Research Interests: Dr. Barigozzi specializes in dynamic factor models, high-dimensional time series analysis, and their applications to macroeconomic and financial systems. His work bridges econometric theory and practical policy analysis, with contributions to output gap measurement, monetary policy effects, and energy demand forecasting. Recent projects emphasize robustness in factor models and network-based approaches.
Articles Trends: His recent work emphasizes methodological advancements in factor models, including tail-robust estimation, tensor factor models, and dynamic network autoregressions. Applications span euro area economic policy, energy systems, and financial volatility analysis.
Awards: No specific awards listed, but recognized for contributions to econometric methodology.
Advising/Grants: Active in academic advising and research grants, though specific details are not provided in the text.
Labs/Teams: Affiliated with CREST (ENSAE) and ECARES (ULB). Collaborates with institutions like the Federal Reserve Board and Sciences Po.
