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SARTORE Domenico

 

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ricevimento aprile 2014 | office hours April 2014

Data pubblicazione: 01/04/2014

 

 Mercoledì    02    dalle ore  09.30 alle 10.30 (solo per le tesi)

                            dalle ore  10.30 alle 13.00

 Mercoledì    09   dalle ore    9.30 alle 10.30 (solo per le tesi)

                           dalle ore   10.30 alle 13.00

  Mercoledì   16   dalle ore   9.30 alle 10.30 (solo per le tesi)

                           dalle ore   10.30 alle 13.00

  Mercoledì   23   dalle ore   9.30 alle 10.30 (solo per le tesi)

                           dalle ore   10.30 alle 13.00

   Martedì      29   dalle ore   9.30 alle 10.30 (solo per le tesi)

                           dalle ore   10.30 alle 13.00

 

------------------------------------------ 

 Wednesday    02   from  14.30 to 15.30 (for graduation thesis only)

                                from  15.30 to 18.00 

Wednesday     09   from    9.30 to 10.30 (for graduation thesis only)

                                from  10.30 to 13.00

Wednesday     16   from    9.30 to 10.30 (for graduation thesis only)

                                from  10.30 to 13.00

Wednesday     23   from    9.30 to 10.30 (for graduation thesis only)

                                from  10.30 to 13.00

Tuesday           29   from    9.30 to 10.30 (for graduation thesis only)

                                from  10.30 to 13.00

 

Materiali I.S.A. Materiale Didattico

 




Didattica a.a. 2013/2014 suddivisa per corsi di laurea

[EM4] AMMINISTRAZIONE, FINANZA E CONTROLLO
[ET4] ECONOMIA E COMMERCIO
[EM50] ECONOMIA E FINANZA - ECONOMICS AND FINANCE

 


 

Per i ricevimenti vedi   ==>   AVVISI

Attività e competenze di ricerca

Settore Scientifico Disciplinare (SSD) di afferenza
Settore Scientifico Disciplinare (SSD) affine
Aree e linee di ricerca

Competenze di ricerca

specificazione di modelli econometrici in macroeconomia e finanza

Description
  • econometric model specification in macroeconomics and finance
Parole Chiave
  • Econometrics, Financial science, Economic policy
Codice ATECO
  • [72.20] - ricerca e sviluppo sperimentale nel campo delle scienze sociali e umanistiche

Ricerche sviluppate e in corso

Time Varying Parameters and Forecasting

SSD
  • SECS-P/05

Deciphering the Libor and Euribor Spreads during the Subprime crisis

SSD
  • SECS-P/05

Matrix-State Particle Filter for Wishart Stochastic Volatility Processes

SSD
  • SECS-P/05

Partilce Filter for Time Series Analysis

SSD
  • SECS-P/05
Altri membri del gruppo di ricerca

Business Cycle Analysis

SSD
  • SECS-P/05
Altri membri del gruppo di ricerca

Finanziamenti

Modelli Statistici multivariati per la valutazione dei rischi

Ente finanziatore
  • MIUR
Tipologia
  • PRIN
Ruolo nel progetto
  • PT
Data inizio
  • Anno: 2011 Durata mesi: 36
Altri membri del gruppo di ricerca

SYstemic Risk TOmography: Signals, Measurements, Transmission Channels, and Policy Interventions

Ente finanziatore
  • Commissione Europea 7mo Programma Quadro
Tipologia
  • Collaborative Project
Ruolo nel progetto
  • PT
Sito di progetto
  • http://syrtoproject.eu/
Data inizio
  • Anno: 2013 Durata mesi: 36
Altri membri del gruppo di ricerca

Aree geografiche in cui si applica prevalentemente l'esperienza di ricerca

Internazionale: Europa, America Settentrionale

Lingue conosciute

  • italiano (scritto: madrelingua, parlato: madrelingua)
  • inglese (scritto: intermedio, parlato: intermedio)
  • francese (scritto: base, parlato: base)

Partecipazione a comitati editoriali di riviste/collane scientifiche

Risec (Rivista internazionale di scienze economiche e commerciali); The European Journal of Finance

Partecipazione come referees di progetti di ricerca nazionali ed internazionali

Assessement of Eurostat projects: - FLASH, No.: IST-2000-26138 - BUSY, No.: IST-1999-12654 - SPIN, No.: IST-1999-10536 - VITAMIN S No: IST-2000-26341

Pubblicazioni per Anno

2013

  • L. Pelizzon, D. Sartore Deciphering the libor and euribor spreads during the subprime crisis, in NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, vol. 26, pp. 565-585 (ISSN 1062-9408) Link DOI (Articolo su rivista)
  • CASARIN R., SARTORE D., TRONZANO M. A Bayesian Stochastic Correlation Model for Exchange Rates, Advances in Latent Variables, Vita e Pensiero, pp. 1-6 (ISBN 9788834325568) (Articolo su libro)
  • Casarin R., Sartore D., Tronzano M. Bayesian Markov Switching Stochastic Correlation Models, in WORKING PAPER-DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE, vol. 11/WP/2013 (ISSN 1827-3580) (Working paper)

2012

  • M. Billio, M. Caporin, L. Pelizzon, D. Sartore CDS Industrial Sector Indices, credit and liquidity risk, Credit Portfolio Securitisations and Derivatives, John Wiley & Sons, pp. 104-123 (ISBN 9781119963967) (Articolo su libro)

2011

  • D. Sartore, F. Volo Esportazioni di beni del Friuli Venezia Giulia: dinamica del decennio 2001-2010 in AGENZIA REGIONALE DEL LAVORO E DELLA FORMAZIONE PROFESSIONALE - FRIULI VENEZIA GIULIA, Il mercato del lavoro in Friuli Venezia Giulia, Milano, Franco Angeli, pp. 87-99 (ISBN 9788856840247) (Articolo su libro)
  • V. Ballestra, S. Calliari, F. Volo, D. Sartore Friuli Venezia Giulia: quadro dell'economia regionale nel 2010 e tendenze future in AGENZIA REGIONALE DEL LAVORO E DELLA FORMAZIONE PROFESSIONALE - FRIULI VENEZIA GIULIA, Il mercato del lavoro in Friuli Venezia Giulia., Milano, Franco Angeli, pp. 59-86 (ISBN 9788856840247) (Articolo su libro)

2010

  • Bartolini C., Calliari S., Menin A., Sartore D. Friuli Venezia Giulia: quadro dell'economia regionale nel 2009 e tendenze future (Il contesto internazionale; Il contesto italiano; Il Friuli Venezia Giulia) in AGENZIA REGIONALE DEL LAVORO E DELLA FORMAZIONE PROFESSIONALE - FRIULI VENEZIA GIULIA, Il mercato del lavoro in Friuli Venezia Giulia. Rapporto 2010, Milano, Franco Angeli, pp. 59-87 (ISBN 9788856832440) (Articolo su libro)
  • M. Caporin, D. Sartore Use of classification techniques for time series, Eurostat (Rapporto di ricerca)

2009

  • CALLIARI S; MENIN A; SARTORE D. Friuli Venezia Giulia: quadro dell'economia regionale nel 2008 e tendenze future in AGENZIA REGIONALE DEL LAVORO E DELLA FORMAZIONE PROFESSIONALE - FRIULI VENEZIA GIULIA, Il mercato del lavoro in Friuli Venezia Giulia - Rapporto 2009, MILANO, Franco Angeli, vol. 1, pp. 59-87 (ISBN 9788856813241) (Articolo su libro)
  • L. Pelizzon, R. Vendramin, D. Sartore Deciphering the Libor and Euribor Spreads during the Subprime crisis (Working paper)

2008

  • SERGIO CALLIARI; ALBANO MENIN; SARTORE D. Friuli Venezia Giulia: quadro dell'economia regionale nel 2007 e tendenze future in AGENZIA REGIONALE DEL LAVORO E DELLA FORMAZIONE PROFESSIONALE, Il mercato del lavoro in Friuli Venezia Giulia - Rapporto 2008, MILANO, Franco Angeli, pp. 53-83 (ISBN 9788856800227) (Articolo su libro)

2007

  • BILLIO M; CASARIN R; SARTORE D. Bayesian Inference on Dynamic Models with Latent Factors in MAZZI G L; SAVIO G, Growth and Cycle in the Euro-zone, BASINGSTOKE, HANTS, Palgrave Macmillan, vol. 1, pp. 25-44 (ISBN 9780230007901) (Articolo su libro)
  • BILLIO M.; CASARIN R.; SARTORE D. Bayesian inference in dynamic models with latent factors, WORKING PAPER DEPARTMENT OF ECONOMICS, in WORKING PAPER-DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE, in Department of Economics, Ca' Foscari University of Venice, Working Paper, Dipartimento di Economia, Università Ca' Foscari Venezia, vol. 34/WP/2007, pp. 1-30 (ISSN 1827-3580) (Articolo su libro)
  • ALBANO MENIN; SARTORE D.; FRANCESCA VOLO Friuli Venezia Giulia: quadro dell'economia regionale nel 2006 e tendenze future in AGENZIA REGIONALE DEL LAVORO E DELLA FORMAZIONE PROFESSIONALE, Il mercato del lavoro in Friuli Venezia Giulia. Rapporto 2007, MILANO, Franco Angeli, pp. 31-54 (ISBN 9788846488626) (Articolo su libro)
  • CASARIN R.,SARTORE D. Matrix-state particle filters for Wishart stochastic volatility processes, Proceedings SIS, 2007 Intermediate Conference, Risk and Prediction, PADOVA, CLEUP Padova, vol. UNICO, pp. 399-409, Convegno: SIS, 2007 (ISBN 9788861290938) (Articolo in Atti di convegno)
  • CASARIN R; SARTORE D. Matrix-State Particle Filter for Wishart Stochastic Volatility Processes, Working paper Dipartimento di Scienze Economiche, Università di Venezia, vol. 30/WP/2007 (Working paper)

2006

  • CAPORIN M; SARTORE D. Methodological aspects of time series backcalculation, Working paper Dipartimento di Scienze Economiche, Università di Venezia, vol. WP 5606 (Working paper)

2005

  • CASARIN R; LAZZARIN M; PELIZZON L; SARTORE D. Relative benchmark rating and persistence analysis: Evidence from Italian equity funds, in EUROPEAN JOURNAL OF FINANCE, vol. 11/4, pp. 297-308 (ISSN 1351-847X) (Articolo su rivista)
  • CAPORIN M.; SARTORE D. Methodological Aspects of Time Series Back-Calculation, Methodological Aspects of Time Series Back-Calculation, EUROSTAT, pp. 1-25 (ISBN 9279013262) (Articolo su libro)

2004

  • BILLIO M.; CASARIN R.; SARTORE D. Bayesian inference in dynamic models with latent factors (Altro)
  • CAPORIN M; SARTORE D. Methodological aspects of time series backcalculation (Altro)

2003

  • BILLIO M.; SARTORE D. Stochastic Volatility Model: A Survey with Applications to Option Pricing and Value at Risk in DUNIS C.; LAWS J.; NAIM P., Quantitative Methods for Trading and Investment, John Wiley, pp. 239-291 (ISBN 9780470848852) Link DOI (Articolo su libro)
  • BILLIO M.; CASARIN R.; SARTORE D. Bayesian inference in dynamic models with latent factors, in Working Paper, EUROSTAT, Office for Official Publications of the European Communities (ISBN 9289468343) (Working paper)
  • CASARIN R; LAZZARIN M; PELIZZON L.; SARTORE D Relative Benchmark Rating and Persistence Analysis: Evidence from Italian Equity Funds, pp. 1-24 (Working paper)
  • SARTORE D.; TREVISAN L; TROVA M; VOLO F Euro/Dollar Exchange Rates: A Multy-Country Structural Monthly Econometric Model for Forecasting (Altro)

2002

  • SARTORE D.; TREVISAN L.; TROVA M.; VOLO F. Dollar/Euro Exchange Rate: A Monthly Econometric Model for Forecasting, in EUROPEAN JOURNAL OF FINANCE, vol. 8/4, pp. 480-501 (ISSN 1351-847X) (Articolo su rivista)
  • BISON G.; PELIZZON L.; SARTORE D. La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati, in MONETA E CREDITO, vol. 56/217, pp. 55-75 (ISSN 0026-9611) (Articolo su rivista)
  • SARTORE D.; ESPOSITO M. The EURO - What's in the Future?, in EUROPEAN JOURNAL OF FINANCE, vol. 8/4, pp. 346-351 (ISSN 1351-847X) (Articolo su rivista)

2001

  • BILLIO M.; SARTORE D; G. BISON; A. GIACOMELLI; L. PELIZZON Dynamic derivative use and accounting information (Altro)
  • BILLIO M.; PELLIZZON L.; SARTORE D. The European Single Currency and the Volatility of European Stock Markets, vol. 0102 (Altro)

2000

  • BILLIO M.; SARTORE D.; TOFFANO C. Combining forecasts: some results on exchange and interest rates, in EUROPEAN JOURNAL OF FINANCE, vol. 6/2, pp. 1-20 (ISSN 1351-847X) (Articolo su rivista)
  • GRAVA T.; PELIZZON L.; SARTORE D. La style Analysis nel mercato Azionario Italiano, in RIVISTA ITALIANA DEGLI ECONOMISTI, vol. 3, pp. 387-412 (ISSN 1593-8662) (Articolo su rivista)
  • BILLIO M.; CASARIN R.; MEHU C.; SARTORE D. Investment Styles in the European Equity Market in C. DUNIS (EDITOR), Advances in Quantitative Asset Management, DORDRECHT, Kluwer Academic P., pp. 61-88 (ISBN 9780792377788) (Articolo su libro)

1999

  • BILLIO M.; SARTORE D.; TIOZZO C.L. Modelli neurali artificiali geneticamente evoluti per trading system su strumenti derivati, in AMMINISTRAZIONE & FINANZA, vol. 23 (ISSN 1971-5013) (Articolo su rivista)
  • DALAN D.; SARTORE D. L'analisi tecnica e i modelli GARCH in D. SARTORE (EDITOR), Gli strumenti derivati, MILANO, IPSOA, pp. 117-128 (ISBN 882171165X) (Articolo su libro)
  • CAPPELLINA L.; SARTORE D. L'analisi tecnica e la previsione econometrica, Gli strumenti derivati, IPSOA, pp. 93-105 (ISBN 882171165X) (Articolo su libro)
  • BILLIO M.; SARTORE D. La combinazione di previsioni in Sartore D., Gli strumenti derivati, IPSOA, pp. 109-113 (ISBN 882171165X) (Articolo su libro)
  • GIACOMELLI A.; SARTORE D.; TROVA M. Opportunità di arbitraggio nel mercato del BTP Future: Una verifica empirica in SARTORE D., Gli Strumenti Derivati, MILANO, IPSOA, pp. 155-161 (ISBN 882171165X) (Articolo su libro)
  • GIACOMELLI A.; SARTORE D. Alcuni aspetti inferenziali del filtro di Kalman applicato ai modelli a parametri variabili (Altro)

1997

  • BILLIO M.; CAPPELLINA L.; SARTORE D. Cicli e cambiamenti di regime negli indici azionari italiani, in QUADERNI DI STATISTICA E MATEMATICA APPLICATA ALLE SCIENZE ECONOMICO-SOCIALI, vol. 17/1-2-3 (Articolo su rivista)

1986

  • S. Calliari, C. Carraro, D. Sartore Instruments and Intermediate Targets of Monetary Policy, in JOURNAL OF ECONOMIC DYNAMICS & CONTROL, vol. 10(1-2), pp. 175-184 (ISSN 0165-1889) (Articolo su rivista)

Curriculum di Domenico SARTORE

Curriculum vitae of Domenico SARTORE

(update:03/05/2013)

 

Personal information

 

Name

Domenico SARTORE

 

Address

Dipartimento di Economia

Università Ca’ Foscari Venezia

San Giobbe, 873

30121 Venezia

 

Telephone

+39 041 234 9186 Dipartimento di Economia

+39 041 523 8178 GRETA Associati

 

Fax

+39 041 528 6166

 

E-mail

sartore@unive.it

 

Web page

http://venus.unive.it/sartore

 

Nationality

Italian

 

Date of birth

3 November 1946

 

Sex

Male

 

 

 

Work experience

 

Current:

Dates (from-to)

January 1997 to present

Name and address of employer

Venice, Italy. International University (until 2003) Ca’ Foscari University of Venice, Italy. (from 2003 to present) –International Master in Economics and Finance (IMEF)

Type of business or sector

Scientific research and university teaching

Occupation or position held

Professor of Econometrics and Quantitative Methods for Finance

Main activities and responsibilities

From 2008 to present, General Manager of IMEF

 

Current

Dates (from-to)

November 1989  to present

Name and address of employer

Ca’ Foscari University of Venice, Italy.

Type of business or sector

University

Occupation or position held

Full Professor

Main activities and responsibilities

 Econometrics and Advanced Econometrics professor

 

Past experience 1:                     

Dates (from-to)

November 1986 to October 1989

Name and address of employer

University of Padua

Type of business or sector

University

Occupation or position held

Full Professor

Main activities and responsibilities

Econometrics and Advanced Econometrics professor

 

Past experience 2:                     

Dates (from-to)

November 1983 to October 1986

Name and address of employer

Ca’ Foscari University of Venice, Italy.

Type of business or sector

University

Occupation or position held

Associate Professor

Main activities and responsibilities

Professor of Econometrics

 

Past experience 3:                     

Dates (from-to)

November 1979 to October 1983

Name and address of employer

University of Milan

Type of business or sector

University

Occupation or position held

Lecturer

Main activities and responsibilities

 Lecturer of Econometrics

 

Past experience 4:                     

Dates (from-to)

November 1974 to October 1979

Name and address of employer

Ca’ Foscari University of Venice, Italy.

Type of business or sector

University

Occupation or position held

Assistant Professor

Main activities and responsibilities

Assistant Professor of Statistics

 

Past experience 5:                     

Dates (from-to)

November 1973  to October 1974

Name and address of employer

Ca’ Foscari University of Venice, Italy.

Type of business or sector

University

Occupation or position held

Lecturer

Main activities and responsibilities

Lecturer of Statistical Analysis of Time Series

 

 

Education and training

 

• Dates (from – to)

October 1965 – March 1970

• Name and type of organisation providing education and training

Ca’ Foscari University of Venice, Italy.

• Principal subjects/occupational

skills covered

Economics

• Title of qualification awarded

Laurea in Economia e Commercio

• Level in national classification

(if appropriate)

degree


 

Personal skills and competences

Acquired in the course of life and career but not necessarily covered by formal certificates and diplomas.

 

Mother tongue

Italian

 

Other languages

 

English

 

Excellent

Good

Basic

Reading skills

 

 

X

 

Writing skills

 

 

X

 

Verbal skills

 

 

X

 

 

French

 

Excellent

Good

Basic

Reading skills

 

 

X

 

Writing skills

 

 

 

X

Verbal skills

 

 

 

X

 

additional information

 

Other work experiences

§  1988: Visiting Professor at the University of California Los Angeles (UCLA)

§  1986: Visiting fellow at the CORE, Louvain, Belgium

§  1980: Visiting fellow at the University of Warwick (GB)

§  1975-76: Researcher at the London School of Economics and Political Science

§  1970-74: Researcher at the Ca’ Foscari University of Venice, Italy.

 

TEACHING EXPERIENCE IN STATISTICS AND ECONOMETRICS

 

Administrative Duties

§  2009-2012 member of the steering committee of the Società Italiana di Econometria (SIdE)

§  2010: past president of the Società Italiana di Econometria (SIdE)

§  2009: president of the Società Italiana di Econometria (SIdE)

§  2007-2012: Director  of the Centro Interuniversitario di Econometria (CIdE)

§  Since 2008: Director of the International Master in Economics and Finance (IMEF)

§  2006-2008: Vice-Director  of the International Master in Economics and Finance (IMEF)

§  1995-2008: Member of Scientific Committee of the Centro Interuniversitario di Econometria (CIdE)

§  1999-2002: Vice-Dean of Faculty of Economics at the Ca’ Foscari University of Venice, Italy.

§  1994-97: Chairman of Department of Economics at the Ca’ Foscari University of Venice, Italy.

§  1990-93: Dean of Faculty of Economics at the Ca’ Foscari University of Venice, Italy.

§  Since 1990: President of GRETA Associati

 

Editorial Activity

Member of Editorial Board of:

§  The European Journal of Finance (EJF)

§  International Review of Economics and Business (RISEC)

§  Rivista di Politica Economica

 

Coordination and administration of research projects and budgets

European Union Research Programmes

2009: Scientific Responsible for GRETA Associati of Eurostat Projects: “Use of Classification Techniques for Time Series”.

2005-2007: Scientific Responsible for GRETA Associati of EUROSTAT project: “Compilation, supervision, quality assessment and management process of longer time series for the euro-zone PEEIs”.

2006:            Scientific Responsible for GRETA Associati of EUROSTAT project: “Common estimation guidelines for PEEIs”.

2006:            Scientific Responsible for GRETA Associati of EUROSTAT project: “Common guidelines for back-recalculation of PEEIs”.

2000-2003: Scientific Coordinator for GRETA Associati of the EUROSTAT Project:  “Information and Communication Technologies for the Community Statistical System, Research and Development, Methods and Data Analysis, Statistical Indicators for Euro-Zone Business Cycle Analysis”. In particular direct analysis was performed on:

Ø  Methodology for back-recaculation

Ø  Methodology for flash estimates

1995-97:       Scientific Director for GRETA Associati (Venice, Italy.) and Co-ordinator TACIS ACE Programme- DGII (Contract n. T94-1026-R) titled: Financial Optimisation in the New Independent States Financial Institutions. Partners: Imperial College (London), University of Kiev (Ukraine), University of Kazan (Russia).

1993-95:       Scientific Director for GRETA Associati (Venice, Italy.) and Co-ordinator of the HCM Programme - DG XII - (Contract n. CHRXCT930238) titled: A Comparison of Econometric Techniques for Inference Based on Financial Data: Theory and Applications. Partners: London Business School (London), Tilburg University (Tilburg, The Netherlands), Universidad Carlos III (Madrid), CREST-INSEE (Paris).

 

Evaluation Activities

  • 2007-2013: Participation to Monitoring and Evaluation for the European Social Fund, , Regione Veneto (Italy), Programme 2007-2013.
  • 2007-2013: Evaluation of the Operational Programme Interreg IV Italy Austria
  • 2000-2006: Quantification of the Impact Indicators for Italy Austria
  • 2000-2006: Participation to monitoring and evaluation for the European Regional Development Fund (ERDF), Regione Veneto (Italy), Objective 2 Programme 2000-2006.
  • 2001: Evaluator, FLASH Project, Eurostat
  • 1994-1999: Participation to monitoring and evaluation for the European Regional Development Fund (ERDF), Regione Veneto (Italy), Objective 2 Programme 1994-99.

 

Conference Organisation

§  20123: Chairman of the Organizing Committee of the International Conference CREDIT 2013: Risk, Regulation and Opportunities in an Increasingly Interconnected World, 26-27 September 2013, Venice, Italy. (http://www.greta.it/credit/credit2013/credit2013.htm).

§  2012: Chairman of the Organizing Committee of the International Conference CREDIT 2012: Sovereign Risk and its Consequences for Financial Markets, Institutions and Regulation, 27-28 September 2012, Venice, Italy. (http://www.greta.it/credit/credit2012/credit2012.htm).

§  2011: Chairman of the Organizing Committee of the International Conference CREDIT 2011: Stability of the Financial System and Risk Control in Banking, Insurance and Markets, 29-30 September 2011, Venice, Italy. (http://www.greta.it/credit/credit2011/credit2011.htm).

§  2010: Chairman of the Organizing Committee of the International Conference CREDIT 2010: Credit Risk, Systemic Risk, and Large Portfolios, 30 September-1 October, Venice, Italy. (http://www.greta.it/credit/credit2010/credit2010.htm).

§  2009: Chairman of the Organizing Committee of the International Conference CREDIT 2009: Credit Risk, Financial Crises, and Macroeconomy, 24-25 september, Venice, Italy. (http://www.greta.it/credit/credit2009/credit2009.htm).

§  2008: Chairman of the Organising Committee of the International Conference CREDIT 2008: Liquidity and Credit Risk, 22-23 September, Venice, Italy. (http://www.greta.it/credit/credit2008/credit2008.htm).

§  2007: Chairman of the Organising Committee of the International Conference CREDIT 2007: Credit Ratings, 27-28 September, Venice, Italy. (http://www.greta.it/credit/credit2007/credit2007.htm).

§  2006: Chairman of the Organising Committee of the International Conference CREDIT 2006: Risks in Small Business Lending, 25-26 September, Venice, Italy. (http://www.greta.it/credit/credit2006/credit2006.htm).

§  2005: Chairman of the Organising Committee of the International Conference CREDIT 2005: Counterparty Credit Risk, 22-23 September, Venice, Italy. (http://www.greta.it/credit/credit2005/credit2005.htm).

§  2005: Member Scientific Committee and local organiser, Journal of Applied Econometrics Conference: Changing Structures in International  and Financial Markets and the Effects on Financial Decision-Making, 2-3 June, Venice, Italy. (http://www.greta.it/jae/jae.htm).

§  2005: Chairman of the Organising Committee for the Italian Congress of Econometrics and Empirical Economics, 24-25 January, Venice, Italy. (http://www.cide.info/conf/congress.php).

§  2004: Chairman of the Organising Committee of the International Conference CREDIT 2004: Validation of the Credit Risk Models, 30 September–1 October, Venice, Italy. (http://www.greta.it/credit/credit2004/credit2004.htm).

§  2003: Chairman of the Organising Committee of the International Conference CREDIT 2003: Dependence Modelling for Credit Portfolios, 22-23 September, Venice, Italy. (http://www.greta.it/credit/credit2003/credit2003.htm).

§  2002: Chairman of the Organising Committee of the International Conference CREDIT 2002: Assessing the Risk of Corporate Default, 19-20 September 2002, Venice, Italy. (http://www.greta.it/credit/credit2002/credit.htm).

§  2001: Local organizer Econometric Society Winter Meeting, January, Venice, Italy.

§  2000:Chairman of the Organising Committee of the International Joint Meeting on: The Euro - What's in the Future?, 8-9 June, Venice, Italy. (http://www.greta.it/euromeeting/index.html)

§  1985: Chairman of the Organising and Scientific Committee of the International Conference on Economic Policies and Control Theory, 29 January - 1 February, Venice, Italy.

 

GRANTS, HONORS AND AWARDS

1974: “Gaspare Campagna” Research Grant for two years research fellowship at the London School of Economics, supported by the Cassa di Risparmio di Venezia

 

RESEARCH INTERESTS

state-space models, kalman filtering and models with time varying coefficients, tests of specification, causality and exogeneity, methods of control and analysis of economic policy, econometric modelling, models with heteroskedastic variance, time series analysis, analysis of series of financial markets, prediction theory and forecasting methods, econometric methods for finance

 


 

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