SARTORE Domenico

Position Professor Emeritus
Telephone 041 234 9186
E-mail sartore@unive.it
Fax 041 234 9176
Website www.unive.it/persone/sartore (personal record)
 http://venus.unive.it/sartore
Office Department of Economics
Sito web struttura: http://www.unive.it/dep.economics

Activities and research skills

General information

Scientific sector (SSD) ECONOMETRIA [SECS-P/05]
Settore Scientifico Disciplinare (SSD) affine ECONOMIA POLITICA [SECS-P/01]
Geographic areas in which the research experience mainly applies Internazionale: Europa, America Settentrionale
Known languages italiano (scritto: madrelingua parlato: madrelingua)
inglese (scritto: intermedio parlato: intermedio)
francese (scritto: base parlato: base)
Participation in editorial boards of scientific journals/book series Risec (Rivista internazionale di scienze economiche e commerciali); The European Journal of Finance
Participation as referees of national and international research projects 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
Areas and research fields Area: Economia Linea: Not-for-profit - Modelli e metodi
Area: Economia Linea: Settori finanziari - modelli e metodi
Area: Economia Linea: Sistema economico - modelli e metodi
Area: Matematica Linea: Metodi matematici dell’economia
Area: Statistica Linea: Not-for-profit - Modelli e metodi
Area: Statistica Linea: Sistema economico - modelli e metodi

Research skills

specificazione di modelli econometrici in macroeconomia e finanza

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

Quantitative Finance

Completed and pending researches

Business Cycle Analysis

SSD SECS-P/05
Other members of the research group Monica BILLIO
Roberto CASARIN
Loriana PELIZZON

Deciphering the Libor and Euribor Spreads during the Subprime crisis

SSD SECS-P/05

Fund Ratings: The method reconsidered

Matrix-State Particle Filter for Wishart Stochastic Volatility Processes

SSD SECS-P/05

Partilce Filter for Time Series Analysis

SSD SECS-P/05
Other members of the research group Monica BILLIO
Roberto CASARIN

Time Varying Parameters and Forecasting

SSD SECS-P/05

Funds

Modelli Statistici multivariati per la valutazione dei rischi

Funding body MIUR
Type PRIN
Role in the project PT
Starting date Year: 2011 Length in months: 36
Other members of the research group Monica BILLIO
Roberto CASARIN
Marcella LUCCHETTA
Guido Massimiliano MANTOVANI
Francesca PARPINEL
Loriana PELIZZON
Claudio PIZZI

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

Funding body Commissione Europea 7mo Programma Quadro
Type VII Programma Quadro - Cooperation
Role in the project PT
Sito di progetto http://syrtoproject.eu/
Starting date Year: 2013 Length in months: 36
Other members of the research group Diana BARRO
Monica BILLIO
Roberto CASARIN
Fulvio CORSI
Gloria GARDENAL
Marcella LUCCHETTA
Martina NARDON
Antonio PARADISO
Loriana PELIZZON