Laurea (la Sapienza), PhD (Lancaster)
University of Canterbury
Private Bag 4800
Christchurch, NEW ZEALAND
Telephone: +64 3 364 2463
Office: Erskine Building, Room 722
Office Hours: Monday 3-4; Wednesday 3-4
I was born in Rome where in 1992 I obtained a laurea cum laude in economics from the University of Rome "la Sapienza" with a dissertation in statistics. Immediately after graduating I joined the Osservatorio e Centro Studi Monetari (OCSM): an economic research center within the University LUISS. In the two years there I built, jointly with Mario Tirelli, an econometric model for the Italian monetary economy. In 1994 I moved to Lancaster University where, in 1999, I was awarded a PhD in Mathematics with a thesis in multivariate time series under the supervision of Granville Tunnicliffe Wilson and Stuart Coles. Before the official graduation (February 1999) I took up a lectureship in this school where I am now an associate professor. I held visiting positions at: University of Naples "Federico II"; 3rd University of Rome; University of Pau and Pays de l'Adour and University of Rome "La Sapienza". In 2013 I served on the New Zealand consumer price index advisory committee. I currently coordinate the programme in Financial Engineering.