Teaching
Current courses — Georgetown University
Master in Economics program, Department of Economics.
- Fall, 2018–presentFinancial Econometrics (ECON 5811-01, formerly ECON 593)
- Spring, 2019–2024Macroeconometrics (ECON 587)
Course materials
Slides, notes, and other materials, carried over from the previous site.
Short courses & guest teaching (selected)
- 2015Segment, Ph.D. Econometrics course, Georgetown University
- 2015Minicourse, Economics Department, Indiana University, Bloomington
- 2014Bayesian econometrics and forecasting, International School of Central Banking, Central Bank of Turkey
- 2013Bayesian non-linear VARs, National Bank of Austria
- 2013Bayesian macromodels, Banco Central do Brasil
- 2013Bayesian econometrics, Deutsche Bundesbank
- 2011Bayesian estimation of DSGE models, Ministry of Finance, Government of Poland, Warsaw
- 2010–2011Bayesian estimation of Markov Switching, state-space and DSGE models, European Central Bank
- 2009Module on estimation of term structure models, Ph.D. Program, Goethe Universität, Frankfurt
- 2009Course in Bayesian estimation, European Central Bank
- 2008Course in Bayesian estimation of DSGE models, Institute for Advanced Studies, Vienna
- 2006Introduction to Bayesian Econometrics (with N. Polson), Ph.D. Programme, Bocconi University, Milan
- 2004Structural VARs module, Economics Ph.D. Program, Boston College
Full teaching history, 1990–2019
- 1990–1992Tutorial fellow, University of Warwick (Quantitative Methods)
- 1993–2003Modules of graduate courses in Microeconomics, Macroeconomics, and Econometrics, Universities of Brescia and Pavia
- 1996–1997Microeconomics (Economics 1), first-year undergraduates
- Sep 1997Intensive course on BVAR modelling for macroeconomic forecasting, Research Unit of the Bank of Italy (with M. Serati)
- 1997–1999Microeconomics, first-year undergraduates, Faculty of Law, University of Brescia
- 1998–Econometrics, third-year undergraduates
- 1998–2000Econometrics, Master in Economics and International Finance, Catholic University of Milan
- 2000–2001Econometrics I, CORIPE Master in Finance, Turin; Microeconomics (Economics 1), first-year undergraduates
- 2001Advanced econometrics, Ph.D. in Economics programme, University of Milan
- 2002–2007Financial econometrics, third-year undergraduates, University of Brescia
- 2002–2006Basic Econometrics and Financial Econometrics, MMF (Master in Moneta e Finanza), University of Brescia
- Mar 2004Structural VARs module, Economics Ph.D. Program, Boston College
- Jan–Feb 2006Introduction to Bayesian Econometrics (with N. Polson), Ph.D. Programme, Bocconi University, Milan
- Apr–May 2006Insurance and pension funds finance, undergraduate course, University of Brescia
- Nov–Dec 2006Monetary authority, financial markets and interest rates, undergraduate course, University of Brescia
- Apr 2008Course in Bayesian estimation of DSGE models, Institute for Advanced Studies, Vienna
- May 2009Module in applied econometrics, University of Brescia
- Jun 2009Course in Bayesian estimation, European Central Bank
- Dec 2009Module on estimation of term structure models, Ph.D. Program, Goethe Universität, Frankfurt
- 2010, 2011Bayesian estimation of Markov Switching, state-space and DSGE models, European Central Bank, Frankfurt
- May 2010Module in applied econometrics, University of Brescia
- Sep 2011Bayesian Estimation of DSGE models, Ministry of Finance, Government of Poland, Warsaw
- Jun 2013Bayesian econometrics, Deutsche Bundesbank
- Jun 2013Bayesian macromodels, Banco Central do Brasil
- Aug 2013Bayesian non-linear VARs, National Bank of Austria
- Aug 2014Bayesian econometrics and forecasting, International School of Central Banking, Central Bank of Turkey
- Sep 2015Minicourse, Economics Department, Indiana University, Bloomington
- Nov–Dec 2015Segment, Ph.D. Econometrics course, Georgetown University
- Fall 2018–presentFinancial Econometrics (ECON 5811-01, formerly ECON 593), Master in Economics, Georgetown University
- Spring 2019–2024Macroeconometrics (ECON 587), Master in Economics, Georgetown University