Matteo Iacopini

Joint PhD in Economics and PhD in Mathématiques Appliquées

Research fellow (Marie Sklodowska-Curie fellowship)
Vrije Universiteit Amsterdam
m.iacopini@vu.nl -- matte.iaco@gmail.com matteo.iacopini1  

Candidate fellow at Tinbergen Institute


Research interests

  • Bayesian statistics
    hierachical models, nonparametric models
  • Tensor calculus in statistics
    tensor decompositions, tensor modelling in statistics
  • Dynamic networks
    estimation, modelling and forecasting
  • Functional data analysis
    multivariate functional time series models
  • Count time series
    univariate and multivariate modelling
  • Econometrics
    time series, state space models, hidden Markov models

References

Roberto Casarin (r.casarin@unive.it)
Full Professor in Econometrics
Department of Economics, Ca' Foscari University of Venice

André Lucas (a.lucas@vu.nl)
Full Professor in Econometrics
Department of Econometrics and Data Science, Vrije Universiteit Amsterdam
Federico Bassetti (federico.bassetti@polimi.it)
Full Professor in Mathematics and Statistics
Department of Mathematics, Polytechnic University of Milan

Monica Billio (billio@unive.it)
Full Professor in Econometrics
Department of Economics, Ca' Foscari University of Venice

Past positions

  • April 2019 - March 2020
    Research Fellow, Scuola Normale Superiore of Pisa
  • July 2018 - March 2019
    Research Fellow, Department of Economics, Ca' Foscari University of Venice

Education

  • 2018, joint PhD in Economics (Ca' Foscari University of Venice) and Mathématiques Appliquées (Université Paris 1 - Panthéon-Sorbonne)
  • 2014, MSc in Economics (University of Pisa and Sant'Anna School of Advanced Studies of Pisa)

Contacts

Department of Econometrics and Data Science
Vrije Universiteit Amsterdam
De Boelelaan 1105, 1081 HV Amsterdam, The Netherlands.
m.iacopini@vu.nl -- matte.iaco@gmail.com matteo.iacopini1