Dr Matteo  Barigozzi

Dr Matteo Barigozzi

Associate Professor

Department of Statistics

Telephone
+44 (0)20 7955 6063
Extension
6063
Room No
COL.7.11
Office Hours
On sabbatical leave in MT 2017
Connect with me

About me

Matteo's research mainly focuses on high-dimensional time series analysis and specifically on large dynamic factor models with extensions to the non-stationary setting, that is in presence of unit roots and cointegration or of change-points. He is interested also in applications to macroeconomic analysis, as monetary policy making, and financial analysis, as volatility forecasting.

He is also working on: sequential testing, models for network data and spectral analysis for modelling mixed frequencies data, non-linearities, and spatial dependencies.

Before joining LSE, Matteo was post-doc researcher at the European Center for Advanced Research in Economics and Statistics (ECARES) in the Université libre de Bruxelles.

For more information, a full cv and current research papers please visit his personal page, www.barigozzi.eu

Please note that Matteo is on sabbatical leave in MT 2017.