Alessio is a Lecturer in the School of Economics at the University of Surrey. He earned his BSc and MSc in Economics from Bocconi University (Milan, Italy). After obtaining a MRes from University College London (UCL), in 2020 he received a PhD in Economics from Queen Mary University of London. He joined the University of Surrey in August 2020. He also collaborated with the European Central Bank (ECB), the Bank of England, and BNP Paribas.
His main research interests focus on macroeconometrics, time series analysis, and Bayesian econometrics.
Time Series Econometrics, BSc
Econometrics 1, MSc
Intermediate Econometrics, BSc
SVARs Identification through Bounds on the Forecast Error Variance (accepted, Journal of Business & Economic Statistics)
Uncertain Identification (with R. Giacomini and T.Kitagawa, accepted, Quantitative Economics)
Identification of Uncertainty Shocks (with A. Carriero)
The Use and Mis-Use of SVARs for Validating DSGE Models (with P. Levine, J. Pearlman, and B. Yang)
Journal of International Money and Finance
Journal of Financial Regulation