Dr Alessio Volpicella
Academic and research departments
School of Economics, Centre for International Macroeconomic Studies, Surrey Institute for People-Centred Artificial Intelligence (PAI).About
Biography
Alessio is a Senior 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.
ResearchResearch interests
His main research interests focus on macroeconometrics, time series analysis, and Bayesian econometrics.
Research interests
His main research interests focus on macroeconometrics, time series analysis, and Bayesian econometrics.
Teaching
Time Series Econometrics, BSc (2020-)
Econometrics 1, MSc (2020-22)
Intermediate Econometrics, BSc (2020-21)
Topics in Macroeconometrics, PhD (2022-)
Bayesian Estimation of DSGE Models, 1-day course for CIMS Summer School (2021-)
The Effects of Macroeconomic Shocks: Identification, Estimation and Inference, 1-day course for CIMS Summer School (2023-)
Publications
Highlights
Working Papers
The Use and Mis-Use of SVARs for Validating DSGE Models (with P. Levine, J. Pearlman, and B. Yang)
Works-in-Progress
Estimation and Inference of the Forecast Error Variance Decomposition for set-identified SVARs (with J. Marlow and F. Fusari)
An Empirical Definition for Climate and Macroeconomic Resilience (with F. Marotta)
Journal of International Money and Finance
Journal of Financial Regulation