Alessio Volpicella
ASSOCIATE PROFESSOR OF ECONOMICS
UNIVERSITY OF PAVIA, DEPARTMENT OF ECONOMICS AND MANAGEMENT
FULL CV
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Contacts:
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Address:
University of Pavia
Department of Economics and Management
Via S. Felice Al Monastero, 5
27100 Pavia (PV), Italy
Hello! I'm Alessio
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I'm an Associate Professor of Economics at the University of Pavia, Department of Economics and Management. My research interests are Time Series Analysis, Econometrics, Macroeconometrics and Bayesian Econometrics.
RESEARCH
WORKS IN PROGRESS
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WORKING PAPERS
Estimation and Inference of the Forecast Error Variance Decomposition for set-identified SVARs (with F. Fusari and J. Marlow)
2nd round of revisions, Journal of Econometrics
PUBLICATIONS
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SVARs Identification through Bounds on the Forecast Error Variance
Journal of Business & Economic Statistics, 2022
Code
Uncertain Identification (with R. Giacomini and T. Kitagawa)
Quantitative Economics, 2022
Code
Macro Prudential Governance and Central Banks: Facts and Drivers (with D. Masciandaro)
Journal of International Money and Finance, 2016
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Designing Financial Supervision: The Puzzling Case of the FIUs Against Money Laundering (with D. Masciandaro)
Journal of Financial Regulation, 2016
CHAPTERS IN BOOKS
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Central Banking, Macroprudential Policy and Insurance (with D. Masciandaro)
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Chapter 9 in J. Monkiewicz, M. Malecki Macroprudential Supervision in Insurance: Theoretical and Practical Aspects
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Validating DSGE Models through SVARs under Imperfect Information (with A. Levine, J. Pearlman, B. Yang)
Oxford Bulletin of Economics and Statistics, 2025
VARs and Local Projections Equivalence for Impulse Responses: Unit Roots and Multiple Instruments (with F. Fusari and J. Marlow)
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions (with A. Carriero)
Journal of Business & Economic Statistics, 2024
Best Paper Award, 1st Time Series Workshop, University of East Anglia
Code
Priors from General Equilibrium Models for Local Projections (with F. Fusari and J. Marlow)
An Empirical Definition for Climate and Macroeconomic Resilience (with F. Marotta)
EDUCATION
2015-2020
PhD in Economics, Queen Mary University of London
2018
Visiting Student, University College London
2014-2015
MRes in Economics, University College London
2012
Visiting Student, University of Minnesota
2010-2012
MSc in Economics, Bocconi University
2007-2010
BSc in Economics, Bocconi University
TEACHING
Microeconomics 1 (BSc)
University of Pavia, 2025-
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Coding for Data Analysis (BSc)
University of Pavia, 2025-
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Time Series Econometrics (BSc)
University of Surrey, 2020-24
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Intermediate Econometrics (BSc)
University of Surrey, 2020-21
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Econometrics 1 (MSc)
University of Surrey, 2020-22
Topics in Macroeconometrics (PhD)
University of Surrey, 2022-24
Bayesian Estimation of DSGE Models
CIMS-Surrey Summer School, 2021-
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Empirical Identification of Macroeconomic Shocks
CIMS-Surrey Summer School, 2023-
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