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 am an Associate Professor of Economics at the University of Pavia, Department of Economics and Management. I am a Research Affiliate of the Centre for International Macroeconomic Studies (CIMS, University of Surrey). 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)
conditionally accepted, 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
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)
Cost-of-Living and Retention of English NHS Workers and NHS Hospital Patient Health Outcomes (with G. Moscelli, M. Svili and J. Marlow)
More on VARs and Local Projections Equivalence: Unit Roots and Multiple Instruments (with F. Fusari and J. Marlow)
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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