CV

Education

Doctor of Philosophy – University of California, San Diego, September 2000
Department of Economics
Dissertation: Analytical Evaluation and Application of Tests for Cointegration
Thesis Advisor: Prof. Graham Elliott

Visiting Scholar – University of California, Berkeley, September 1993 – August 1994
EAP program – Department of Economics

Bachelor of Arts – Universita’ di Padova, Italy, July 1993
Statistics and Economics Sciences

Professional Positions

Associate Professor – Emory University
September 2007 – Present
Department of Economics (Dept. Chair 2010-2013)

Assistant Professor – Emory University
August 2000 – August 2007
Department of Economics

Other Professional Positions

Senior Fellow – Rimini Center for Economics Analysis (RCEA)
June 2013-Present

Visiting Associate Professor – University of Padova
January 2008- March 2008
Department of Economics

Jean Monnet Fellow – European University Institute, Florence, Italy
January 2006 – June 2006
Department of Economics

Visiting Assistant Professor – University of Michigan, Ann Arbor
September 2005 – December 2005
Department of Economics

Research Assistant – University of California, San Diego
September 1995 – September 2000
Department of Economics

Research Assistant – Nicholas Applegate Capital Management
September 1998 – September 1999
Research Department

Teaching Assistant – University of California, San Diego
September 1995 – September 2000
Department of Economics

Research Interests

  • Time Series Analysis and Econometrics. Evaluation and comparison of cointegration tests, IRF for VAR with local to unity roots.
  • International Macroeconomics: Modeling of real exchange rates and study of the PPP theory.
  • Macroeconomics: Inventories and output fluctuations.

Teaching Experience

  • Statistics, Applied Econometrics, Time Series Analysis (Graduate course)
  • Economic Forecasting / Econometrics (Undergraduate course)
  • Probability and Statistics, Econometrics

Graduate Students

  • Mwzandile Ginindza: “Three Essays in Empirical Macroeconomics” (Main Thesis Advisor)
  • Debdulal Mallick: “What We Know or Do Not Know About the Elasticity of Substitution: Four Essays on Growth Theory” (Thesis Committee Member)
  • Qi Zhu : “Four Essays on Consumer Preferences and Asset Pricing” (Thesis Committee Member)
  • Yan Liu: “Three Essays in Financial Econometrics” (Main Thesis Advisor, Co-Chair)
  • Hisham Foad: “Better In or Out? Assessing the impact of the European Monetar Union on cross-country price convergence, foreign direct investment, and foreign portfolio investment.” (Main Thesis Advisor, Co-Chair )
  • Eric Hallerberg: “An Economic Analysis of Currency Unions: The CFA Franc Zone” (Thesis Committee Member)

Publications

“An Analytical Evaluation of the Power of Tests for the Absence of Cointegration”, Journal of Econometrics, 122/2, 2004, 349-384.

“Optimal Power for Testing Potential Cointegrating Vectors with Known Parameters for Nonstationarity” (with Graham Elliott (UCSD) and Michael Jansson (UC Berkeley)), Journal of Business & Economic Statistics, Vol. 23, No. 1, January 2005, pp.34-48.

“The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment” (with Ana Herrera (MSU)), Journal of Business & Economic Statistics , Vol. 23, No. 4, October 2005, pp.462-472.

“Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure”, (with Barbara Rossi (Duke)) Macroeconomic Dynamics, Vol. 9, No. 4, September 2005, pp. 478-488.

“On the Failure of PPP for Bilateral Exchange Rates After 1973”, (with Graham Elliott (UCSD)) Journal of Money, Credit, and Banking, Vol. 38, No. 6, September 2006, pp. 1405-1430.

“Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons” (with Barbara Rossi (Duke)), Journal of Applied Econometrics, Vol.21, No.8, December 2006, pp.1135-1155.

“Residuals Based Tests for the Null of No Cointegration: an Analytical Comparison”, Journal of Time Series Analysis, Vol.28, No.1, January 2007, pp.111-137.

“Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?” (with Barbara Rossi (Duke)), Journal of Economic Dynamics and Control, Vol.31, No.7, July 2007, pp.2398-2412.

“The Comovement in Inventories and in Sales: Higher and Higher” (with Ana Herrera and Irina Murtazashvili, (MSU)), Economics Letters, Vol.99, No.1, April 2008, pp.155-158.

“Oil Price Shocks, Systematic Monetary Policy and the “Great Moderation”” (with Ana Herrera (MSU)), Macroeconomic Dynamics, Vol.13, No.1, February 2009, pp.107-137.

“Testing the null of no cointegration when covariates are known to have a unit root” (with Graham Elliott (UCSD)), Econometric Theory, Vol 25, No. 6, December 2009, pp. 1829-1850.

“Sensitivity of Impulse Responses to Small Low Frequency Co-movements: Reconciling the Evidence on the Effects of Technology Shocks” (with Nikolay Gospodinov and Alex Maynard), Journal of Business & Economic Statistics, Vol 29, No.4, 2011, pp. 455-467.

“Unit Roots, Cointegration and Pre-Testing in VAR Models” (with Ana Maria Herrera and Nikolay Gospodinov),  Advances in Econometrics: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, Vol. 32, 2013, pp.1-35.

Working Papers  and Work in Progress

“Near-Optimal Unit Root Test with Stationary Covariate with Better Finite Sample Size”

“Higher Power Tests for no Cointegration”

“The co-movement between inventory investment and sales.”

Editorial Board

Board of Editors: Empirical Economics.

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