About Me

I am an Associate Professor in the Department of Economics and Business at the Universitat Pompeu Fabra since 2017. I received my B.S. degree in Economics and Quantitative Methods in 2003 and Ph.D. degree in Statistics in 2007 from Università di Firenze. I was a Post-Doc Research Fellow at NYU Stern until 2011.

My research interests include: Time Series, Forecasting, Network Analysis, Statistical Computing, Empirical Finance.



Department of Economics and Business, Universitat Pompeu Fabra, Ramon Trias Fargas 25-27, Office 20-2E10, 08005, Barcelona, Spain

Current Research

  • Performance of Empirical Risk Minimization For Principal Component Regression
    with Gudmundur Stefan Gudmundsson and Yaping Wang
  • Empirical Risk Minimization for Time Series: Nonparametric Performance Bounds for Prediction
    with Jordi Llorens-Terrazas
    R&R Journal of Econometrics
  • Unit Averaging for Heterogenous Panels
    with Vladislav Morozov
    R&R Journal of Business & Economic Statistics




Forecasting Techniques (UPF)


Financial Econometrics / QSM 2: Finance (BSE)

Advanced Econometric Methods II (BSE)

Other Courses

Probability Brush up (BSE)

Other Stuff


I am big fan of Linux and I like to code. Over the years I have developed a number of packages (in particular in R). Most of the code I develop can be found on my github page

Conference and Workshop Organization

Together with my colleagues at the Barcelona SE I typically organize one workshop a year on themes in the neighborhood of econometrics and statistics within the Barcelona Summer Forum

Fun Stuff

I play the bass in the band The Bad Axes