FEDERICO D'AMARIO

PhD Student

PhD program:: XXXVI
email: federico.damario@uniroma1.it
building: Department of Economics and Law, Via del Castro Laurenziano 9, Roma (RM) Italy




supervisor: Massimiliano Tancioni

My main research interests include multivariate time series econometrics and macroeconomic modeling for forecasting and causal analysis of high dimensional systems. Other scientific interests include Bayesian econometrics and sentiment analysis.

Research products

11573/1697776 - 2023 - Forecasting cryptocurrencies log-returns. A LASSO-VAR and sentiment approach
Ciganovic, M.; D'amario, F. - 01a Articolo in rivista
paper: APPLIED ECONOMICS ([London]: Routledge.) pp. - - issn: 1466-4283 - wos: (0) - scopus: 2-s2.0-85179923995 (0)

11573/1649000 - 2020 - The US labor share: a TVC-SVAR approach to the causes of decline
D'amario, Federico - 02a Capitolo o Articolo
book: Advances in economics: research at the DED 2019 - ()

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