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 approachCiganovic, M.; D'amario, F. - 01a Articolo in rivistapaper: 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 declineD'amario, Federico - 02a Capitolo o Articolobook: Advances in economics: research at the DED 2019 - ()