MILOS CIGANOVIC

PhD Student

PhD program:: XXXV
email: milos.ciganovic@uniroma1.it
building: Economia - Via del Castro Laurenziano, 9
room: Piano 2, Ala E, Ultima a sinistra, Dipartimento di Economia e Diritto




supervisor: Prof. Massimiliano Tancioni
advisor: Prof. Massimiliano Tancioni

My research interests aim to advance macroeconomic modeling through the incorporation of modern statistical and machine-learning techniques. In particular, my focus is on developing and applying machine learning algorithms to model high-dimensional systems in macroeconomics, as well as exploring the potential of deep learning for structural prediction and analysis in this field. Furthermore, I am strongly interested in Bayesian time-series econometrics, which provides a powerful tool for estimating complex economic models using Bayesian inference techniques.

Research products

11573/1669094 - 2023 - Nowcasting inflation with Lasso-regularized vector autoregressions and mixed frequency data
Aliaj, T.; Ciganovic, M.; Tancioni, M. - 01a Articolo in rivista
paper: JOURNAL OF FORECASTING ([Chichester]; [New York N.Y.]: John Wiley & Sons) pp. 1-17 - issn: 1099-131X - wos: WOS:000928963100001 (0) - scopus: 2-s2.0-85147523289 (1)

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)

11573/1669092 - 2022 - Nowcasting. Developing the sources and methods to improve high-frequency labour market forecasting
Aliaj, Tesi; Ciganovic, Milos; Tancioni, Massimiliano - 03a Saggio, Trattato Scientifico

11573/1351290 - 2020 - Effects of international shocks on Italian economy: FAVAR approach
Ciganovic, Milos - 02a Capitolo o Articolo
book: Advances in economics: research at the DED 2019 - ()

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