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




advisor: Prof. Massimiliano Tancioni
co-supervisor: Prof. Massimiliano Tancioni

Research interests

Macroeconomics, Time series, and Bayesian econometrics;
Deep Learning for Time Series Forecasting; Machine Learning;
Econometric modeling, simulation, and forecasting;

Research products

  • 11573/1669094 - 2023 - Nowcasting inflation with Lasso-regularized vector autoregressions and mixed frequency data (01a Articolo in rivista)
    TESI ALIAJ, MILOS CIGANOVIC, MASSIMILIANO TANCIONI
  • 11573/1669092 - 2022 - Nowcasting – developing the sources and methods to improve high-frequency labour market forecasting (03a Saggio, Trattato Scientifico)
    TESI ALIAJ, MILOS CIGANOVIC, MASSIMILIANO TANCIONI
  • 11573/1351290 - 2020 - Effects of international shocks on Italian economy: FAVAR approach (02a Capitolo o Articolo)
    MILOS CIGANOVIC

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