Davide Delle Monache

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1 Davide Delle Monache Addresses Dipartimento S.E.F. ME.Q Via Columbia, 2 I Tel (office) Rome, Italy (mobile) Current Position Carlo Giannini Fellow in Econometrics (http://www.cide.info/?p=110). Dipartimento S.E.F. ME.Q, Università di Roma-Tor-Vergata. Mentor: Tommaso Proietti Education 2010 Ph.D. Economics, Cambridge University. Supervisor: Andrew Harvey Ph.D. committee: George Kapetanios (Queen Mary) Richard Smith (Cambridge) 2006 Doctorate in Agricultural Economics and Statistics. University of Bologna. IT 2004 M.Sc. in Econometrics and Economics. University of York. UK 2002 Degree in Statistics and Economics. University of Bologna. IT Research Fields Time Series Models, Signal extraction, State Space models, Learning Expectations, DSGE models. Publications Specification and misspecification of unobserved components models. Economic Time Series: Modeling and Seasonality, Book in honor of David Findley. Co-edited by William R. Bell, Scott H. Holan and Tucker S. McElroy. Chapman and Hall (with, A.C. Harvey) Computing the Mean Square error of Unobserved Components Extracted by Misspecified Time Series Models. Journal of Economic, Dynamics & Control. 2009, (33), (with, A.C. Harvey) A Structural Time series approach to modeling multiple and resurgent meat scares in Italy. Applied Economics. 2006, (38), (with, M. Mazzocchi and A.E. Lobb)

2 Research in progress The effect of misspecification in models for extracting trends and cycles (with, Andrew Harvey) Estimating small-scale DSGE model within Unobserved Components model framework Estimating and Testing DSGE model under Learning Expectation dynamics (with, Luca Fanelli). Unpublished manuscripts Evaluation of public expenditure: an econometric analysis for the Italian regions. Doctoral thesis University of Bologna State Space models, Kalman filter and structural instability in the UK consumption function MSc thesis. University of York Policy note Econometric Model for short term forecast of the regional Italian GDP. Appeared in Documenti Programmatici. Ruolo, Strutture, Processi e Strumenti del Mistero dell Economia e Finanza. Dipartimento del Tesoro. March 2006, p.121 (with L. Gutierrez and G. Pellegrini) Teaching and related experiences 2010 Teaching Assistant. Summer School in Time Series Modelling and Analysis. Queen Mary University, London. Lecturer: Prof Andrew Harvey 2009 Teaching Assistant. Summer School in Time Series Modelling and Analysis. Queen Mary University, London. Lecturer: Prof Andrew Harvey Teaching Assistant. Econometrics (Postgraduate). Faculty of Economic. University of Cambridge Supervisor for undergraduates students: Econometrics, Statistics, Mathematics for Several Colleges. University of Cambridge Research Assistant, Cambridge University (Prof Andrew Harvey)

3 Research Assistant, Project for the Italian Minister of Finance. Italy (Prof. G. Pellegrini) Tutor for postgraduate students. University of Bologna (Prof. C. Filippucci) Research Assistant. University of Bologna (Prof. R. Fanfani) Conferences and Seminars 2011 Econometric Seminar at European University Institute. Fiesole. IT 4th Italian Congress of Econometrics and Empirical Economics. Pisa, IT rd International Conference of the ERCIM. London, UK 2nd C. Giannini Ph.D. Workshop. Macroeconometrics and time series econometrics: theory and applications. EIEF, Rome, IT Carlo Faini Seminar. CEIS. Università of Rome Tor Vergata, Rome. IT 2009 Job market Seminar, Vrije Universiteit Amsterdam, NL Cofin2006. Final conference (June). University of Bologna, IT. (Discussant of Stock Prices and Traded Quantities: Stylized Facts from Ultra High Frequency Data by R. Mosconi) 2008 Learning and Macroeconomic Policy Conference. Cambridge, UK. (Discussant of Inference in models with adaptive learning by Mavroedis, Chevillon and Massmann) European Doctoral Group in Economics Conference, University of Copenhagen, DK. (Discussant of Hierarchical hidden Markov structure for dynamic correlation, by Charlot. Extracting market expectations on Macroeconomics Announcements from Bond Prices by Overby) 2007 European Doctoral Group in Economics Conference, University of Cambridge, UK. (Discussant of Asset float and stock prices: evidences from Chinese stock market by Caccavaio) 2006 Final meeting for the project: Econometric Model for short term forecast of the regional Italian GDP. UVAL. Italian Mister of Finance. Rome, IT

4 Summer Schools and Workshop th Workshop of the International Institute of Forecasters on Flash Indicators. Verbier, CH th Euro Area Business Cycle Network Training School: Learning and Expectations Formation. Bundesbank Hachenburg. Germany. Lecturers: Klaus Adam and Albert Marcet 2008 Topic in Dynamics Macroeconomics, London Business School. Lecturers: Albert Marcet and Elisa Faraglia. Summer School in Computational Economics (MatLab programming). Lecturer: Ulrich Woitek (Zurich University) Languages/Computer Skills Italian (native), English and French (fluent), Spanish (basic) MS Office, SWP, LaTeX, E-views, LIMDEP, Ox-Metrics, Matlab Fellowships and Awards Carlo Giannini fellowship in Econometrics. CIdE Tudor scholarship. University of Cambridge ESRC scholarship. British Research Council Marco Polo Grant. University of Bologna Scholarship for studying abroad. University of Bologna Doctorate scholarship. University of Bologna References Prof. Andrew C. HARVEY Prof. Mario MAZZOCCHI Faculty of Economics Department of Statistics University of Cambridge. University of Bologna Sidgwick Avenue Via Belle Arti 41, Cambridge, CB3 9DD. UK I Bologna. Italy +44(0) Prof. Tommaso PROIETTI Prof. Giuseppe CAVALIERE Dipartimento S.E.F. ME.Q Department of Statistics Università di Roma-Tor Vergata University of Bologna Via Columbia 2, Via Belle Arti 41, I Rome, Italy I Bologna. Italy

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Davide Delle Monache

Davide Delle Monache Davide Delle Monache Addresses University of Rome. Tor Vergata Email davide.delle.monache@uniroma2.it Dipartimento S.E.F. ME.Q Via Columbia, 2 Tel + 39 06 7259 5941(office) I-00133 + 39 338 2561 816 (mobile)

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