I am a Professor of Econometrics at the Adam Smith Business School of the University of Glasgow, one of the six ancient universities in the UK founded in 1451. I am also an adjunct researcher at the Center for Applied Macroeconomics and Commodity Prices (CAMP) of the BI Norwegian Business School. I am a senior fellow of the Rimini Center for Economic Analysis (RCEA), and I am on the board of the European Seminar on Bayesian Econometrics (ESOBE). I serve as an associate editor for the Journal of Business and Economic Statistics (JBES, from September 1st, 2024) and Studies in Nonlinear Dynamics and Econometrics (SNDE, since 2017). Finally, just for 2024, I hold a visiting scholar position at the Banque de France, and I am serving as an external examiner for the University of Warwick (Dpt of Economics).
My expertise is in time series analysis and forecasting of macroeconomic and financial data, with a focus on high-dimensional inference and computation. I am primarily interested in flexible modeling and fast approximate computation methods for small samples (typically macroeconomic data with many series but a small number of observations), and for that reason my work relies on Bayesian statistics as well as other statistical machine learning methods and algorithms. Over the years I have developed several forecasting and structural econometric models for central banks, government and other policy institutions, that require to monitor thousands of economic indicators using fast, flexible algorithms that allow real-time decision-making with low maintainance cost.