Mauro Costantini
Current and previous positions
2022 - Professor of Statistics, Department of Industrial and Information Engineering and Economics, University of L’Aquila, L'Aquila, Italy.
2021 - Professor of Economic Statistics, Department of Industrial and Information Engineering and Economics, University of L’Aquila, L'Aquila, Italy.
2018-2021 - Associate Professor of Economic Statistics, Department of Industrial and Information Engineering and Economics, University of L’Aquila, L'Aquila, Italy.
2012-2018 - Senior Lecturer in Economics, Department of Economics and Finance, Brunel University London, UK.
2011-2012 - Lecturer in Economics, Department of Economics and Finance, Brunel University, London, UK.
2008-2011 - Assistant Professor in Economics, Department of Economics, University of Vienna, Vienna, Austria.
Education
2003 Ph.D. in Mathematics, Statistics and Economics, University of Rome ``La Sapienza’’.
1996 Degree, Politics with economics, University of Rome ``La Sapienza’’, Awarded cum Laude.
Teaching activity
Lecturing several courses (UG and PG): Econometrics, Financial Econometrics, Panel data, Statistics, Time Series. Supervisor of more than 100 UG students. 3 PhD students in Economics completed their program under Mauro’s supervision.
Research interests
Nonstationary panels: Unit root, breaks, empirical applications.
Time series Analysis: Unit root, breaks, cointegration, applications.
Forecasting: Accuracy, combination, mis-specification.
Macro Finance: consumption, house prices, wealth, term spread, uncertainty.
Publications
see: ideas.repec.org/e/pco190.html