Paccagnini, Alessia

Assistant Professor

University College Dublin, Michael Smurfit Graduate Business School, Ireland



Max Weber alumnus

Department of Economics

Cohort(s): 2010/2011

Ph.D. Institution

Bocconi University, Italy


My research areas are Econometrics, Macroeconometrics, Bayesian Econometrics, Macroeconomics and International Macroeconomics. I received my Ph.D. in Economics in April 2009 from the Department of Economics of the Bocconi University in Milan, with a thesis titled ‘Model Validation in the DSGE Approach’. My advisors are Prof. Carlo A. Favero, Luca Sala and Dr. Marco Del Negro. I have an M.Sc. in Economics (2004) and a B.A. in Economics from Bocconi University (2003).
My Ph.D. thesis focuses on Model Validation in the DSGE approach, considering the problems of the statistical representation and of the approximation of these theoretical models by using recent econometrics tools. It consists of three papers: ‘Model Validation in the DSGE Approach: A Survey’; a joint work with Agostino Consolo and Carlo A. Favero titled ‘On the Statistical Identification of DSGE Models’, published in The Journal of Econometrics, (Volume 150, Issue 1, May 2009, Pages 99-115); ‘DSGE Model Evaluation in a Bayesian Framework: an Assessment’.

Among my working papers is a joint work with Marcella Nicolini on International Economics, ‘Does Trade Foster Institutions? An Empirical Assessment’. I have presented all these articles at international conferences such as EEA-ESEM 2008, ETSG 2008, SIE 2009 and RES 2010.

My recent research interests address the statistical identification issue through a VARMA or Structural VARMA representation of a DSGE Model. In addition to this project, I am studying new information criteria for mixture models.

Before starting the Max Weber Programme Fellowship, I will be working on a summer Internship at ECB in Frankfurt from June to September 2010. I have been a Lecturer in Macroeconomics at Bocconi University and a Lecturer in Econometrics at the Università dell’Insubria, Varese.
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