Bio
I am Professor of Economics and Coordinator of the PhD Program in Economics at Sant'Anna School of Advanced Studies, Institute of Economics.
My main lines of research include :
- Causal inference in econometrics, with a focus on time-series macro-econometrics;
- Empirical evaluation of macroeconomic models;
- Empirical analysis of consumption patterns, with a focus on energy consumption.
My papers have been published in the Journal of Economic Perspectives, Journal of Applied Econometrics, Oxford Bulletin of Economics and Statistics, Journal of Economic Dynamics and Control, Journal of Economic Behavior & Organization, Energy Economics, among others.
My research projects have benefitted from the following grants: PRIN 2017 (principal investigator), INET (principal investigator), ARC (partner investigator).
My profile on:
Recent Working Papers:
"Higher-level Causation and Causal Inference" (with L. Casini)
"Estimation of DSGE models by non-Gaussian Vector Autoregressions" (with D. Di Francesco, M. Martinoli, R. Seri)
"Identification of one independent shock in structural VARs" (with G. Fiorentini and F. Papagni)
"Explaining Glacial Dynamics with Singular and Non-Gaussian Vector Autoregressions" (with D. Stern)
"Ill-defined Variables and Instrument Validity" (with L. Casini)
Personal web page: https://sites.google.com/view/alessiomoneta
Ricerca
Causal Inference, Applied Macroeconomics, Time Series Econometrics, Empirical Demand Analysis, Methodology of Economics