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​I am a Professor of Econometrics at the University of Bologna, Department of Economics.

I also act as President of SIdE, the Italian Econometric Association (check here)

My research interests are Time series econometrics (bootstrap methods, non stationarity, unit roots and cointegration, structural change, infinite variance), Financial Econometrics (volatility modeling, continuous time finance; financial time series modeling) and
Empirical macroeconomics (DSGE models, international macro, consumption)

My current research is on:​

  • Random bootstrap measures, with applications to econometric modeling

  • Testing in GARCH models with parameters on the boundary of the parameter space

  • Inference in DSGE models with state-space representation

  • Long memory modeling

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