Dissertation topics suggested by the teacher.
The following are the MSc thesis and PhD projects I have supervised or I am presently supervising.
MSc thesis
- The euro area output gap(s)
- Estimation of the exchange rate pass-through using dynamic factor models
- Machine learning for predicting banks’ default probability: prediction accuracy and savings in regulatory capital
PhD projects
- Bootstrap methods for factor models
- Non-stationary dynamic factor models
- Quantile factor models and growth at risk
Recent dissertations supervised by the teacher.
Second cycle degree programmes dissertations
- Estimating the Output Gap of EA countries with a Dynamic Factor Model
- Estimation of the Exchange Rate Pass-Through using
Dynamic Factor Models
- Machine Learning for predicting banks’ default probability: prediction accuracy and savings in regulatory capital
- Predicting Energy Demand with Matrix and Tensor Factor Models
