Research output per year
Research output per year
Personal profile
Research interests
Francesco Giancaterini has a two-year master's degree in Economics and Economic Policy from the University of Bologna (2019), and he is currently completing a Ph.D. in econometrics at the Department of Quantitative Economics at Maastricht University. His research interests are in time series econometrics. In particular, he focuses on mixed causal and noncausal models, demonstrating their capacity to represent macroeconomic and financial data with speculative bubbles or asymmetric cycles.
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Collaborations and top research areas from the last five years
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Inference in mixed causal and noncausal models with generalized Student’s t-distributions
Giancaterini, F. & Hecq, A., Mar 2022, (E-pub ahead of print) In: Econometrics and Statistics.Research output: Contribution to journal › Article › Academic › peer-review
Open Access -
Essays on univariate and multivariate noncausal processes
Giancaterini, F., 2023, Maastricht: Maastricht University.Research output: Thesis › Doctoral Thesis › Internal
Open AccessFile23 Downloads (Pure) -
Optimization of the Generalized Covariance Estimator in Noncausal Processes
Cubadda, G., Giancaterini, F., Hecq, A. & Jasiak, J., 26 Jun 2023, Cornell University - arXiv, 27 p. (arXiv.org; No. 2306.14653v1).Research output: Working paper / Preprint › Preprint
File55 Downloads (Pure) -
Is climate change time reversible?
Giancaterini, F., Hecq, A. & Morana, C., May 2022, Cornell University - arXiv.Research output: Working paper / Preprint › Working paper
Open Access -
Is Climate Change Time-Reversible?
Giancaterini, F., Hecq, A. & Morana, C., 1 Dec 2022, In: Econometrics. 10, 4, 18 p., 36.Research output: Contribution to journal › Article › Academic › peer-review
Open Access