Marco Capasso

PhD student in Economics and Management, Sant'Anna School of Advanced Studies

Dr Marco Capasso has been PhD student at the Doctoral Program in Economics and Management since September 2003. He graduated in October 2002 at the University of Bari (Faculty of Economics), with a B.A. dissertation in International Economics named "The Contagion of International Financial Crises: Theory and Empirical Evidence". He is currently working with prof. Marco Lippi on Generalized Dynamic Factor Models, with applications to finance, industrial dynamics, and macroeconomics.

Research interests:
Factor Models; Structural Analysis of Macroeconomic Data; Exchange Rates; Financial Volatility Forecasting.


Contact information:
c/o LEM - Laboratory of Economics and Management Piazza Martiri della Libertà 33 56127 Pisa Italy
Webpage:

Research papers:

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