Tommaso Proietti

1. Academic titles BSc Economics, Università di Perugia, M.Sc. Statistics, London School of Economics, Ph.D. Statistics, University of London. Visiting Professor UTS Sydney. Jean Monnet Fellow, European University Institute, year 2002. 2. Academic positions - From 19/2/1990 to 1/11/1998 Researcher in Economic Statistics at the University of Perugia (Italy), Faculty of Economics. - From 1/11/1999 to 31/8/2002 Associate Professor of Economic Statistics, University of Udine, Faculty of Economics. - From 1/9/2002 Full Professor, University of Udine. - From 1/11/2005 Full Professor, University of Rome, Tor Vergata. 3. Courses taught - At the Universities of Udine and Rome: Statistics, Business Statistics, Marketing Research, Econometrics, Applied Econometrics, Time series analysis. - University Luiss Guido Carli, Rome: Statistics, Econometrics. - CEPR-NASEF Summer School on State Space Modelling with Applications to Business Cycle Analysis, European University Institute, San Domenico di Fiesole (FI): 11-16 Sept 2000. - Course Unobserved Components Models for Measuring Output Gaps, Capacity Utilisation and Core Inflation presso la Banca Centrale Europea, Frankfurt am Main, 10-11 June 2001. - Modelling business cycles using state space methods, Centro de Estudios Andaluces, Frigiliana, Spagna, 26-31 July 2004. - Modelling business cycles using state space methods, ISEG - CREMAPRE, Lisbon, Portugal, 30 march - 1 april 2005. - Member of the Scientific Board of the Doctoral Programme in Applied Statistics, Università di Padova. - Member of the Scientific Board of the Doctoral Programme in Econometrics and Applied Economics, Università di Roma, Tor Vergata. 4. Publications in the following journals: Journal of the Royal Statistical Society Series C (Applied Statistics), Journal of Computational and Graphical Statistics, Journal of Time Series Analysis, Computational Statistics and Data Analysis, Journal of Forecasting, Econometric Journal, Research on Income Inequality, Statistica, Journal of Applied Econometrics, Oxford Bulletin of Econ. & Stat., Statistical Methods and Applications, Studies in Nonlinear Dynamics and Econometrics, Economic Letters, International Journal of Forecasting, Journal of Business Cycle Measurement and Analysis, Annals of Applied Statistics, etc. Books: Readings in Unobserved components (OUP, with A.C. Harvey) 5. Member of the following Scientific Commissions: Istat-SIS "Short-run economic analysis" ISTAT "Study Commission for the treatment of economic time series for business cycle analysis" Commissione di Garanzia dell'Informazione Statistica: "Seasonal adjustment procedures for economic time series: international experience and current practice in ISTAT" Commissione di Garanzia dell'Informazione Statistica: "Towards a statistical system of economic activities". 6. Referee for national and international statistical journals (Journal of Applied Econometrics, Journal of Forecasting, Journal of Time Series Analysis, Journal of Econometrics, Journal of Business and Economic Statistics, Journal of the American Statistical Association, Journal of the European Economic Association, Journal of Macroeconomics, Journal of Official Statistics, Oxford Bulletin of Economics and Statistics, Statistica, Statistica Neerlandica, Statistical Methods and Applications (Journal of the Italian Statistical Society), International Journal of Forecasting, Econometrics Journal, Econometric Theory (notes and problems), Studies in Nonlinear Dynamics and Econometrics, Oxford Economic Papers, Computational Statistics and Data Analysis, Computational Economics Journal, Review of Economics and Statistics). 7. Associate editor of Computational Statistics and Data Analysis, and Co-Editor of Statistical Methods and Applications; guest editor of Studies in Nonlinear Dynamics & Econometrics and Computational Statistics and Data Analysis 8. European Central Bank Consultant, 2001, 2002 9. Istat/Ministry of the Economy and Finance consultant for forecasting the Italian regional accounts. 10. Member of the Euro Area Business Cycle Network, the Econometric society, the Italian Statistical Association, the American Statistical Association. 11. Co-chair of the ERCIM (European Research Consortium for Informatics and Mathematics) working group Statistical Signal Extraction and Filtering. 13. Membership and scientific coordination of PRIN research groups (Progetti di ricerca di interesse nazionale, financed by the Italian Ministry of Education): – 1993 (member), La misura dei consumi privati, uno studio sull’accuratezza, coerenza e qualità dei dati. – 1995 (member), Contributi della metodologia statistica all’econometria. – 1997 (member), Strategie e tecniche di formazione dei dati microeconomici per l’analisi dei comportamenti delle famiglie e delle imprese. – 1996 (local scientific coordinator), Misura della produttività e dell’efficienza della Pubblica Amministrazione. – 1999-2000 (local scientific coordinator), Indicatori e modelli statistici per l ’analisi territoriale. – 1999-2000 (local scientific coordinator), Linearità e non linearità in modelli state space: problemi di specificazione, stima, verifica di ipotesi e previsione. – 2002-2003 (local scientific coordinator), Modelli state space lineari e nonlineari: inferenza e applicazioni all’economia e alla finanza. – 2004-2005 (local scientific coordinator), Inferenza per modelli flessibili e adattivi di serie temporali. Research Contracts: 1. Research contract n. 13/2000, Sonderforschungsbereich 373, National Research Center for Quantification and Simulation of Economic Processes, Humboldt-Universitaat zu Berlin, 15-31 July 2000. 2. Research contract with Istat/Ministry of the Economy and Finance for nowcasting the Italian regional accounts, years 2001-2002. 3. Research contract European University Institute ”Macroeconomic Aggregates” in coordination with Prof. Michael Artis, year 2003. 14. Member of the Scientific Committee of the following conferences: - 3rd World Conference on Computational Statistics & Data Analysis, Cyprus, 2005; - XLIII Riunione Scientifica della SIS, Torino 2006, - Riunione scientifica ANSET, Rome, 2005; - ERCIM Salerno 2006, - 1st International Workshop on "Computational and Financial Econometrics", 2007 Geneva. - 2nd InternationalWorkshop on "Computational and Financial Econometrics”, 19-21 June 2008, Neuchatel, Switzerland. Chair of the Scientific Committee of the ŕst Macroeconomic Forecasting Conference, Rome, ISAE, 27 of March, 2009.

Time series analysis; state space models; trends and cycles in macroeconomic time series.