I am an Full Professor of Econometrics at the Department of Economics and Social Sciences at the University of Ancona, which is now officially called the Università Politecnica delle Marche (boy, do I hate this name; the old one was much better. But so many years have gone by now that I suppose I'd better make my peace with it). If you'd like to write to me, please use my university email address.
My research interests are fairly diverse. I work on a lot of different things because, for several years, I was the only econometrician in my department (fortunately, that is no longer the case, since we now also have Giulio Palomba and Claudia Pigini). I felt that I had to be something of a country doctor. The truth is that what I enjoy most is writing code, and if I can put together a script that does something interesting while learning something I didn't know before, well, that's what I'll do.
You can find a list of my publications here. To give you an idea of my work, though, here is a list of topics I have worked on fairly extensively:
But there is really a lot more, ranging from Albanian mayors to GMM, from hypothesis testing in cointegrated I(2) models to depopulation in the Apennines, from panel data to Bayesian Model Averaging (and more).
I have the honour and privilege of contributing to the development of the econometric software package gretl. Gretl differs from almost all the other packages commonly used in econometric practice because it is released under the GPL licence, which not only makes it legal to copy and distribute the software freely, but actively encourages people to do so. This obviously makes gretl ideal for teaching (not least because it is the only package I know of that has been translated into several languages, including Italian). But, contrary to what many people think, it is now powerful and flexible enough to be useful for research too.
In all my courses, I try to use teaching materials of my own. Not because I dislike the textbooks that are already available, but because I like my students to have a record of my lectures that faithfully reflects what I teach and how I teach it. As I always tell them, my stuff is "the notes I'd like you to take".
Here you can find my new set of notes on time series analysis. This version is a heavily revised translation of the old Italian version, which you can find at this link. I should also mention that I haven't yet prepared the material needed to replicate the examples in the text, so please bear with me.
Important: the Italian version will no longer be updated. From now on, I will be working only on the English version. However, the datasets needed to replicate the examples in the old version can be downloaded from this link.
This text contains the material I cover in my courses (it is in English). It is called "Basic Econometrics" because it describes the fundamental elements of econometrics. However, it is not a book "for dummies", as the saying goes. My aim is to explain simple things simply, and more complicated things in such a way that readers come away with a sense that there is much more to them than I have told them. Anyway, why not just download it and have a look for yourself?
There is also this ZIP file, which contains the datasets and example scripts.