I am an Assistant Professor at the VU University in Amsterdam

Address

Department of Econometrics and Operations Research 

School of Business and Economics

VU University Amsterdam

De Boelelaan 1105, NL-1081HV Amsterdam, The Netherlands

Email

p.gorgi@vu.nl

Phone

+31205982054

Homepage

https://research.vu.nl/en/persons/paolo-gorgi

Curriculum Vitae

News

September 09, 2019

New working paper

A new working paper entitled "BNB autoregressions for modeling integer-valued time series with extreme observations" has appeared.

March 12, 2019

Paper accepted for publication

The manuscript entitled "The analysis and forecasting of ATP tennis matches using a high-dimensional dynamic model" has been accepted for publication in the Journal of the Royal Statistical Society (series A).

March 12, 2019

Paper accepted for publication

The manuscript entitled "Accelerating score-driven models" has been accepted for publication in Journal of Econometrics.

November 08, 2018

Paper accepted for publication

The article entitled "Forecasting economic time series using score-driven dynamic models with mixed-data sampling" has been accepted for publication in International Journal of Forecasting.

July 12, 2018

Paper accepted for publication

The manuscript entitled "DSGE Models with Observation-Driven Time-Varying parameters" has been accepted for publication in Economics Letters.

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