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Carolina Castagnetti

Carolina Castagnetti is Professor of Econometrics at the University of Pavia. She holds a Ph.D. in Economics from the University of Pavia, an MSc in Economics from University Pompeu Fabra and an MSc in Applied Economics from the University of Turin.

Before joining the University of Pavia, Carolina worked as quantitative analyst at Fideuram SGR in Milan, where she developed the risk model for the bond market and the corporate market, and worked on a number of financial issues. Carolina has expertise in applying econometrics to economic and business matters. Her main current research focus is on estimation and inference in heterogeneous panels with a multifactor error structure. She has also worked on the determinants of credit spreads and CDS in the framework of the credit risk structural approach, on disentangling the source of productivity growth across several sectors and on labour issues such as the decomposition of the gender wage gap.

Personal webpage: Carolina Castagnetti

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