Giovanni Motta | Research


	School of Business and Economics Department of Quantitative Economics
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Curriculum Vitae

Research

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Research

Current Projects

Methods and models for analyzing multivariate economic time series and panel data, joint with the Econometrics group of Maastricht University (granted by the Department of Quantitative Economics, MU, The Netherlands).

Statistical methods and models for the analysis of spatio-temporal data, joint with Hernando Ombao (granted by the Center for Statistical Sciences of Brown University).

Smooth Forecasting of Evolutionary Panels, joint with Marco Lippi and Matteo Barigozzi (granted by The Europen Commision).

Articles

Fitting dynamic factor models to non-stationary time series (2008). Joint with Michael Eichler and Rainer von Sachs. Discussion Paper 0829, Institute of Statistics, UCL. Forthcoming in the Journal of Econometrics.

Locally stationary factor models: identification and nonparametric estimation (2006). Joint with Christian Hafner and Rainer von Sachs. Discussion Paper 0624, Institute of Statistics, UCL. Forthcoming in Econometric Theory.

Refereeing Activities

Journal of the American Statistical Association, Journal of the Royal Statistical Society.

Talks

August, 2010. Topic-contributed session on Statistical Analysis of Brain Signals, Joint Statistical Meetings (JSM 2010), Vancouver (Canada).

January 25, 2010. Invited Speaker, Department of Mathematics and Statistics, University of Amherst (Massachussetts, USA). Inviting Professor: Michael Lavine.

January 21, 2010. Invited Speaker, Department of Mathematics and Statistics, Boston University (Massachussetts, USA). Inviting Professor: Murad Taqqu.

December 17, 2009. Invited Speaker, Department of Economics, Brown University, Providence (Rhode Island, USA). Inviting Professor: Frank Kleibergen.

December 7, 2009. Invited Speaker, Center for Statistical Sciences, Brown University, Providence (Rhode Island, USA). Inviting Professor: Hernando Ombao.

October 8, 2009. Invited Speaker, Joint Statistics Seminars of the Department of Mathematics (Section of Statistics), Katholieke Universiteit Leuven (Belgium). Inviting Professor: Irène Gijbels.

June 12, 2009. Annual meeting of the Netherlands Econometric Study Group, Amsterdam (The Netherlands). Keynote Speaker: Donald Andrews.

October 10, 2008. Invited Speaker, Séminaires de l'ECARES, Université Libre de Bruxelles (Belgium). Inviting Professor: Marc Hallin.

October 26, 2007. Conference on Multivariate Volatility Models, Faro (Portugal). Keynote Speaker: Robert Engle.

June 15, 2007. Annual meeting of the Netherlands Econometric Study Group, Maastricht (The Netherlands). Keynote Speaker: Yuichi Kitamura.

March 30, 2007. Invited Speaker, Séminaires de Statistique de l'Institut de Mathématique, Université de Liège (Belgium). Inviting Professor: Cédric Heuchenne.

March 5, 2007. Invited Speaker, Seminar of the Econometrics Group of the Department of Quantitative Economics, School of Business and Economics of Maastricht University (The Netherlands). Inviting Professor: Jean-Pierre Urbain.

May 19, 2006. Invited Speaker, Seminar of the Center for Finance, Business School of Göteborg (Sweden). Inviting Professor: Catalin Starica.

Poster Sessions

June, 2010. 16th Annual Meeting of the Organization for Human Brain Mapping (OHBM), Barcelona (Spain).

June 9, 2008. International Workshop on Recent Advances in Time Series Analysis, 08-11 June 2008, Protaras (Cyprus).

June 10, 2006. Conference 50 years of Econometrics, organized by the Econometric Institute, Erasmus University of Rotterdam (The Netherlands).

Doctoral Seminars and Poster Sessions (Belgium)

October 19, 2007. The 15th annual meeting of the Belgian Statistical Society (BSS2007), Antwerp.

September 21, 2007. Doctoral seminar, Institute of statistics, UCL.

May 10, 2007. Workshop on Multivariate Time Series Modelling, CORE, Louvain-La-Neuve

October 12, 2006. 14th Annual meeting of the Belgian Statistical Society, Houffalize.

March 30, 2006. Young Researchers Seminar, Institute of Statistics, UCL.

March 17, 2006. Flexible Statistical Analysis, Fifth workshop of the IAP research network, UCL.

December 16, 2004. Young Researchers Seminar, Institute of Statistics, UCL.

Giovanni Motta, February 2010