A reflective glimpse of the plain near my home.
💻 Bio (short)
I am currently working as a Teaching Assistant at the Faculty of Economics and Management of the Free University of Bozen-Bolzano, where I support courses in Econometrics and Statistics for Economics.
Previously, I was a Postdoctoral Researcher at the Department of Economics, Management, and Quantitative Methods at the University of Milan. I hold a Ph.D. in Economics jointly awarded by the University of Milan and the University of Pavia in February 2025.
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📖 Research interests
My research interests include forecast evaluation, forecasting models & methods, and structural analysis in macroeconomics and energy.
In particular, I am currently interested in the following topics:
- Forecast evaluation: predictive ability tests and performance metrics using alternative loss functions; testing in the presence of weak signal in the forecasting variable.
- Forecast combinations: frequentist and Bayesian combination methods, and the explanaibility of component forecasts for economic communication (e.g., central banks).
- Structural analysis: structural vector autoregressive models for the empirical analysis of electricity and energy markets and their interconnections with the macroeconomy, with a strong emphasis on policy.
- Probabilistic programming: bridging probabilistic programming languagues and econometrics for applications in economic forecasting and structural analysis.
- Alternative data: text data & large language models for economic forecasting and risk measurement.
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📬 Contacts
I am always open to exploring innovative research questions, particularly those with a strong vision, technological potential, and practical applicability.
Feel free to contact me at viselliandrea@gmail.com. My curriculum vitae is available here.