Carlo Giannini
Association
The Carlo Giannini Association
(ACG) was established on the 10th of May, 2005: here you can
read the Act
of Foundation (Atto costitutivo) and its Statute
(Statuto dell'Associazione), both in Italian.
The ACG is devoted to the promotion of Econometrics, primarily in the
Italian academic system, in an attempt to honour the memory of Carlo
Giannini (a professor of Econometrics who served at the Italian
Universities of Ancona, Bergamo, Calabria, Milan and Pavia).
At present (November, 2008),
the ACG is based at the Dipartimento di economia politica e metodi
quantitativi of Pavia University, and members of its Board (Consiglio Direttivo)
are Gianni Amisano, Marco Lippi, Rocco Mosconi, Eduardo Rossi and Giovanni
Urga.
Those who wish to join the Association should send an email to the Board.
A report from the Board concerning the ACG activities can be found here.
Carlo Giannini Research Fellowship in
Econometrics
Together with CIDE, in 2006 the ACG launched the First Edition of the “Carlo Giannini Research Fellowship in Econometrics”. This Research Fellowship in Econometrics (whose application procedure
is published at the CIdE website) is aimed to young researchers of all nationalities
who wish to do advanced research in Econometrics in an Italian University.
The (two-year) Fellowship entitles the winner to the payment of a yearly
sum of Euro 50.000,00,
gross of all taxes and social security contributions: it was first awarded to Massimo
Franchi to work at the Department
of Economics of the University
of Insubria.
The Second Edition of the Fellowship was launched in October 2009: the
official call is available here.
The ACG gratefully acknowledges the Bank
of Italy’s financial support.
The Second International Conference in Memory of
Carlo Giannini:
Time series econometrics and
macroeconomic forecasting in a policy environment
Together
with the Bank of Italy, the ACG
organized the Second International Conference in memory of Carlo
Giannini, which was held at the Bank of Italy, Rome, 19/20 January 2010.
Invited speakers were: Marco Del Negro, New York Fed; Carlo Favero,
Bocconi University; John Geweke, University of Technology, Sydney; Mark
W. Watson, Princeton University; and Tao Zha, Atlanta Fed.
First Carlo
Giannini Ph.D. Workshop in Econometrics:
Financial
econometrics and quantitative finance: theory and applications
The ACG and the Dipartimento
di Scienze Economiche dell’Università di Brescia organized a workshop for
Ph.D. students and post-doctoral researchers with a field of specialisation in
financial econometrics and quantitative finance. The aim of the meeting was to
bring together young researchers in applied and theoretical econometrics and
introduce them to the Italian econometric profession.
The First International Conference in Memory of
Carlo Giannini:
Recent Development in Econometric
Methodology
The First International Conference in memory of
Carlo Giannini was held at the
Department of Economics 'H. P. Minsky', Bergamo University, Italy, 25 – 26 January 2008.
The best
paper written by a young scientist (for
a paper to be eligible for the prize, all its authors had to be under 32 years
of age or no more than 3 years past a Ph.D. defence) and
presented at the Italian Congress of Econometrics and Empirical Economics is
awarded the Carlo Giannini Prize.
At
the First Italian Congress
of Econometrics and Empirical Economics (Ca’ Foscari University,
Venice, January 24-25, 2005), the CG Prize was awarded to Federico Martellosio for the paper “The Correlation Structure
of Spatial Autoregressions”.
At
the Second Italian Congress of
Econometrics and Empirical Economics
(Bologna University, Rimini, January 25-26, 2007), the winner paper was "Inflation Dynamics and the New Keynesian Phillips Curve: A Bayesian
Approach"
by Andrea Carriero “for successfully
implementing an econometric method to evaluate the degree of approximation with
which parameter restriction implied by a specific economic theory can be
considered not rejected”. The author of the winning
paper received the sum of 2,500 Euros, generously given by Giornale degli Economisti.
At
the Third Italian Congress of
Econometrics and Empirical Economics (Università Politecnica delle Marche,
Ancona, January 30-31, 2009), the winner paper was "The
Incapacitation Effect of Incarceration: Evidence from Several Italian
Collective Pardons", by Giovanni
Mastrobuoni and Alessandro Barbarino, with the following
motivation: “this paper has all the
desirable qualities of an outstanding piece of empirical work. It addresses a
well-defined and policy relevant issue, presents a sketchy but insightful
theoretical model, and carries out methodologically sound econometric work on a
carefully collected data set. Also the results are interesting and the policy
implications well spelled out. In particular, the Program Committee praises the
authors for their attention to the relevance of the identification problem in
econometrics and their innovative solution”. The
authors of the winning paper received the sum of 2,500 Euros, generously given
by Giornale degli Economisti.
Workshops organized by the ACG
1) 11th of June, 2004 (“Giornata di studi econometrici”)
at the Faculty of Economics, Pavia University: Program,
Pictures.
2) 10th of June, 2005 (“I Workshop”) at
the Faculty of Economics, Pavia University: Call
for Paper, Program.
3) 9th of June, 2006 (“II Workshop”) at the Faculty of
Economics, Brescia University: Call
for Paper, Program.
Carlo Giannini passed away on
the 11th of September 2004, after a long fight with cancer he strove
with his characteristic bravery. It was a huge loss not only
for his family and those who beloved him, ma also for the Italian University
System. Carlo has taught for more than 30 years, and he left a large number of
colleagues, pupils and friends.
Here you can find his bibliography,
the speech To
Carlo (“Per Carlo”, in Italian) that Renzo Rampa read at the “Day of Study” (Giornata di studi
econometrici) that the Pavia Faculty of Economics dedicated to Carlo in
June 2004, and a link to the remembrance of Carlo (Take a walk on the wild side,
in Italian) written by Marco Lippi.
Carlo has been remembered on the Journal
of Econometrics with the following words: “Finally, we thank the
authors of the many fine papers collected here, which we hope will honour the
memory of our colleague Carlo Giannini
of the University of Pavia, to whom we are indebted for having shaped Italian
research in financial and macro-econometrics." (F.X. Diebold, R.F.
Engle, C. Favero, G.M. Gallo, F. Schorfheide, ‘Editorial: The econometrics
of macroeconomics, finance, and the interface’, Journal of Econometrics,
vol. 131, p. 1-2, 2006; doi:016/j.jeconom.2005.01.002).
A special issue of the Journal of Business and Economic Statistics has been dedicated to Carlo by his Editor (Giovanni
Urga) as it follows (on page 9): “I
wish to dedicate this special issue of the Journal
of Business & Economic Statistics to the memory of my mentor and friend Carlo Giannini of University of Pavia
(Italy). Those who had the privilege to work with Carlo are missing his
impeccable rigour and passionate dedication to econometric analysis.” (G.
Urga, ‘Common Features in Economics and Finance: An Overview of Recent
Developments’, Journal
of Business and Economic Statistics, vol. 25, p. 2-11, 2007; doi:10.1198/073500106000000602).