Carolina CastagnettiAssistant Professor of Econometrics Tel.: +39 0382/986217 Fax: +39
0382/304226 |
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BORN: March 23rd,
CURRENT
POSITION: Assistant
Professor of Econometrics (Ricercatore), Dipartimento di economia politica e metodi
quantitativi, Faculty of Economics, University of Pavia, Via San Felice, 7 - I-27100 PAVIA, Italy (since january 2005).
PREVIOUS POSITION: From 1999 to 2004,
employed as quantitative analyst in the Fixed Income Quantitative Group at Fideuram SGR in Milano.
EDUCATION: Laurea
in economia e commercio,
1995, Catholic University of Milan; Master in Applied Economics (CORIPE Turin),
1996, Master in Economics (Universitat Pompeu Fabra,
CURRENT TEACHING: Advanced Econometrics
Applied
Econometrics
Econometrics for
Finance, Education.
Euro Corporate Bond Risk
Factors, Journal
of Applied Econometrics, forthcoming,
(with
Shortening university career fades the signal
away. Evidence from
Who skims the cream of the Italian graduate crop? Wage-employment versus
self-employment, Small Business Economics, vol. 36, n. 2, 2011, (with L. Rosti)
The gender gap in
academic achievements of Italian graduates, in Samuel A. Davies (ed.), Gender Gap: Causes, Experiences and
Effects, Nova Science Publishers, Inc., NY, 2010, (with L. Rosti)
Effort allocation in tournaments: the effect of gender on academic
performance in Italian universities, Economics of Education Review,
vol. 28, n.3, 2009, (with L. Rosti)
Educational Performance as Signalling Device: Evidence from
Estimating the Risk
Premium of Swap Spreads. two Econometric GARCH-based
Techniques, Applied Financial Economics, vol. 14, n. 2, 2004
Two Stage Inference in
Heterogeneous Panels, , work
in progress, (with
And Yet
they Co-Move! Public Capital and Productivity in the OECD: A Panel Cointegration Analysis with Cross-Section Dependence,
October 2011 (with A. Bottasso and M. Conti.)
Gender stereotyping and wage discrimination among Italian graduates, Quaderni di Dipartimento dell’Universitą degli
Studi di Pavia, n.245, september 2010, (with L. Rosti)
Estimation Methods in Panel Data Models with Observed and Unobserved Components: a Monte Carlo Study, (with E. Rossi), Quaderni di Dipartimento dell’Universitą degli Studi di Pavia, n.211, dicembre 2008 .
Talent allocation in tournaments: the effect of gender on Italian graduate performance, (with L. Rosti). Quaderni di Dipartimento dell’Universitą degli Studi di Pavia, n.189, gennaio 2007 .
Managing the Risk Side of a Medium Size Portfolio Showing GARCH Effects, Quaderni di Dipartimento dell’Universitą degli Studi di Pavia, n.114, giugno 2000 .
MARTEDI’ ore
11-13