Carolina Castagnetti

Assistant Professor of Econometrics

 

Tel.: +39 0382/986217

Fax: +39 0382/304226


castca@eco.unipv.it

 

 

 

 

 

Curriculum vitae

BORN: March 23rd, Piacenza (Italy).

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, Barcelona, Spain), 1997; Dottorato in economia politica, 2000, University of Pavia.

 

   CURRENT TEACHING:         Advanced Econometrics

                                                            Applied Econometrics

 

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Research interests

Econometrics for Finance, Education.

 

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Some Publications

Euro Corporate Bond Risk Factors, Journal of Applied Econometrics, forthcoming, (with E. Rossi).

           

Shortening university career fades the signal away. Evidence from Italy, Applied Economics Research Bulletin, Berkeley Journal, forthcoming, (with S. Dal Bianco and L. Rosti)

           

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 Italy, Economics Bulletin,  vol. 9, n.4, 2005, (with F. Chelli and L. Rosti) .

 

Estimating the Risk Premium of Swap Spreads. two Econometric GARCH-based Techniques, Applied Financial Economics, vol. 14, n. 2, 2004

 

 

 Working Papers and Work in Progress

           

Two Stage Inference in Heterogeneous Panels, , work in progress,  (with E. Rossi and L. Trapani)

  

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 .

 

 

   Ricevimento studenti

MARTEDI’ ore 11-13