I'm Davide, and I'm currently enrolled in LMEC^2, a second-year master's degree program at Alma Mater Studiorum, Bologna.
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📚: In my master's course I'm studying Economics and Econometrics.
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💻: I'm learning how to manage high-dimensional data and apply statistical approaches to macroeconometric analysis.
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⚡: My dream job is to work at the ECB as a monetary policy researcher.
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📫:How to reach me: davide.delfino@studio.unibo.it
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- Master's Thesis: QML estimation of approximate dynamic vector and matrix factor models. The estimation is implemented through the EM algorithm and the Kalman Smoothing, handling Mixed Friquency dataset and COVID-19 upheavals on Euro Area. Nowcasting of GDP Euro Area growth is performed along with structural analysis for monetary policy reaction to forecasts. code
