My name is Gabriele Mingoli

I am a PhD candidate in Econometrics at the Vrije Universiteit Amsterdam and Tinbergen Institute. I am on the 2024/2025 academic job market. 

My research is focused on on developing econometric methods for time series analysis. My work has a specific emphasis on extreme events, such as locally explosive episodes, also known as bubbles, in financial, economic, and climate data.

My Job Market paper proposes a dynamic factor model designed to capture common explosive dynamics, also referred to as common bubbles, within large-dimensional vectors of time series. The proposed method allows the data to depend on a lower-dimensional set of factors exhibiting locally explosive behavior, letting the system be susceptible to common extreme events.

My supervisors are Francisco Blasques (f.blasques@vu.nl) and Siem Jan Koopman (s.j.koopman@vu.nl).

Primary Fields: Econometrics; Time Series Analysis
Secondary Fields: Financial Econometrics

You can download my cv here.

E-mail: g.mingoli@vu.nl