An Extended Macro-Finance Model with Financial Factors, Forthcoming, Journal of Financial and Quantitative Analysis (joint with
Hans Dewachter
)
Completed Papers
Information in the Yield Curve: A Macro-Finance Approach
(joint
with
Hans Dewachter
and Marco Lyrio, Revision invited)
A New-Keynesian Model of the Yield Curve with Learning Dynamics: A
Bayesian Evaluation
(joint
with
Hans Dewachter
and Marco Lyrio, Submitted)
Work In Progress
The Information Content of Corporate Bond Spreads: a Macro-Finance
Approach (joint with
Hans Dewachter , Wolfgang Lemke
, and Kristien Smedts)
Prior specification in a time varying vector autoregressive model
Education
2008: Master of Statistics (K.U. Leuven,
Centre of Statistics)
2005: Master of Financial Economics (K.U. Leuven, Faculty of Business and Economics)
2004: Laurea in Economia Aziendale (Università Della Calabria, Facoltà di Economia)
Teaching Assistant
Graduate Courses
Macro-Finance (Instructor: Prof. Dr. Hans Dewachter)
Advanced International Monetary Economics (Instructor: Prof. Dr. Hans
Dewachter)
Empirics of Financial Markets (Instructor: Prof. Dr. Hans Dewachter)
Undergraduate Courses
Method of Economic Research (Instructor: Prof. Dr. Hans Dewachter)
Research Interests
Macro-Finance;
Bayesian Econometrics.
Links
PhD's tips
Tips for PhD Students (From
Monika Piazzesi's web site)
Breamer Guide to make nice presentations (By KiJoo Kim)
Matlab
Malatb tips and tricks (From Kevin Murphy's website)
Lightspeed: A package to speed up your Matlab (by Tom Minka)
Fun
PHD Comics
Jokes about economists
leonardo.iania@econ.kuleuven.be