Giulia Ghiani - IMT Institute for Advanced Studies Lucca

Giulia Ghiani
Curriculum Vitae – December 2014
Politecnico di Milano
Department of Management, Economics
and Industrial Engineering (DIG).
Via Lambruschini 4/b
Milan, Italy.
T +39 02 2399 3975
B [email protected]
Í www.imtlucca.it/giulia.ghiani
B [email protected]
Current Position
June 2014 – now Research Fellow, Politecnico di Milano, Italy (“Assegno di Ricerca”).
Research Interests
Monetary economics. Applied time-series econometrics.
Education
March 2011 – Ph.D. in Economics, IMT Institute for Advanced Studies Lucca, Italy.
July 2014 Thesis Title: “Monetary policy and financial markets: regime switches in US short-term
interest rates and stock prices. A Markov-Switching VAR approach”.
Supervisors: Prof. Max Gillman, University of Missouri St. Louis; Prof. Davide Ticchi, IMT.
Reviewers: Prof. Lucio Sarno; Prof. Pierre Siklos.
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December 2010 MSc in Economics, University of Bologna, Italy (“Laurea Specialistica”- 64/s).
Thesis: “Monetary policy stance, wage setting and macroeconomic performance”.
Supervisor: Prof. Roberto Golinelli.
Final Grade: 110/110 summa cum laude.
December 2010 Diploma, Collegio Superiore - University of Bologna, Italy (“Licenza Specialistica”).
Honors Program.
June 2009 Diploma, Sant’Anna School of Advanced Studies Pisa, Italy (“Diploma di Licenza”).
Honors Program.
Thesis: “Monetary policy stance, wage setting and macroeconomic performance. A theoretical presentation and some historical and empirical perspectives”.
Supervisor: Prof. Stefan Collignon.
Final Grade: 100/100 summa cum laude.
October 2007 Bachelor in Economics and Public Administration, University of Pisa, Italy
(“Laurea Triennale” - 19).
Thesis: “Il problema dell’equivalenza ricardiana tra debito e imposte”.
Supervisor: Prof. Alessandro Balestrino.
Final Grade: 110/110 summa cum laude.
1999 – 2004 Scientific High School Diploma, Liceo Scientifico “U. Dini”, Pisa, Italy, grade 100/100.
Visiting Positions
November 2012– Visiting Research Student, Cardiff Business School (UK).
December 2013 Mentor: Prof. Max Gillman.
Summer Schools
June 2011 CIdE Summer School in Macroeconometrics (Bertinoro, Italy) .
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Scholarships
2011 –
Jan – Oct
2007 –
2004 –
2014
2013
2009
2009
Ph.D Full Scholarship, IMT-Institute for Advanced Studies Lucca.
LLP-Erasmus Placement Fundings.
Honour Scholarship, Collegio Superiore, Bologna.
Honour Scholarship, Sant’Anna School of Advanced Studies, Pisa.
Research Projects and Funding
.
June 2014 – Financial crisis, global imbalances and monetary policy rules.
June 2015 Politecnico di Milano
FARB project,
Working Papers and Work in Progress
1. Giulia Ghiani, Max Gillman and Michal Kejak. Money, Banking and Interest Rates:
Monetary Policy Regimes with Markov-Switching VECM Evidence. CEU Working
Paper 2014/3, Department of Economics, Central European University, October 2014.
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2. Government budget and current account deficits in the US: a Markov-Switching
approach to the empirical analysis of the Granger-causal links (with Anna P. Florio Politecnico di Milano); paper available upon request.
3. Markov-Switching forecasting models (with Jonathan Benchimol - Bank of Israel); in
progress.
4. Monetary policy and regime changes in US financial markets: a Markov-Switching
analysis; in progress.
Conferences
Papers/ Presentations at:
8th International Conference on Computational and Financial Econometrics (CFE
2014), University of Pisa, December 6-8, 2014.
46th Annual Conference of the Money, Macro and Finance Research Group
(MMF2014), University of Durham Business School, September 17-19, 2014.
20th International Conference on Computing in Economics and Finance (CEF 2014),
Norges Bank and BI Norwegian Business School, Oslo, June 22-24, 2014.
14th Annual Missouri Economics Conference, Federal Reserve Banks of Kansas City
and St. Louis and Department of Economics University of Missouri-Columbia, Columbia,
MO, March 21-22, 2014.
Teaching Experience
2014 Macroeconomics, Master in Management, MIP, Politecnico di Milano.
2014 Economics, Master ACE, MIP, Politecnico di Milano.
Computer Skills
EViews, Stata, OxMetrics, Gretl, MATLAB, LATEX.
Languages
Italian: native; English: fluent; German: good (Zertifikat Deutsch-B2).
Memberships
Society for Computational Economics.
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Additional Education
September 2007 Diploma in Piano, Higher Institute for Music Studies “L. Boccherini”, Lucca (Italy), 10/10
(10-years degree; equivalent to: Master in Musicology and Musical Heritage – LM45).
Other activities
Member, Alumni Association – Collegio Superiore, University of Bologna.
Tutor, Alumni Association – Collegio Superiore, University of Bologna (2012, 2013).
Founding member, Student Association – Sant’Anna School (2007); responsible for concerts (2004-2007).
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