Mosconi Rocco Roberto
Full Professor
Mosconi Rocco Roberto
Full Professor
Rocco Mosconi is Professor of Econometrics at Politecnico di Milano.
He has been visiting professor at the Copenhagen University (department of Economics and Department of Mathematics).
His main research interests is multivariate time series analysis, with a focus on non-stationary processes. He also cooperates in applied research projects in several fields of economics, finance and management.
He has been consulting for the European Central Bank, the European Commission (JRC Ispra), the Italian authority for Energy (ARERA) among others.
He is core faculty member of Polimi GSOM, and cooperates with several Observatories at GSOM.
He regularly acts as a reviewer for several econometric Journals.
Career
Master of Science, Economics, Università di Pavia.
Research
Theoretical Econometrics: Time Series Analysis, Non-stationary Time Series Modelling, VAR models, Survival Data Analysis, Discrete choice models
Applied Econometrics: Econometric Modelling of Financial Data, Models for the Diffusion of Technological Innovation, Estimation of Export Demand Functions, Estimation of Cost Functions, Econometric analysis of energy and telecommunications
Selected Publications
Archontakis F.| Mosconi R. (2021), "Søren johansen and katarina juselius: A bibliometric analysis of citations through multivariate bass models", Econometrics, 9
Bertoldi P.| Mosconi R. (2020), "Do energy efficiency policies save energy? A new approach based on energy policy indicators (in the EU Member States)", Energy Policy, 139
Mariotti S.| Mosconi R.| Piscitello L. (2019), "Location and survival of MNEs' subsidiaries: Agglomeration and heterogeneity of firms", Strategic Management Journal, 40, 2242-2270
Mosconi R.| Paruolo P. (2017), "Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order", Journal of Econometrics 198, 271-276
Doornik J.| Mosconi R.| Paruolo P. (2017), "Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models", Econometrics, 5, 49, 1-30
Grants, awards and Honours
Community service
Research projects
INFLUENCES - INFLation: caUsEs, coNsequenCES, and policy implications
Project details