Dr Stefano Soccorsi

Lecturer in Financial Economics

Research Overview

Stefano Soccorsi is a Lecturer in Financial Economics at the Lancaster University Management School - Department of Economics. He holds a PhD in Economics and Finance from Sapienza University of Rome (2015), a MSc in Econometrics from the University of Southampton, MSc and BSc in Statistics and Economics from Sapienza. Stefano joined the Department in December 2017; before he was employed at the Univeristy of Bristol and at the European Center for Advanced Research in Economics and Statistics (ECARES) - Université libre de Bruxelles. His research interests are: Dynamic Factor models, Forecasting, Macroeconometrics, Time Series analysis, Financial Econometrics, Dynamic Macroeconomics.

Personal webpage: https://sites.google.com/site/stefanosoccorsi/

Measuring nonfundamentalness for structural VARs
Soccorsi, S. 10/2016 In: Journal of Economic Dynamics and Control. 71, p. 86-101. 16 p.
Journal article

  • Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy

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