Matteo Modena, MSc
Email: m.modena.1@research.gla.ac.uk
Tel: +44 (0)141 330 5964
Room 209A
PhD topic
'Empirical Essays in Macroeconomics and Finance'
Supervisors
Professor Ronnie MacDonald and Professor Farhad Noorbakhsh
Background
Matteo joined the Department in September 2005. He holds a degree in Economics from the University of Milan-Bicocca (2002) and an MSc in Economics and Finance from the University of Edinburgh (2003). In 2004, he attended the Summer School in Econometrics at the Italian Centre of Econometrics, and the Summer School in Computational Economics at the University of Lecce. He participated in the 2006 and 2007 Summer Schools in Econometrics at the Italian Centre of Econometrics, where the topics of study were econometrics of asset pricing, volatility modelling, and techniques for building small macroeconometric models and model selection. Matteo is currently furthering his professional experience as a risk manager of hedge funds.
Teaching experience (2004–2008)
Postgraduate: Statistics for Finance (MSc in Finance); Bond Pricing (MSc in Finance and Risk Management)
Undergraduate: Economics 1; Macroeconomics; Applied Finance 1; Economics of Financial Markets; Financial Markets and Monetary Policy
Working papers
- 'Yield curve, time-varying term premia, and business cycle fluctuations'
- 'An empirical analysis of the curvature factor of the term structure of interest rates', Discussion Paper 2008-35, Department of Economics, University of Glasgow.
- 'The term structure and the expectations hypothesis: a threshold model', Discussion Paper 2008-36, Department of Economics, University of Glasgow.
All working papers available at: http://ideas.repec.org/f/pmo420.html
Work in progress
An empirical investigation of the Lucas hypothesis: non linearity in the money-output relation
Research interests
Macroeconomics and monetary policy, international economics and finance, applied econometrics, financial markets