Contacts

E-mail: fgalli@unisa.it
Web: http://faustogalli.altervista.org
Work: Dipartimento di Scienze Economiche e Statistiche (DISES), via Giovanni paolo II - 84084 - Fisciano (SA), Italy.

Current position

Assistant professor (ricercatore), University of Salerno, Italy.

Education

• September 2009. Ph.D. in Economics. CORE, Universite Catholique de Louvain, Belgium. Supervisor Luc Bauwens.
• June 2003. Dottorato (Ph.D.) in Economics. Università degli Studi di Bologna, Italy.
• July 1999. Master in Economics (MEc). Università Commerciale Luigi Bocconi, Milan.
• December 1996. Laurea (B.S.) in Social and Economic Sciences (DES). Università Commerciale Luigi Bocconi, Milan.

Professional experience

• March 2011 - currently. Assistant professor (ricercatore), University of Salerno, Italy.
• December 2010 - February 2011. Post-doc Researcher Fond National de la Recherche (FNR), University of Luxembourg.
• September 2009 - November 2010. Invited professor, University of Sassari, Italy.
• September 2007 - June 2009. Invited assistant professor, Alberta School of Business, Edmonton, Canada.
• January 2006 - August 2007. Post Doc researcher, University of Lugano, Switzerland.
• March 1997 - February 2000. Junior economist. CFS Economics, Milan.
• February 1992 - March 1994. Research assistant. CeSPEL (Univ. Bocconi), Milan.

Publications

• A nonparametric ACD model (with A. Cosma). in Financial Mathematics, Volatility and Covariance Modelling, Volume 2, 1st Edition 2019, Edited by J. Chevallier, S. Goutte, D. Guerreiro, S. Saglio, B. Sanhaji. Routledge.
• Immigration restriction and long-Run cultural assimilation: theory and quasi-experimental evidence (with G. Russo). Journal of population economics, 2019, Volume 32, Issue 1, pp 23–51.
• A latent variable model for financial range. Journal of Finance and Bank Management, 2018, Vol. 6, No. 2, pp. 1-16.
• The relative age effect in spanish football (with A. Lopez Garcia). Rassegna di Diritto ed Economia dello Sport, 2016, 2-3/15, p 254.
• Crisis probability curves (CPCs): a model for assessing vulnerability thresholds across space and over time. Journal of Environmental Science and Management, 2013, 16.1.
• Efficient Importance Sampling for ML estimation of SCD models (with L. Bauwens). Computational Statistics & Data Analysis, 2009 53/6, pp. 1974-1992.
• The moments of Log-ACD models (with L. Bauwens and P. Giot). Quantitative and Qualitative Analysis in Social Sciences, 2008 2/1, pp 1-28.
• An empirical application of the security diagram to assess the vulnerability of india to climatic stress (with L. Acosta-Michlik, F. Eierdanz, J. Alcamo, D. Kromker, R.J. Klein, K.K. Kumar, S. Campe, A. Carius, and D. Tanzler, D.). Die Erde, 2006, 137(3), p.199.

Communications at seminars and conferences (selected)

• March, 2017. Invited seminar, Luxembourg Institute of Socio-Economic Research (LISER).
• January, 2017. Seventh Italian Congress of Econometrics and Empirical Economics (ICEEE 2017). Messina, Italy.
• October, 2016. SIE-SITES Annual Conference, Milano, Italy.
• September, 2016. Forecasting Economic and Financial Time Series Conference, Monteporzio Catone, Italy.
• September, 2014. Bari Conference on Economics of Global Interactions, Bari, Italy.
• October, 2013. SIE-SITES Annual Conference, Bologna, Italy.
• September, 2013. Workshop Frontiers in Time Series Analysis with Applications to Economics and Finance. Salerno, Italy.
• September, 2012. Workshop on Institutions, Individual Behavior, and Economic Outcomes. Alghero, Italy.
• June, 2012. Workshop on Recent Developments in Financial Time Series Analysis. Salerno, Italy.
• June, 2012. SSDEV 2012 Summer School. Ascea, Italy.
• April, 2012. Workshop on Recent Developments in Time Series Analysis. Sassari, Italy.
• December, 2011. CFE-ERCIM 2011. London, United Kingdom.
• March, 2010. Seminar at DEIR, University of Sassari, Italy.
• January, 2010. XI Workshop on Quantitative Finance. Palermo, Italy.
• June, 2007. NCCR FINRISK Research Day 2007. Gerzensee, Switzerland.
• April, 2007. International Workshop on Computational and Financial Econometrics. Geneva, Switzerland.
• June, 2006. NCCR FINRISK Research Day 2006. Gerzensee, Switzerland. 2
• February, 2006. Risk Management: from Basel II to Basel III. Ascona, Switzerland.
• October, 2005. University of Lugano Finance Seminar. Lugano, Switzerland.
• September, 2005. International Conference on Finance. Copenhagen, Denmark.
• March, 2005. CORE econometrics seminar. Louvain-la-Neuve, Belgium.
• June 2004. RTN Summer School, Economics and Econometrics of Market Mi- crostructure. Constance, Germany.
• February 2004. Young Financial Researchers Day. Leuven, Belgium. January 2002. Giornata CIDE. Bologna, Italy.
• November 2001. CORE econometrics seminar. Louvain-la-Neuve, Belgium.

Editorial activities

Referee for Computational Statistics & Data Analysis, Quantitative Finance, Oxford Bulletin of Economics and Statistics, Journal of Applied Econometrics, Journal of Econometrics, Studies in Nonlinear Dynamics & Econometrics, Journal of Statistical Computation and Simulation.