Personal data

Matteo Maria Pelagatti
Born in Cuggiono (Milan), February the 28th, 1972

Actual positions

Assistant professor at the Department of Statistics, University of Milan, Bicocca.

Lecturer for the courses: Economic Time Series Analysis II, Statistics of Financial Markets (also at the University of Bergamo), Simulation Methods.

Member of the Italian Statistical Society and of the Econometric Society.

Member of the Board of Directors of the University of Milan, Bicocca.

Education

2002
Ph.D. in Statistics received on July the 12th, 2002. Title of the dissertation " Markov Chain Monte Carlo Methods for Dynamic Models with Applications to the Business Cycle Analysis".

2000-2001
one semester of Doctoral fellowship at the Institute of Statistics and Econometrics, Humboldt Universität zu Berlin.

1997
Undergraduate degree in Political Sciences, field of Economics and Statistics, received from the University of Milan. Thesis title: “Outliers Treatment in Time Series Analysis”. Grade: 110/110.

1991
Italian high-school degree received form the "Liceo Scientifico A. Volta" of Milano.

1990
U.S. high school degree received from "Box Elder High School" of Brigham City, UT, as exchange student.

Research interests

Time Series Analysis, Econometrics, State Space Models, Business Cycle Analysis, Markov Switching Models, Stochastic Volatility and GARCH Models, Markov Chain Monte Carlo, Robust Statistics, Index Numbers Theory.

Nonacademic experiences

2001-Today
SPSS Trainer for statistics and forecasting methods.

1996-Today
Consultant of stochastic models, forecasting and statistical analysis (for Astrazeneca, Assolombarda, Milan Chamber of Commerce, Ecomar, Etnoteam, NetConsulting, Pfizer, Publitalia ‘80, SAS Institute, Schering).

Languages

Italian: Mother Tongue
English: Very Good
German: Good

Software

Statistical packages
Gauss, OxMetrics, SPSS, SAS, EViews, S-plus, R, Statistica, Mapinfo, BUGS.

Generic software
MS Office, LaTex, …

Programming languages
Ox, C, Visual Basic, base HTML, some JAVA

O.S.
Windows NT, 9x, 2000, XP, some Linux