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Chiara Guerello

Nome

Chiara

Cognome

Guerello

Dipartimento

DEF

Area Scientifico Disciplinare

ECONOMICS

Titolo del programma di ricerca 

Mercati finanziari e politiche macroeconomiche

Docente responsabile

Prof. Giorgio Di Giorgio

Inizio attività

01/7/2015

Termine attività

30/6/2017

Breve curriculum vitae

Education

Main:

PhD in Applied Economics and
Quantitaive Methods (07/07/2014, Genova)
Università degli Studi di Genova, Dipartimento di
Economia (DIEC)
Dissertation title: "Monetary
policy under uncertainty: what role for financial markets and bank system?"
Supervisor:
Marco Mazzoli.

MSc in Economics with distinction (Nov. 2012,
Coventry)
University of Warwick,
Department of Economics
Topic: Macroeconomics, Microeconomics, Econometrics,
Empirical Microeconomics, Topics in Global Finance, Monetary Economics.

Laurea
Specialistica (MSc) in Scienze economiche e dei mercati finanziari (Science of
Economics and Financial Markets) 110/110 cum laude (13/07/2010)
Università degli Studi di Genova

Topic: Econometrics,
Statistics, Political Economy, Microeconomics, Pubblic Economics, Financial
Markets, Derivatives. 

Laurea
Triennale (Ba) in  Economia Aziendale
(Corporate economics) 110/110 (4/11/2008)

Università degli Studi di Genova

Topic: Accounting,
Microeconimcs, Macroeconomics, Pubblic Economics, Corporate Finance, Economic
History, Statistics, Mathematics. 

Training

Unobserved component methods using
STAMP™ (9-11/04/2015,
Frankfurt am Main)

Organizer: European Central Bank.

Topic: Time series filters,
smoothers, common trend, common cycle, factor models.

Prof. S. Koopman

XXIV Course of Econometrics for PhD
students, "Bayesian Methods in Economics and Finance" (09-14/09/2013, Perugia)

Organizer: Centro Interuniversitario di Econometria
(CIdE).

Topic: Fundamentals of
Bayesian inference, Bayesian computation (MCMC), Multivariate and Hierarchical
models,
State space and stochastic volatility models.

Prof. G. Carmeci, R. Casarin, M. Ciccarelli and A.
Mira.

XXII Course of Econometrics for PhD
students, "Introductory Econometrics and Time Series" (20/06 - 02/07/2011, Bertinoro
(FC))

Organizer: Centro Interuniversitario di Econometria
(CIdE).

Topic: Linear regression,
SUR, simultaneous  equations, maximum
likelihood. Time series models.

Prof. G. Calzolari, F. Di Iorio, M. Lippi, A.
Amendola, S. Storti, R. Lucchetti.

Work experience

PhD Trainee (15/07/2014 –14/07/2015)

European Central Bank, DG Economics, Output
and Demand division (DGE\ED\OAD) (Sonnemannstrasse
20, 60314, Frankfurt am Main, Germany)

Development of tools for
forecasting and policy analysis, drafting of policy notes.

Teaching assistant for the course of
Macroeconomics (May 2013 – Feb. 2014)

LUISS Guido Carli,
Dipartimento di Scienze Politiche (Viale Romania, Roma).

Assisting
during exams

Prof.
R. Andergassen

Teaching assistant for the course
Microeconomia (Feb. 2014 – Apr. 2014)

Università degli
studi di Genova, Dipartimento di Scienze Politiche (Piazza della Zecca, 1, Genova)

Lectures on introductory game
theory (modules)

Prof.
G.Gazzo

Research
assistant (27/02/2014
– 27/05/2014)

Università degli
studi di Genova, Dipartimento di Economia (Via Vivaldi, 5, Genova)

Research for the project: "I tassi di cambio delle
monete della UEM nei confronti dell'euro al momento della costituzione della
moneta unica europea"; lecturer for the course Polica economica e Finanziaria

Prof.ssa I. Consigliere

Didactic tutor for the courses of Economia
politica 2 (basic macroeconomics) and Politica economica e finanziaria
(intermidiate applied macroeconomics) (Apr. – Dec. 2013)

Università degli
studi di Genova, Dipartimento di Economia (Via Vivaldi, 5, Genova)

Assistance during exams,
classes, office hours.

Prof. I. Consigliere, M. Mazzoli, M. Tronzano.

Didactic tutor for the courses of Economia
politica 2 (basic macroeconimcs) and Econometria (econometrics) (Feb. – Dec. 2011)

Università degli
studi di Genova, Dipartimento di Economia (Via Vivaldi, 5, Genova)

Assistance during exams,
classes, office hours.

Prof. I. Consigliere, R. Soliani, M. Tronzano.

Pubblicazioni

C. Guerello (2015) Optimal operational monetary policy
and financial risk volatility. Rivista
Bancaria,
Forthcoming, Minerva Bancaria.

C.Guerello (2014) The cost of deviating from the
optimal monetary policy: a panel VAR approach. Journal of Financial Stability, 15, pp. 210-229

Working Papers
and other publications

C. Guerello (2013) The effect of investors' confidence
on monetary policy transmission mechanism. 
A multivariate GARCH approach. Borsa
Instanbul Finance & Economics Conference (BIFEC): "Policy Issues and
Challenges in the Global Financial System and Economies". Book of Abstract
& Proceedings,
Instanbul, pp. 106- 134, www.bifec.com.

Conferences

Augustin Cournot Doctoral Days (10-11/04/2014, Strasbourgh)

Agustin Cournot Doctoral School



XXI International Conference on Money,
Banking and Finance (13-14/12/2013,
Rome)

LUISS Guido Carli,
CASMEF

Awards: Young Economist Best
Paper.



Borsa Instanbul Finance and Economics
conference (BIFEC) (30/09-01/10/2013,
Instanbul)

Instabul Stock Exchange (Borsa Instanbul)

Ricerche in corso

The Expectations Hypothesis of the Term
Structure of Interest Rates and Monetary Policy: Some Evidence from Asian
Countries
with
M.Tronzano (Università di Genova) – March 2013

The relevance of financial frictions for the
propagation of demand and supply shocks to the real economy
sponsored by ECB – Sept. 2014

Conventional and Unconventional Monetary
Policy vs. Households Income Distribution. An empirical analysis for the Euro
Area
sponsored
by ECB – Apr. 2015