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Matteo Iacopini

Candidate Fellow

Vrije Universiteit Amsterdam
Research field
Bayesian Econometrics, Econometric Methodology, Econometric Theory, Econometrics, Financial Econometrics, Time Series Econometrics


Matteo Iacopini is a Post-Doc Researcher at the Department of Econometrics and Data Science at Vrije Universiteit Amsterdam. He holds a double PhD in Economics and Applied Mathematics from Ca’ Foscari University of Venice and Université Paris I. His main research interests include Bayesian statistics, time series analysis, tensor calculus in statistics, models for high-dimensional data, networks.

List of publications

Costola, M., Iacopini, M. and Santagiustina, CarloR.M.A. (2021). On the “mementum” of meme stocks Economics Letters, :.

Costola, M., Iacopini, M. and Santagiustina, CarloR.M.A. (2020). Google search volumes and the financial markets during the COVID-19 outbreak Finance Research Letters, :.

Casarin, R., Iacopini, M., Molina, G., Ter Horst, E., Espinasa, R., Sucre, C. and Rigobon, R. (2020). Multilayer network analysis of oil linkages Econometrics Journal, 23(2):269--296.