• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Facilities
    • Admissions
    • Recent PhD Placements
  • Research
  • News
  • Events
    • Summer School
      • Behavioral Macro and Complexity
      • Econometrics and Data Science Methods for Business and Economics and Finance
      • Inequalities in Health and Healthcare
      • Introduction in Genome-Wide Data Analysis
      • Research on Productivity, Trade, and Growth
      • Summer School Business Data Science Program
    • Events Calendar
    • Tinbergen Institute Lectures
    • Annual Tinbergen Institute Conference
    • Events Archive
  • Summer School
  • Alumni
  • Times
Home | People | Paolo Gorgi

Paolo Gorgi

Research Fellow

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


Paolo Gorgi is Assistant Professor at Vrije Universiteit Amsterdam. He obtained his BSc and MSc in the field of Statistical Sciences at the University of Padova, Italy. He was awarded a double PhD from the University of Padova and the Vrije Universiteit Amsterdam. His main research interests concern: time series analysis, statistical inference for dynamic models and forecasting economic variables.

List of publications

Blasques, F., Gorgi, P. and Koopman, S.J. (2020). Missing observations in observation-driven time series models Journal of Econometrics, :.

Gorgi, P. (2020). Beta–negative binomial auto-regressions for modelling integer-valued time series with extreme observations Journal of the Royal Statistical Society. Series B. Statistical Methodology, 82(5):1325--1347.

Blasques, F., Gorgi, P. and Koopman, S.J. (2019). Accelerating score-driven time series models Journal of Econometrics, 212(2):359--376.

Gorgi, P., Koopman, S.J. and Li, M. (2019). Forecasting economic time series using score-driven dynamic models with mixed-data sampling International Journal of Forecasting, 35(4):1735--1747.

Gorgi, P., Hansen, P.R., Janus, P. and Koopman, S.J. (2019). Realized wishart-garch: A score-driven multi-Asset volatility model Journal of Financial Econometrics, 17(1):1--32.

Angelini, G. and Gorgi, P. (2018). DSGE Models with observation-driven time-varying volatility Economics Letters, 171:169--171.