Research output per year
Research output per year
Personal profile
Personal information
Paolo Gorgi is Associate Professor in the Department of Econometrics and Data Science at Vrije Universiteit Amsterdam and Research Fellow at the Tinbergen Institute. He also has extensive industry experience, having previously co-founded acmetric as a Partner and served as Director at ADC Consulting.
Research
Paolo research interests center on stochastic processes and score-driven time series models, with a specialization in statistical inference within non-linear dynamic systems to effectively forecast economic variables.
Teaching
Paolo teaches undergraduate and graduate courses focusing on financial econometrics, time series analysis, and data science at Vrije Universiteit Amsterdam and the Tinbergen Institute.
Ancillary activities
No ancillary activities
Ancillary activities are updated daily
Academic qualification
PhD, Statistics and Econometrics, Joint degree University of Padova & Vrije Universiteit Amsterdam
1 Jan 2014 → 27 Feb 2017
Award Date: 27 Feb 2017
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
-
SDG 7 Affordable and Clean Energy -
SDG 8 Decent Work and Economic Growth
Fingerprint
Dive into the research topics where Paolo Gorgi is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Research output
-
Measuring Growth Spillovers
Blasques, F., Gorgi, P., Koopman, S. J. & Sampi, J., Apr 2026, In: Oxford Bulletin of Economics and Statistics. 88, 2, p. 213-225 13 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Score-driven time-varying parameter models with spline-based densities
van Brummelen, J., Gorgi, P. & Koopman, S. J., Apr 2026, In: Statistics and Computing. 36, 2, 94.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Food prices and production in the aftermath of natural disasters: the case of Peru
Blasques, F., Gorgi, P., Koopman, S. J. & Sampi Bravo, J., 11 Apr 2025, Tinbergen Institute, (TI Discussion Paper Series; no. 25-024/III).Research output: Working paper / Preprint › Working paper › Professional
Open Access -
Score-driven time-varying parameter models with spline-based densities
van Brummelen, J., Gorgi, P. & Koopman, S. J., 16 Feb 2025, Tinbergen Institute, (TI Discussion Paper Series; no. 25-011/III).Research output: Working paper / Preprint › Working paper › Professional
Open Access -
Copula tensor count autoregressions for modeling multidimensional integer-valued time series
Armillotta, D. M., Gorgi, P. & Lucas, A., 5 Feb 2025, Tinbergen Institute, (TI Discussion Paper Series; no. 25-004/III).Research output: Working paper / Preprint › Working paper › Professional
Open Access