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Gianna Boero

Contact details

Telephone: +44 (0)24 765 23796

Fax: +44 (0)24 765 23032

Email: Gianna dot Boero at warwick dot ac dot uk

Room: S2.95

Advice and feedback hours:

TERM 1

Usually on Tuesdays 11.00 - 13.00 or students can email me to arrange an appointment at a different time.

Note that on Tuesday 7th November (Week 6) the advice and feedback hours will have to be rescheduled at 12:15-14:15. Students can book a slot on the sign-up sheet outside my office.

Departmental Responsibilities

  • Academic Course Director of MSc in Finance and Economics, joint programme with the Warwick Business School.

Research Interests

  • Time series econometrics
  • applications to macroeconomic and financial time series
  • analysis of forecast surveys

Teaching

EC331 Research in Applied Economics (Module Leader)

EC976 Econometrics (MSc Finance & Economics - joint programme with WBS) Term 1

EC902 Quantitative Methods: Econometrics A (MSc Economics) Term 2

Publications and working papers

G. Boero and F. Lampis, 2017. The Forecasting Performance of SETAR Models: An Empirical Application
Bulletin of Economic Research, Vol. 69, Issue 3, pp. 216-228.

G. Boero, Z. Mandalinci and M. Taylor, Modelling Portfolio Capital Flows in a Global Framework: Multilateral Implications of Capital Controls, October 2016. Link to paper

G. Boero, J. Smith and K. F. Wallis, 2015. The measurement and characteristics of professional forecasters’ uncertainty. Journal of Applied Econometrics, 30, 1029-1046. Article (PDF) 

G. Boero, K. Mavromatis and M.P. Taylor, 2015. Real Exchange Rates and Transition Economies. Journal of International Money and Finance, 56, 23-35. Link to article

G. Boero, J. Smith and K. F. Wallis, 2011. Scoring rules and survey density forecasts. International Journal of Forecasting, 27, 379-393. Article (PDF)

G. Boero, P. Silvapulle and A. Tursunalieva, 2011. Modelling the Bivariate Dependence Structure of Exchange Rates Before and After the Introduction of the Euro: a Semi-Parametric Approach. International Journal of Finance and Economics, Vol. 16, issue 4, 357-374. Link to article 

G. Boero, J. Smith and K. F. Wallis, 2008, Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters. Economic Journal, 118 (July), pp. 1107-1127. Article (PDF)

G. Boero, J. Smith and K. F. Wallis, 2008. Modelling UK inflation uncertainty, 1958-2006. In Volatility and Time Series Econometrics: Essays in Honour of Robert F. Engle (M. Watson, T. Bollerslev and J. Russell, eds). Oxford: Oxford University Press. Paper (PDF)

G. Boero, J. Smith and K. F. Wallis, 2008. Evaluating a three-dimensional panel of point forecasts: the Bank of England Survey of External Forecasters. International Journal of Forecasting, No. 24, pp. 254-367. Paper (PDF)

G. Boero, J. Smith and K. F. Wallis, 2008. Here is the news: forecast revisions in the Bank of England Survey of External Forecasters. National Institute Economic Review, No.203, pp. 68-77. Article (PDF)

G. Boero, J. Smith and K. F. Wallis, 2004, Decompositions of Pearson's Chi-Squared Test. Journal of Econometrics, 123, pp. 189-193. Article (PDF)

G. Boero, J. Smith and K. F. Wallis, 2004, The sensitivity of chi-squared goodness-of-fit tests to the partitioning of data. Econometric Reviews, 23 , 341-370. Article (PDF)

G. Boero and E. Marrocu, 2004, The Performance of SETAR Models: a Regime Conditional Evaluation of Point, Interval and Density Forecasts. International Journal of Forecasting, Vol. 20, pp. 305-320.Article (PDF)

G. Boero, A. McKnight, R. A. Naylor and J. Smith, 2004, ‘Graduates and the graduate labour market: evidence from the UK and Italy’ in D. Checchi and C. Lucifora (eds.). Education, Training and Labour Market Outcomes in Europe, Palgrave Macmillan.

G. Boero and E. Marrocu, 2002, The Performance of Non-linear Exchange Rate Models: a Forecasting Comparison. Journal of Forecasting, Vol. 21, pp. 513-542. Article (PDF)

G. Boero and C. Torricelli, 2002, The information in the term structure of German interest rates. The European Journal of Finance, Vol. 8, no. 1, pp. 21-45. Article (PDF)