Prof. Carolina Castagnetti

T: +39 02 6203 2178

Carolina Castagnetti is a Professor in Economics at the University of Pavia (Italy) and Academic Consultant at CEG.

Carolina has particular expertise in applying econometrics to economic and business matters. Her main research focus is in the fields of econometrics, most notably on estimation and inference in heterogeneous panels with a multifactor error structure. She has also worked on the determinants of credit spreads and CDS in the framework of the credit risk structural approach, on disentangling the source of productivity growth across several sectors and on labour issues such as the decomposition of gender wage gap.

Her teaching focuses on both graduate and postgraduate courses in Econometrics, Financial Economics, Applied Economics and Advanced Econometrics. Carolina’s research has been published in leading international journals of economics and business, including the Journal of Econometrics, The Journal of Applied Econometrics, Small Business Economics, Economics of Education Review, Gender & Society, Economics Letters and Applied Financial Economics.

With CEG she has worked on various matters concerning information exchange and alleged market cartelisation, as well as damages analysis.

Before joining  the University of Pavia faculty, Carolina worked as quantitative finance analyst in Milan, developing risk models for the bond and corporate market, and analysing financial sector cases on a range of diverse issues.

Carolina holds a PhD in Economics from the University of Pavia (Italy), an MSc in Economics from University Pompeu Fabra in Barcelona (Spain) and an MSc in Applied Economics from the University of Turin (Italy).