FALLANCA Maria Grazia
I)Personal information:
email: mgraziafallanca@gmail.com
II) Education within the Ph.D.
PHD course in Economics, Management and Statistics.
Dissertation Title: "Essays on credit quality and macroeconomic environment: non linear models and forecasting".
Tutor: Prof. Edoardo Otranto (co-tutor Prof. Antonio Fabio Forgione).
Research interests: risk management, time series analysis, forecasting, macroeconomics.
Education within the PHD: 
Postgraduate Course “Bayesian Methods in Economics and Finance” SA.DI.BA-Banca d’Italia- Perugia (September 2017)
Postgraduate Course “Introductory Time Series and Financial Econometrics” Società Italiana di Econometria – Centro Residenziale Universitario di Bertinoro (July 2017)
Summer School for PHD in Advanced Bayesian Econometrics:“Bayesian Multivariated Models and Forecasting in Economics and Finance”. SA.DI.BA-Banca d’Italia - Perugia (September 2016).
Publication:  "Forecasting the Macro Determinants of Bank Credit Quality: A Non-Linear Perspective" (2020) (MG. Fallanca, AF. Forgione and E. Otranto), Journal of Risk Finance, 21, 423-443.
Conferenza Adeimf, Cagliari September 2018.