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Dr Andrea Naghi

Andrea

Lecturer in Econometrics and Data Science

Email: a.naghi@qmul.ac.uk

Profile

Roles

Biography

Andrea holds a PhD in Economics from the University of Warwick. During her PhD, she also visited the University of California San Diego for two years. Before joining Queen Mary University of London, Andrea worked as Assistant Professor at Erasmus University Rotterdam, Econometric Institute. She specialises in Econometrics, Applied Econometrics, Machine Learning and Causal Machine Learning.

Teaching

Undergraduate

BUS025 – Entrepreneurship

Postgraduate

BUSM193 – Data Science: Methods and Applications

Research

Publications

  • The Value Added of Machine Learning to Causal Inference: Evidence from Revisited Studies (with Anna Baiardi), The Econometrics Journal, accepted
  • The Benefits of Forecasting Inflation with Machine Learning: New Evidence (with Eoghan O’Neill and Martina Zaharieva), Journal of Applied Econometrics, accepted
  • Robust Estimation of Probit Models with Endogeneity (with Máté Váradi and Mikhail Zhelonkin), Econometrics and Statistics (2022)
  • Statistical Test for Linear and Nonlinear Dependence and Long-Memory (with Dorina Lazar and Andrada Filip), Carpathian Journal of Mathematics (2009)

Supervision

Dr. Andrea Naghi encourages applications from prospective PhD students interested in machine learning, causal machine learning, and their applications in economics, finance, and business.

Grants

  • European Commission Horizon 2020, Marie Skłodowska-Curie Individual Grant, €170,000, 2018-2020, principal investigator
  • United Nations, Sustainable Development Goals Funds (with Anna Baiardi), €240,000, 2018-2022, principal investigator
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