time-varing correlation models

Economic statisticians employ specialised methodologies to delve into a variety of themes. The research activities of our statisticians group are primarily centred around three key areas: 1) statistical analysis of sustainability across its multifaceted aspects, including economic, social, environmental, and energy sustainability; 2) statistical models to examine corporate innovation and its impact on the labour market and human capital; 3) statistical models for finance, including the analysis of extreme values and forecasting, enhanced by sentiment analysis techniques.