Tucci, Marco Paolo

Professor of Economics, faculty of Economics
 
Research interests: econometrics, macroeconomics
Telephone: 0577 232618   (int. 2618)
Homepage:
Office hours: Wednesday h. 12.00-14.00

Short profile:

Present Position: Professor of Political Economy.Fields of specialization: Econometrics, Macroeconomics and Control Theory.Currently teaching: Macroeconomics and Applied Econometrics.1989/2007: Referee of Computational Economics, Journal of Economic Dynamics andControl, Economic Notes, Note Economiche, Quaderni del Dipartimento di EconomiaPolitica dell’Università di Siena, Journal of Structural Change and Economic Dynamicsand Sankhya.Research interests: flexible functional forms, control theory (optimal control and robustcontrol), time-varying parameters, sustainable growth under uncertainty, sustainabilityof public debt, exact tests in econometrics, global optimization of functions.Member of the Society of Computational Economics.

Main publications:
  • 8) “The Parameter Set in an Adaptive Control Monte Carlo Experiment: Some Considerations,” with D.A. Kendrick and H.M. Amman, Journal of Economic Dynamics & Control, 34, 1531–1549, 2010.
  • 7) “Duali: Software for Solving Stochastic Control Problems in Economics” (in collaborazione con Hans M. Amman e David A. Kendrick), in Erricos J. Kontoghiorghes, Berc Rustem and Peter Winker (eds) Computational Methods in Financial Engineering: Essays in Honor of Manfred Gilli, Springer-Verlag, Berlin, pp. 393-419, 2008.
  • 6) “Solving the Beck and Wieland Model with Optimal Experimentation in DualPC,” with H.M. Amman and D.A. Kendrick, Automatica 44(6), 1504-1510, 2008.
  • 5) Tucci, M.P., “Understanding the difference between robust control and optimal control in a linear discrete-time system with time-varying parameters,” Computational Economics, 27, 533-558, 2006.
  • 4) The rational expectation hypothesis, time-varying parameters and adaptive control: A promising combination?, Dordrecht, Springer, 2004.
  • 3) “A note on global optimization in adaptive control, econometrics and macroeconomics,” Journal of Economic Dynamics and Control, 26, 1739-1764, 2002.
  • 1) “Adaptive Control in the Presence of Time-Varying Parameters,” Journal of Economic Dynamics and Control, 22, 39-47, 1997.