I am a Senior Researcher at the Department of Statistical Sciences of the Sapienza University of Rome (Italy) and hold an MS (Hons) in Economics, and a PhD in Applied Statistics both from the University of Florence.

Research interests

• Causal inference, policy evaluation and applied microeconometrics.

Professional experience

• 2022-present: Senior Researcher in Econometrics at the Dep.t of Statistical Sciences, Sapienza University of Rome, Italy.
• 2021-22: Senior Researcher in Economic Statistics at the Dep.t of Economics, University of Verona, Italy.
• 2019-21: Statistician at the Statistical Data Collection and Processing Directorate, Bank of Italy, Rome, Italy.
• 2016-19: Researcher at LISER Luxembourg Institute of Socio-Economic Research, Esch-sur-Alzette/Belval, Luxembourg.
• 2014: Research Fellow at SAMSI, Statistical and Applied Mathematical Sciences Institute, Research Triangle Park, North Carolina, USA.
• 2008-15: Statistician at the Statistical Analysis Directorate, Bank of Italy, Rome, Italy.
• 2005-08: Statistician at the Payment Systems Directorate, Bank of Italy, Rome, Italy.
• 2000-04: Postdoc position in Statistics at the Dep.t of Statistics and Applied Mathematics, University of Pisa, Italy.

Qualifications

• Qualified as Full Professor in Economic Statistics by the Italian Ministry of Education (disciplinary field 13/D2).
• Qualified as Associate Professor in Econometrics by the Italian Ministry of Education (disciplinary field 13/P5).

Current teaching

• 2023-24: Applied Econometrics; course for the Master degree in Statistical Methods and Applications; Sapienza University of Rome, Italy.
• 2022-24: Econometrics; course for the Bachelor degrees in Statistics, Economics and Society, and in Statistics, Economics, Finance and Insurance; Sapienza University of Rome, Italy.

Publications

• A joint Bayesian framework for causal inference and bipartite matching for record linkage (2022) with S. Guha and J. Reiter. Bayesian Analysis. Vol. 17.
• Causal analysis of central bank holdings of corporate bonds under interference (2022) with T. Makinen, F. Li, and A. Silvestrini. Economic Modelling. Vol. 113.
• Evaluation of language training programs in Luxembourg using principal stratification (2022) with M. Bia and A. Flores-Lagunes. Observational Studies. Vol. 8.
• Assessing Causal Effects in a longitudinal observational study with “truncated” outcomes due to unemployment and nonignorable missing data (2022) with M. Bia and A. Mattei. Journal of Business and Economic Statistics. Vol. 40.
• A Regression Discontinuity Design for ordinal running variables: evaluating Central Bank purchases of corporate bonds (2021) with F. Li, T. Makinen, and A. Silvestrini. The Annals of Applied Statistics. Vol. 15.
• Identifying types in contest experiments (2021) with F. Fallucchi and J. Niederreiter. International Journal of Game Theory. Vol. 5.
• Retrospective causal inference via elapsed time-weighted matrix completion, with an evaluation of the effect of the Schengen Area on the labour market of border regions (2021) with A. Albanese, F. Li, and J. Poulos. IZA, Institute of Labor Economics, Discussion papers series, n. 14472.
• The role of financial factors for European corporate investment (2019) with T. Makinen and A. Silvestrini. Journal of International Money and Finance, Vol. 96.
• Do debit cards decrease cash demand?: Causal inference and sensitivity analysis using Principal Stratification (2017) with F. Li. Journal of the Royal Statistical Society: Series C (Applied Statistics), Vol. 66.
• Improving inference of Gaussian mixtures using auxiliary variables (2015) with F. Li and F. Mealli. Statistical Analysis and Data Mining, Vol. 8.
• Bayesian inference for causal effects with noncompliance and nonignorable missing data (2015) in Advances in complex data modeling and computational methods in statistics, A.M. Paganoni and P. Secchi editors, Springer, pp 161-172.
• Do debit cards increase household spending? Evidence from a semiparametric causal analysis of a survey (2014) with F. Li. The Annals of Applied Statistics, Vol. 8.
• A likelihood-based analysis for relaxing the exclusion restriction in randomized experiments with nonmcompliance (2013) Australian and New Zealand Journal of Statistics, Vol. 55.
• Household wealth in a cross-country perspective (2012) with L. Bartiloro, M. Coletta, and R. De Bonis, R, in The financial systems of industrialized countries. Evidence from the financial accounts, R. De Bonis and A. Pozzolo, Ed.s, Springer, Chapter 4.
• The importance of mixture models in causal inference methods (2005) in Modelli statistici per l’analisi della transizione Università – lavoro (in Italian), C.Crocetta editor, CLEUP, pp 279-291.
• Analyzing a randomized experiment with imperfect compliance and ignorable conditions for missing data: theoretical and computational issues (2004) Computational Statistics and Data Analysis, Vol. 46.
• Missing data and causal inference in natural experiments (2004) in Strategie metodologiche per lo studio della transizione Università – lavoro (in Italian), E. Aureli Cutillo editor, CLEUP, pp 271-278.
• Effects of the use of debit and credit cards on Italian families liquidity: an empirical evaluation (2002) Italian Journal of Applied Statistics, Vol. 14.

Contacts

Andrea Mercatanti
Department of Statistical Sciences
Sapienza University of Rome
P.lle Aldo Moro 5
00185 Rome, Italy
Email: andrea.mercatanti@uniroma1.it