11 March 2020
Raffaella presented her paper on spatial contagion in mortgage defaults, which proposes a new model to add spillover effects in a survival approach using parameters that change over time and space.
The researchers at the JRC showed a strong interest in this proposal. As they would like to apply Raffaella's method to big data, she will have a visiting position at the JRC in the group 'Big Data and Forecasting of Economic Developments' from September 2020. She will develop, jointly with researchers at the JRC, new credit scoring models for European small and medium enterprises. She will use her expertise on big data, machine learning, and spatial econometrics to propose more accurate approaches to measure spillover effects using large amounts of data.