- Associate Professor
- Bert W. Wasserman Department of Economics and Finance
- (646) 312-3408
Sebastiano Manzan, PhD, is an Associate Professor of Economics in the Bert W. Wasserman Department of Economics and Finance at the Zicklin School of Business.
His research interests are primarily focused on the development of flexible methods with applications to macroeconomic forecasting, financial econometrics, and empirical finance.
Dr. Manzan’s work has been published in leading journals, including the Journal of Business and Economic Statistics; Journal of Money, Credit and Banking; Journal of Economic Dynamics and Control; International Journal of Forecasting; and Econometric Reviews.
Dr. Manzan has taught courses in introductory econometrics, financial econometrics, financial risk management, and international finance at several institutions and teaches quantitative tools for finance in the Zicklin Executive MS in Finance program.
He was the 2011 recipient of the Zicklin School’s Teaching Excellence Award.
Dr. Manzan holds a PhD in economics from the University of Amsterdam.
Manzan, S. (2015). Forecasting the Distribution of Economic Variables in a Data-Rich Environment, Journal of Business and Economic Statistics, 33, 144-164.
Manzan, S., Zerom, D. (2015). Asymmetric Persistence and Predictability of U.S. Inflation: A Quantile Approach, Oxford Bulletin of Economics and Statistics, 77, 297-318
Manzan, S., Zerom, D. (2013). Are Macroeconomic Variables Useful for Forecasting the Distribution of U.S. Inflation?, International Journal of Forecasting, 29, 469-478
Hua, J., Manzan, S. (2013). Forecasting the Return Distribution using High-Frequency Volatility Measures, Journal of Banking and Finance, 37, 4381-4403.
Manzan, S. (2011). Differential Interpretation in the Survey of Professional Forecasters, Journal of Money, Credit, and Banking, 43, 993-1017.
Manzan, S. Ross, H.N. (2011). U.S. Manufacturing: Productivity, Offshoring, and Imports, Economics Bulletin, 31, 2875-2883.
Manzan, S., Zerom, D. (2010). A Semiparametric Analysis of Gasoline Demand in the US: Reexamining the Impact of Price, Econometric Reviews, 29, 439-468.
Manzan, S. (2009). Agent-based models in Finance, entry for Encyclopedia of Complexity and Systems Science, Springer
Manzan, S., Zerom, D. (2008). A bootstrap-based Nonparametric Forecast Density, International Journal of Forecasting, 24, 535-550
Manzan, S. (2007). Nonlinear Mean Reversion in Stock Prices, Quantitative and Qualitative Analysis in Social Sciences, 1, 1-20