Franco Peracchi



Professor, University of Rome Tor Vergata
Fellow, Einaudi Institute for Economics and Finance


Princeton, Ph.D., 1987
London School of Economics, M.Sc., 1983


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Research Interests

Econometric theory and methods. Semiparametric and robust statistical methods. Labor and health economics. Economics of social security and pensions.

Selected Publications

"A nonlinear dynamic factor model of health and medical treatment" (with C. Rossetti), Health Economics, forthcoming.

"Sampling properties of the Bayesian posterior mean with an application to WALS estimation" (with G. De Luca and Jan R. Magnus), Journal of Econometrics, forthcoming.

“Comments on `Unobservable Selection and Coefficient Stability: Theory and Evidence' and “Poorly Measured Confounders are More Useful on the Left Than on the Right” (with G. De Luca and J. R. Magnus), Journal of Business and Economic Statistics, 2019, Volume 37, Issue 2, pages 217-222.

"Weighted-average least-squares estimation of generalized linear models” (with G. De Luca and J. Magnus), Journal of Econometrics, 2018, Volume 204, Issue 1, pages 1-17.

“Unhealthy retirement?” (with F. Mazzonna), Journal of Human Resources, 2017, Volume 52, Issue 1, pages 128-151.

“Ranking scientific journals via latent class models for polytomous item response data” (with F. Bartolucci and V. Dardanoni), Journal of the Royal Statistical Society-Series A, 2015, Volume 178, Issue 4, pages 1025-1049.

“Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data” (with F. Bartolucci and F. Belotti), Journal of Econometrics, 2015, Volume 184, Issue 2, pages 452-463.

“Model averaging estimation of generalized linear models with imputed covariates” (with V. Dardanoni, G. De Luca and S. Modica), Journal of Econometrics, 2015, Volume 184, Issue 1, pages 111-123.

Working Papers

A nonlinear dynamic factor model of health and medical treatment” (with C. Rossetti), EIEF Working Paper 19/01, February 2019.

Self-assessed cognitive abilities and financial wealth: Are people aware of their cognitive decline?” (with F. Mazzonna), EIEF Working Paper 18/08, September 2018.

Honors, Awards and Fellowships

Elected Fellow, International Association for Applied Econometrics. Fellow, Georgetown Center for Economic Research and Georgetown Center for Econometric Practice. Visiting Research Scholar, Princeton University, 2013-2014. Editor of LABOUR: Review of Labour Economics and Industrial Relations.


Phone: +39.06.4792.4690
Fax: +39.06.4792.4872
E-mail: franco.peracchi[at]

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