A legendary econometrician and a gentleman professor
Yesterday August 4, 2020, my mentor Prof. Carlo Bianchi passed away.
Here I posted a picture of the event we had at the University of Bologna in November 2015 when I took over the organization of his Summer School of Econometrics (http://www.side-iea.it/events/summer-schools).
Carlo was more than a Professor. He was a gentleman who loved Econometrics and he could communicate to his students such a deep fondness for a subject that usually is considered hard and difficult to understand. I took his course and I fell in love with the subject and with the people who made the subject. I had the luck to meet and know many of the professors who were mentioned in the textbooks for a test or for a new econometric method. I could not have done that without Carlo.
I cannot find the right words to express my gratitude for all the things he did teach me during the preparation of my thesis. We used to start talking of my thesis on GARCH models in his little office in the attic of the Economics Department at the University of Pisa and we ended up talking of some of the professors Carlo had invited to his summer school. We usually were the last ones to leave the Department. Then we spent more time walking towards his home while talking about possible extensions of my work and about anecdotes about one of his friends in the Econometrics community around the globe. Then we used to spend hours on the little street under his apartment in downtown Pisa, still chatting. I was a student at one of his summer schools, a special one with his “American brother” Halbert White Jr from UCSD, who shared the same last name (“bianchi” in Italian means white) . It was memorable to listen to Hal White’s lectures in Bertinoro and after the class having the luxury to listen to him playing the trumpet. In Bertinoro I also met Tim Bollerslev and René Garcia and many others. Then I went to UCSD where I had the luck to study with Robert F. Engle, Clive Granger, James Hamilton, Graham Elliott, Allan Timmermann, Badi Baltagi, while meeting many other names Carlo mentioned in one of our many chats.
Thanks Carlo. You will be never forgotten. I will try to communicate that passion to the students at your legendary Summer School of Econometrics as Frank Diebold wrote in his blog (https://fxdiebold.blogspot.com/2020/08/carol-bianchi-rip.html).
PS: Please feel free to leave a thought for Carlo in the comments below. Thanks!