Biography
Welcome to my research website.
I am a Research Associate at the Economic Statistics Centre of Excellence (ESCoE) and at the Department of Economics of the University of Strathclyde. I recently obtained my PhD in Finance & Econometrics from Warwick Business School. My research interests cover monetary economics, Bayesian econometrics, and financial econometrics, with a focus on non-linear and non-Gaussian time series. Previously, I worked as Ph.D. Trainee at the DG-Research of the European Central Bank, and at the Monetary Policy and Economic Outlook Directorate of the Bank of Italy. I was also a Senior Economist at NowCasting Economics Ltd.
I am a Research Associate at the Economic Statistics Centre of Excellence (ESCoE) and at the Department of Economics of the University of Strathclyde. I recently obtained my PhD in Finance & Econometrics from Warwick Business School. My research interests cover monetary economics, Bayesian econometrics, and financial econometrics, with a focus on non-linear and non-Gaussian time series. Previously, I worked as Ph.D. Trainee at the DG-Research of the European Central Bank, and at the Monetary Policy and Economic Outlook Directorate of the Bank of Italy. I was also a Senior Economist at NowCasting Economics Ltd.
Interests
- Macroeconomics
- Bayesian Econometrics
- Non-Gaussian time series
Education
-
PhD in Finance & Econometrics, 2023
Warwick Business School
-
MSc in Economics, 2017
University of Rome Tor Vergata
-
BSc in Economics, 2015
Roma Tre University
CV
Download my CV.
Working papers
with Leonardo Melosi (University of Warwick) and Ivan Petrella (Collegio Carlo Alberto).
with Daniele Bianchi (Queen Mary) and Ivan Petrella (Collegio Carlo Alberto). Revision requested at Review of Asset Pricing Studies
with Mario Pietrunti (former Bank of Italy).
