Andrea De Polis

Andrea De Polis

Ph.D. candidate
Finance & Econometrics

Warwick Business School

Biography

I am a Ph.D. candidate in Finance & Econometrics at Warwick Business School. My research interests cover applied macroeconomics and financial econometrics, with a focus on non-linear and non-Gaussian time series, and density forecasting. I work under the supervision of Prof. Ivan Petrella and Prof. Ana Galvão. Currently, I am a Ph.D. Research Assistant at the DG-Research of the European Central Bank. During my first year of Ph.D. I visited the Monetary Policy and Economic Outlook Directorate of the Bank of Italy for a research internship. I was also a Senior Economist at NowCasting Economics Ltd.
Interests
  • Applied Macroeconomics
  • Non-Gaussian time series
  • Forecasting
Education

  • PhD in Finance & Econometrics, 2017-present

    Warwick Business School

  • MSc in Economics, 2015-2017

    University of Rome Tor Vergata

  • BSc in Economics, 2012-2014

    Roma Tre University

CV

Download my CV.

Research

Working papers

Modeling and Forecasting Macroeconomics Downside Risk
We model secular trends and cyclical changes of the predictive density of US GDP growth. A substantial increase in downside risk to US …
with Davide Delle Monache (Bank of Italy) and Ivan Petrella (University of Warwick)
PDF Cite Slides SUERF policy brief
Modeling and Forecasting Macroeconomics Downside Risk
Exchange Rate Dynamics and Unconventional Monetary Policies: It's All in the Shadows
In this paper we estimate an open economy New-Keynesian model to investigate the impact of unconventional monetary policies on the …
with Mario Pietrunti (former Bank of Italy)
PDF Cite
Exchange Rate Dynamics and Unconventional Monetary Policies: It's All in the Shadows

Work in progress

Momentum crashes and time-varying skewness risk
with Daniele Bianchi (Queen Mary University) and Ivan Petrella (University of Warwick)
The Ever-Changing Challenges to Price Stability
with Leonardo Melosi (FRB Chicago) and Ivan Petrella (University of Warwick)

Contact