I am an empirical macroeconomist, primarily interested in questions driven by monetary policy concerns. I have a keen interest in credit dynamics, financial conditions, exchange rates, and commodity prices; I am interested in how these variables move and what factors drive these movements, as well as how these movements affect economic growth, consumption choices, international trade and capital flows, prices, and financial contagion, as well as the transmission of monetary policy and its international spillovers.
My broad research interests are in...
financial and monetary economics
macroeconometrics and forecasting
Working papers [available on request]
"Life Before Super Thursday: Chasing Central Bank Information Effects", with Marco Pinchetti
"Global Spillovers of the Fed Information Effect", with Marco Pinchetti
Works in progress
"The Macroeconomic News Purge", with Alberto Caruso and Claudio Schioppa
“Exchange Rate Expectations and International Trade”
“The Forecasting Power of Credit Conditions”
"Financial Shocks, Uncertainty Shocks, and Monetary Policy Trade-Offs" by Marco Brianti (Boston College),
at the Cracow University of Economics 3rd Workshop on Macroeconomic Research [ SLIDES ]
"Testing for the Validity of W in GVAR models" by Angelo Luisi (U. Catholique de Louvain),
at the EconomiX-CNRS 19ème Journée d’Économétrie [ SLIDES ]