I am an Associate Professor of Economics at the Department of Economics and Law at Sapienza the University of Rome.

I am also a guest lecturer at the London Business School.

Before joining the Sapienza University of Rome, I held tenure-track positions at Rutgers University, the University of California, Irvine, Luiss University, and the University of Pisa.

From 2015 to 2017, I was a Senior Economist at the Monetary Strategy Division of the European Central Bank.

I received my Ph.D. in Economics from the University of California, San Diego. My undergraduate education is from Bocconi University.

My most recent research interests include: time series, economic forecasting, approximate bayesian inference, and machine learning applications to economics and finance.

I teach undergraduate and graduate Econometrics, Time Series, and Machine Learning courses. These courses use Julia, R, and Python as software.

On this site, I keep my cv, a list of my publications, my code and packages, some interesting data, to my teaching pages, and a very infrequently updated blog.

Data

Monetary Policy Factors Updated monetary policy factors.