Papers

We develop a forecasts combination scheme that assigns weights to the individual predictive density forecasts based on quantile scores. …

Both monetary and macroprudential policymakers use conditional density forecasts of GDP to inform their policy decisions. The former …

Nowcasting refers to the “forecast” of the current (“now”) state of the economy. This is necessary as key economic variables are often …

Practitioners indeed evaluate the calibration of fancharts testing the forecast accuracy horizon by horizon, not considering any …

Recent & Upcoming Talks

Experience

 
 
 
 
 

Norges Bank Intern

Norges Bank

Apr 2019 – Nov 2019 Oslo, Norway
  • Co-autorship paper with Knut Are Aastveit and Saskia Ter Ellen
  • Presentation in internal seminar
 
 
 
 
 

Junior Economist

Prometeia SPA

Oct 2015 – Sep 2016 Bologna, Italy
Responsibilities include:

  • Build forecasting models tailored to the client
  • Monitoring financial markets and reporting
  • Present previsions to practitioners
  • Write articles for the company press

Skills

R

80%

Matlab

90%

Yoga

60%

Contact