Papers

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

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

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

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

Blog posts

Making scenarios add up: spanning risks with scenario synthesis

Bank Insights (July 2026), with Davide Brignone, Satyam Goel, Simon Lloyd, Nades Raviraj and Andrea Renzetti. Do the energy-price scenarios in the April 2026 Monetary Policy Report span the main risks to UK inflation?

Beyond point estimates: quantifying risk around the near-term UK GDP forecast

Bank Overground (June 2025), with Jessica Verlander. A new quantile-MIDAS model for the full distribution of near-term UK GDP growth.

Recent & Upcoming Talks

Experience

 
 
 
 
 

Senior Research Economist

Bank of England

Feb 2025 – Present London, UK
  • Monetary Analysis directorate
 
 
 
 
 

Research Economist

Bank of England

Oct 2022 – Feb 2025 London, UK
  • Monetary Analysis directorate
 
 
 
 
 

Postdoctoral Researcher

The Alan Turing Institute

Sep 2021 – Sep 2022 London, UK
  • Nowcasting with signature methods, in collaboration with the ONS Data Science Campus
 
 
 
 
 

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

Contact