I am an economist in the Division of Research and Statistics at the Federal Reserve Board. I am also a Senior Fellow at the Rimini Centre for Economic Analysis (RCEA) and an Adjunct Professor in the Department of Economics at Georgetown University.
My research is in Bayesian econometrics and time series analysis: structural VAR models, mixture models, state-space methods, estimation of DSGE models, and econometric forecasting, with applications to monetary policy and financial markets.
Recent work
- 2025. “Monetary Aggregates and Inflation: A New View on an Old Relationship,” with R. Colavecchio, chapter 9 of Research Handbook of Inflation (G. Ascari and R. Trezzi, eds.), Edward Elgar.
- 2025. “Underlying Inflation: An Ensemble Averaging Approach,” with T. Berge and S. Smith, FEDS Note 3756, March 2025.
- 2023. “Monetary Policy and Long Term Interest Rates,” with O. Tristani, Quantitative Economics, 14, 689–716.
Work in progress
- “The Term Structure of the Natural Rate of Interest,” with O. Tristani (ECB). First draft, 2026.
- “How to Catch a Star? Reliability of Filtering Estimates in Linear State Space Systems,” with T. Drautzburg (Philadelphia Fed) and A. Stella (Federal Reserve Board). First draft, 2026.
- “Multivariate Regime-Switching Models for Risk Assessment in Macroeconomics,” with R. Colavecchio (Central Bank of Luxembourg). First draft, 2026.
- “Density Forecast Combinations Using Clustering,” with P. Arora (Ashoka University). Draft forthcoming.
Upcoming talks
- Aug 2026ESEM–EEA Conference, University College Dublin, Ireland
- Sep 2026RISE Conference, Federal Reserve Bank of Cleveland, OH
- Dec 2026CFE Conference, HTW Berlin, Germany
- Dec 2026University of Hamburg, Germany — invited seminar
Currently teaching
Master in Economics program, Georgetown University: Financial Econometrics (ECON 5811, formerly ECON 593) in the fall term, and, through 2024, Macroeconometrics (ECON 587) in the spring. See the teaching page for details and past courses.