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. “Underlying Inflation: An Ensemble Averaging Approach,” with T. Berge and S. Smith, FEDS Note 3756, March 2025.
- 2025. “Monetary Aggregates and Inflation: A New View on an Old Relationship,” with R. Colavecchio, in Research Handbook of Inflation (G. Ascari and R. Trezzi, eds.), Edward Elgar, forthcoming.
- 2023. “Monetary Policy and Long Term Interest Rates,” with O. Tristani, Quantitative Economics, 14, 689–716.
Currently teaching
Master in Economics program, Georgetown University: Financial Econometrics (fall) and, through 2024, Macroeconometrics (spring). See the teaching page for details and past courses.