I am currently a postdoctoral researcher at the Department of Economics, Management, and Quantitative Methods of the University of Milan, and a Ph.D. candidate in Economics at the University of Milan & University of Pavia. I expect to defend my doctoral thesis by the end of 2024.
I am broadly interested in time series econometrics, forecasting, forecast evaluation, and their application to macroeconomics and energy. More specifically, my doctoral thesis is on nowcasting models, point forecast combinations, and the statistical testing of predictive accuracy with a special focus on the instability brought by the Covid-19 pandemic.
In a more recent project, I worked on a Bayesian Markov-switching panel data model for the European electricity markets. In am enthusiast of the potential applications of new types of data for nowcasting, in particular of datasets with mixed sampling frequencies.
Feel free to contact me for any question.
You can download my curriculum vitae.