publications
Selecting time-series hyperparameters with the artificial jackknife. Computational Statistics & Data Analysis, 2025.
Analysing inflation with semi-structural models (with T. Hasenzagl, L. Reichlin and G. Ricco).
Research Handbook on Inflation, Edward Elgar Publishing, 2025.
A model of the Fed’s view on inflation (with T. Hasenzagl, L. Reichlin and G. Ricco).
The Review of Economics and Statistics, 2022.

Working papers
A tale of commodities and climate-driven disasters.
Best paper award at the 2025 Liechtenstein Workshop of Sustainable Finance
Climate-driven shockwaves along the futures curve (with S. Campos-Martins and J. Faias).
Heterogeneity in corporate sustainability initiatives and stock returns (with M. Burato and M. Zollo).
From extinction to resurrection: unveiling the role of short-selling frictions in cross-sectional momentum (with A. Buraschi).
Multidimensional dynamic factor models (with M. Barigozzi).

policy publications
The inflation puzzle in the Euro Area: it's the trend not the cycle (with T. Hasenzagl, L. Reichlin and G. Ricco).
VoxEU, CEPR’s policy portal, 2019.
| FT citation
Low inflation for longer (with T. Hasenzagl, L. Reichlin and G. Ricco).
VoxEU, CEPR’s policy portal, 2018.
The US sneezes and the Eurozone catches a cold: The Eurozone has been infected by the US slowdown (with A. Caruso, T. Hasenzagl and L. Reichlin).
VoxEU, CEPR’s policy portal, 2016.

Open-Source software development
CeMicrodata.jl
Pull data from the Consumer Expenditure (CE) Public Use Microdata (PUMD) into Julia.
MessyTimeSeries.jl
A Julia implementation of basic tools for time series analysis compatible with incomplete data.
MessyTimeSeriesOptim.jl
A Julia implementation of estimation and validation algorithms for time series compatible with incomplete data.