My research interests include macro-finance, time series analysis and statistical learning.
See also my profiles on:
See also my profiles on:
policy publications
- T. Hasenzagl, F. Pellegrino, L. Reichlin, and G. Ricco, The inflation puzzle in the Euro Area, VoxEU, 2019 | Link | FT citation
- T. Hasenzagl, F. Pellegrino, L. Reichlin, and G. Ricco, Low inflation for longer, VoxEU, 2018 | Link | French version: OFCE blog
- A. Caruso, T. Hasenzagl, F. Pellegrino, and L. Reichlin, The US sneezes and the Eurozone catches a cold: The Eurozone has been infected by the US slowdown, VoxEU, 2016 | Link
research papers
- T. Hasenzagl, F. Pellegrino, L. Reichlin, and G. Ricco, A model of the Fed’s view on inflation | Paper | Appendix | Also in CEPR, OFCE and Warwick
- F. Pellegrino, Selecting time-series hyperparameters with the artificial jackknife, Working paper
- F. Pellegrino, and C. Perricone, A Bayesian approach to the FOREX market, Working paper