Filippo Pellegrino
  • Home
  • Research

research

columns, research papers and Software development
     

Preprints

Monitoring the economy in real time: trends and gaps in real activity and prices (with T. Hasenzagl, L. Reichlin and G. Ricco).
arXiv, 2022.
Factor-augmented tree ensembles.
arXiv, 2022.
Selecting time-series hyperparameters with the artificial jackknife.
arXiv, 2022.

published papers

A model of the Fed’s view on inflation (with T. Hasenzagl, L. Reichlin and G. Ricco).
The Review of Economics and Statistics, 104 (4): 686–704, 2022.

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.

     
Copyright © 2020-2022, Filippo Pellegrino
  • Home
  • Research