Work In Progress

• The role of comovement and time-varying dynamics in forecasting commodity prices, with Fabrizio Venditti (Bank of Italy)  (ECB WP series)

• The transmission of monetary policy when agents fear extreme inflation outcomes, with Francesca Monti (Universite' Catholique de Louvain) and Michele Piffer (King's College London)

• Entropic Tilting for Macroeconomic Variables: The Role of Asymmetrically Distributed Survey Forecasts (Job Market Paper) (updated draft coming soon)

• Exchange Rate Density Forecasts with Yield Curve Factors: Do Time-varying Dynamics Matter?

Policy Work

• Economic Impact Assessment of the Recovery and Resilience Plan of Cyprus (RRP)