Short bio

Hi everyone!

Welcome to my webpage. My name is Michele Piffer. I am a researcher in Macro/Econometrics. I am currently a Lecturer in Economics at King's Business School, which is part of King's College London.

..studying economics

My interest in Macroeconomics started when I was an undergraduate at the Università Cattolica in Milan. I then discovered Econometrics as an Erasmus student at the University of Vienna. After finishing my degree in July 2007, I moved to London to start a new adventure at the London School of Economics, the MSc Economics.

Having survived the MSc, I continued at the LSE with the PhD in Economics. Yet, my love for research did not arrive for several years. At the start, I ventured into a project in Banking which led me nowhere. I shifted to macroeconomic modelling, but with limited satisfaction. Then, in Autumn 2011 two major turning points changed the course of the PhD. First, I started teaching Econometrics and through this I explored the topic in more detail. Second, Prof. Wouter Den Haan joined the LSE. Everything I had done before Wouter went straight into the bin. After spending most of 2012 on a theoretical paper on credit frictions, in May 2013 I started my first paper on VARs and turned it into a job market paper. I then went on the market in October 2013, and landed at DIW Berlin the following year.

..discovering research

Berlin changed it all. Thanks to Prof. Luetkepohl and several enthusiastic young researchers, I found myself in the perfect environment for learning Time Series Econometrics. I had no teaching obligation and plenty of time to dig into the details, reading textbooks and simulating things on Matlab to challenge my understanding of things. That's when I began exploring Bayesian Econometrics and identification in VARs. Based on this new beginning, in summer 2015 I started a project with Max Podstawski on the identification of uncertainty shocks, then accepted for publication by the Economic Journal in summer 2017. Another project was accepted at the Journal of the European Economic Association. In September 2017 I moved back to London with a Marie Curie Fellowship based at Queen Mary, University of London, where I worked with Prof. Mumtaz. In September 2019 I joined King's Business School as a Lecturer in Economics.

NB: I know it is very close, but my name is not pronounced as the famous American actress Michelle Pfeiffer, but as the Italian version of Michael, like this. My surname, instead, is the Italianized version of "Pfeifer", due to the switch of Trento and Trieste from the Austrian Empire to Italy.