My research lies in the field of macroeconomics, with a focus on price-setting models and inflation drivers.
My current research looks at big data and machine learning techniques for understanding price-formation. I study inflation dynamics from two complementary lines of research:
(i) I combine highly disaggregated price data (web-scraped and survey micro-data) and insights from New Keynesian models to study the role of nominal rigidities in determining real economic outcomes; and (ii) through the lens of machine learning, bayesian and maximum likelihood estimators I analyze inflation drivers such as the exchange rate, energy prices and labor costs.