Published Papers | Current Research | Data and Codes
My research is in macroeconomics, monetary economics and applied econometrics. I am particularly interested in macroeconomic risk and the transmission of monetary, financial and global shocks, and in developing empirical methods for structural analysis and forecasting.
Selected Papers and Current Research (past 2 years)
The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy (with A. De Polis and L. Melosi)
The Anatomy of Emerging-Market Business Cycles: Global Financial Shocks and Supply-Like Transmission (with L. Gambetti, A. Pollastri and E. Santoro)
Commodity Prices and Fiscal (Pro) Cyclicality (with F. Di Pace and L. Juvenal)
Dividend Momentum and Stock Return Predictability: A Bayesian Approach (with J. Antolin-Diaz and J. Rubio-Ramirez) Review of Financial Studies, Volume 39, Issue 5, May 2026, Pages 1506–1554. [link to WP version]
Aggregate Skewness and the Business Cycle (with M. Iseringhausen and K. Theodoridis) Review of Economics and Statistics, May 2026, 108 (3): 851–861. [Skewness Index][link to WP version]
Consumer Durables and Monetary Policy According to HANK (with E. Holst Partsch and E. Santoro) Journal of Monetary Economics, Volume 157, January 2026, 103883. [link to WP version]
Terms-of-Trade Shocks are Not all Alike (with F. Di Pace and L. Juvenal) American Economic Journal: Macroeconomics, 2025, vol. 17(2), p. 24-64. [link to WP version]