I am a Research Fellow and Ph.D. Candidate at the University of Turin (ESOMAS Department) and a Doctoral Fellow at the Collegio Carlo Alberto.
My research interests include quantitative macroeconomics, climate economics, financial economics, asset pricing modeling, macroeconometrics, and monetary economics. I have studied the transmission mechanism of monetary and fiscal policy with non-anchored expectations and heterogeneous agents. In particular, I focused on the effects of introducing bounded rationality, in the form of adaptive learning, within a one-asset Heterogeneous Agent New Keynesian (HANK) model cast in continuous time to shed light on how individuals and economies behave away from rational expectations. Moreover, I have estimated the heteroskedastic, unbiased, and consistent equity risk premia of sectoral and systemic Green-Minus-Brown (GMB) portfolios associated with the environmental performance of European firms and their supply chain. Furthermore, I am analyzing the distributional impact of the energy transition and its inflationary implications in a climate overlapping generations macroeconomic framework.
On the policy side, I have collaborated with international organizations (e.g., IOSCO, ECB, and EIB) to study the policy implications of regulatory changes.
News:
In April 2026, I will be visiting the European University Institute (Department of Economics). Host: Professor Leonardo Melosi.
In May 2026, I will visit the University of Padova (Department of Economics & Management "Marco Fanno"). Host: Professor Efrem Castelnuovo.