I am a Research Fellow and Ph.D. Candidate at the University of Torino (ESOMAS Department), and Collegio Carlo Alberto.
My research interests include quantitative macroeconomics, climate economics, financial economics, asset pricing modeling, macroeconometrics, and monetary economics. From a theoretical viewpoint, 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 economic systems behave away from rational expectations. I have analyzed the distributional impact of the energy transition and its inflationary implications within a climate-macroeconomic framework with overlapping generations. From an empirical standpoint, 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 chains. I have examined the bank lending channel of the monetary policy transmission mechanism in the Euro area.
I have collaborated with international organizations (e.g., IOSCO, ECB, and EIB) to study the policy implications of regulatory changes.
In April 2026, I visited the Department of Economics of the European University Institute. Host: Professor Leonardo Melosi.
In May 2026, I visited the Department of Economics & Management "Marco Fanno" (dSEA) of the University of Padova. Host: Professor Efrem Castelnuovo.