Working Papers
- Heterogeneity and the Equitable Rate of Interest, Università Cattolica Dip di Economia e Finanza WP Series n. 128, February 2023.
- Do firm expectations respond to monetary policy announcements?, with Federico Di Pace and Giacomo Mangiante, Bank of England Staff WP 1014, February 2023.
- Mainly Employment: Survey-Based News and the Business Cycle, Centre for Macroeconomics Discussion Paper, August 2022.
BoE SWP version
- Individual Experiences and Inflation Expectations, with Dario Bonciani and Silvia Sarpietro (in progress).
- Heterogeneous Currency Union: MPCs and Tradable Shares, with Daniele Caratelli (in progress).
Publications
- Exchange-Rate and News: Evidence from the COVID Pandemic, with Tommaso Aquilante and Federico Di Pace, Economics Letters, Volume 213, April 2022. DOI: 10.1016/j.econlet.2022.110390 .
- Ambiguity, Monetary Policy and Trend Inflation, with Francesca Monti, Journal of the European Economic Association, Volume 19, Issue 2, April 2021, Pages 839–871. DOI: 10.1093/jeea/jvaa020 .
Coverage: CentralBanking.com
- Identifying Noise Shocks: A VAR with Data Revisions, with Alessia Paccagnini, Journal of Money, Credit and Banking, 51: 2145-2172, December 2019. DOI: 10.1111/jmcb.12585 .
WP Version (2015).
- A time-varying parameter structural model of the UK economy, with George Kapetanios, Katerina Petrova, and Matt Waldron, Journal of Economic Dynamics and Control, Volume 106, September 2019. DOI: 10.1016/j.jedc.2019.05.012 .
WP Version (2017).
- The Stochastic Lower Bound, with Pablo E Winant, Economics Letters, Volume 180, July 2019, Pages 54-57. DOI: 10.1016/j.econlet.2019.03.02 .
WP Version (2018). Coverage: CentralBanking.com
- Deflation Probability and the Scope for Monetary Loosening in the United Kingdom, with Alex Haberis, and Kate Reinold, International Journal of Central Banking, March 2019, 15(1) 233-277.
WP Version (2016).
- Forecasting the UK economy: alternative forecasting methodologies and the role of off-model information, with Lena Boneva, Nicholas Fawcett and Matt Waldron, International Journal of Forecasting, January-March 2019, 35(1) 100-120. DOI: 10.1016/j.ijforecast.2018.06.005 .
WP Version (2015).
Non Peer-Reviewed
- Market Power and Monetary Policy, with Tommaso Aquilante, Shiv Chowla, Nikola Dacic, Andrew Haldane, Patrick Schneider, Martin Seneca, and Srdan Tatomir, Proceedings - Economic Policy Symposium - Jackson Hole, 2018, 1-5.
Bank of England Staff Working Paper No. 798, May 2019.
Old Papers
- Wage Setting in a Dispersed Information DSGE, 2011, mimeo, Northwestern University.