Research Assistant · Leibniz Institute for Financial Research SAFE | Former European Central Bank | Frankfurt am Main
Macroeconomics · Production Networks · Sectoral NK-DSGE · Macro Data · Causal Inference
Co-Founder · DataStripes | datastripes.com
I am a Research Assistant to Prof. Karsten Müller at the Leibniz Institute for Financial Research SAFE in Frankfurt am Main, where I work on the Global Macro Database and on sectoral input-output data and models. Previously, I was an economist and research consultant at the European Central Bank, Directorate General Economics (Business Cycle Analysis), where I worked at the intersection of quantitative macroeconomics, firm-level empirics, and natural language processing.
I am also co-founder of DataStripes, a startup delivering econometric projection tools and data analytics solutions to small and medium enterprises. DataStripes is a no-backend, in-browser-native data engine with 300+ drag & drop nodes, AI-generated insights, and narrated dashboards — bridging the gap between academic-grade quantitative methods and commercial application.
My research focuses on four areas:
- Macroeconomic data and sectoral input-output: construction, harmonisation and validation of cross-country macro panels (Global Macro Database) and sectoral input-output tables, as the empirical basis for production-network and macro-finance research.
- Production networks and monetary policy: multi-country, multi-sector NK-DSGE modeling with endogenous input-output linkages (OECD-FIGARO), assessing the heterogeneous transmission of oil supply shocks and defense spending expansions across euro area countries and sectors.
- Text-as-data and uncertainty: large-scale NLP pipelines applied to nearly one million corporate earnings-call transcripts; BERT-based classifiers for firm-level regulatory uncertainty indices; causal estimation of investment responses via local projections and difference-in-differences.
- Financial frictions and firm dynamics: dynamic programming and Monte Carlo simulation to study how collateral constraints dampen the cleansing effect of recessions on capital reallocation.
I hold an MSc in Economics (GPA 3.83/4.0) from Università Cattolica del Sacro Cuore, Milan, and a BSc in Economics from the University of Verona. I am preparing PhD applications in economics for the 2027-2028 cycle.
| Role | Institution | Focus |
|---|---|---|
| Research Assistant to Prof. Karsten Müller | Leibniz Institute for Financial Research SAFE, Frankfurt am Main | Global Macro Database · Sectoral Input-Output |
| Role | Institution | Focus |
|---|---|---|
| Economist / Research Consultant | European Central Bank, DG Economics (Business Cycle Analysis) | Production networks, text-as-data, sectoral NK-DSGE |
| Project | Collaborators | Status |
|---|---|---|
| The Impact of Regulatory Uncertainty on Business Investment: Evidence from Earnings Call Transcripts | Malin Andersson, Lorena Saiz (ECB) | In progress · ECB Working Paper Series |
| Modeling Global Shocks and Sectoral Output: A Multi-Sector NK-DSGE Framework | Niccolò Battistini (ECB) | In progress |
| Repository | Description | Paper |
|---|---|---|
| master-thesis-cleansing-effect | Dynamic programming + Monte Carlo simulation of financial frictions and the cleansing effect of recessions | Paper |
| RA-project | BERT fine-tuning on White House press briefings; political uncertainty indices linked to macro aggregates | Python Sample AI |
| Labour-Stata-Final-Paper | Panel econometrics in Stata; labor market estimation | The depreciation of human capital: evidence from Bank of Italy survey |
A curated set of papers shaping my research agenda, from the classical foundations of DSGE modeling to the frontier of multi-sector monetary theory.
Foundations
| Paper | Contribution |
|---|---|
| Kydland & Prescott (1982) — Econometrica | Time-to-build and aggregate fluctuations; RBC foundation |
| Long & Plosser (1983) — JPE | Multi-sector real business cycles; sectoral comovement |
| Calvo (1983) — JME | Staggered price setting; cornerstone of NK pricing |
| Blanchard & Kiyotaki (1987) — AER | Monopolistic competition and aggregate demand |
| Bernanke, Gertler & Gilchrist (1999) — Handbook | Financial accelerator; balance-sheet amplification |
Quantitative DSGE
| Paper | Contribution |
|---|---|
| Christiano, Eichenbaum & Evans (2005) — JPE | Nominal and real rigidities in estimated DSGE |
| Smets & Wouters (2007) — AER | Bayesian DSGE for the euro area; benchmark estimation |
| Del Negro & Schorfheide (2013) — JEL | DSGE model evaluation and Bayesian methods |
Production Networks and Aggregate Fluctuations
| Paper | Contribution |
|---|---|
| Acemoglu, Carvalho, Ozdaglar & Tahbaz-Salehi (2012) — Econometrica | Network origins of aggregate fluctuations; granularity and cascades |
| Gabaix (2011) — Econometrica | Granular origins of aggregate fluctuations; firm-level sources of macro volatility |
| Carvalho & Tahbaz-Salehi (2019) — Annual Review of Economics | Production networks: a primer |
| Baqaee & Farhi (2019) — Econometrica | The macroeconomic impact of microeconomic shocks: beyond Hulten's theorem |
Multi-Sector New Keynesian Frontier
| Paper | Contribution |
|---|---|
| Rubbo (2023) — AER | Networks, Phillips curves, and monetary policy; sectoral heterogeneity in price rigidity and monetary transmission |
Econometrics: Local projections, DiD, IV, event studies, BVAR, panel data, high-dimensional FE
NLP / ML: BERT fine-tuning, transformer embeddings, named entity recognition, text-as-data pipelines
Modeling: NK-DSGE (Dynare), input-output network analysis (OECD-FIGARO), agent-based simulation
Data: Macro data harmonisation and validation, sectoral input-output tables, cross-country panels
Libraries: pandas, NumPy, SciPy, TensorFlow, transformers (HuggingFace), spaCy, Matplotlib
Open to research collaborations and predoctoral opportunities in macroeconomics and empirical finance.