WORKS IN PROGRESS

Priors from General Equilibrium Models for Local Projections

(with F. Fusari, J. Marlow)

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Simultaneous Subsampling Inference for Impulse Responses in Set-Identified SVARs

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Cost-of-Living and Retention of English NHS Workers and NHS Hospital Patient Health Outcomes

(with J. Marlow, G. Moscelli, M. Svili)

WORKING PAPERS
More on VARs and Local Projections Equivalence: Unit Roots and Multiple Instruments 

(with F. Fusari, J. Marlow)

PUBLICATIONS
Estimation and Inference of the Forecast Erorr Variance Decomposition for Set-Identified SVARs
(with F. Fusari, J. Marlow)  
Journal of Econometrics, 2026

Validating DSGE Models through SVARs under Imperfect Information 
(with A. Levine, J. Pearlman, B. Yang)  
Oxford Bulletin of Economics and Statistics, 2025

Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions 
(with A. Carriero) 
Journal of Business & Economic Statistics, 2024
Best Paper Award, 1st Time Series Workshop, University of East Anglia

SVARs Identification Through Bounds on the Forecast Error Variance 
Journal of Business & Economic Statistics, 2022

Uncertain Identification
(with R. Giacomini, T. Kitagawa) 
Quantitative Economics, 2022

Macro Prudential Governance and Central Banks: Facts and Drivers
(with D. Masciandaro) 
Journal of International Money and Fianance, 2016

Designing Financial Supervision: The Puzzling Case of the FIUs against Money Laundering
(with D. Masciandaro) 
Journal of Financial Regulation, 2016

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BOOK CHAPTERS

Central Banking, Macroprudential Policy and Insurance

(with D. Masciandaro) 

Chapter 9 in J. Monkiewicz, M. Malecki Macroprudemtial Supervision in Insurance: Theoretical and Practical Aspects

Palgrave Macmillan, 2016

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