Research

Working Papers

Harnessing Machine Learning for Real-Time Inflation Nowcasting (jointly with R. Schnnorrenberger and G. Valle Moura) (Previously circulated as Inflation nowcasting in persistently high inflation environments). DNB working paper n. 806. Available here. A policy note based on this project can be read here: SUERF Policy Brief | No. 922 | 4 Jul, 2024.

Work in Progress

A Monetary Policy Rule Implied by Reinforcement Learning

A Multivariate Heteroskedastic BART (jointly with A. Pick

Assessing the Impact of conventional Monetary Policy on the Capital-Labor ratio in Brazil  (jointly with G. Valle Moura) [currently on hold, from my first master thesis]

Papers published in peer-reviewed journals

Obs: my published papers below are from my "previous life" as a Statistics student. 
My poster at the ESOBE 2018 meeting.