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.

Work in Progress

A Monetary Policy Rule Implied by Reinforcement Learning (JMP)

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.