My main lines of research include :
- Causal inference in econometrics, with a focus on time-series macro-econometrics;
- Empirical evaluation of economic models, with a focus on calibration and validation of agent-based models in macroeconomics;
- Empirical analysis of consumption patterns, with a focus on energy consumption.
My papers have been published in Journal of Economic Perspectives, Journal of Applied Econometrics, Oxford Bulletin of Economics and Statistics, Energy Economics, Journal of Economic Dynamics and Control, Empirical Economics, Cambridge Journal of Economics, Journal of Economic Methodology, Philosophy of Science, Structural Change and Economic Dynamics, Computational Economics, Journal of Evolutionary Economics, Journal of Machine Learning Research: Workshop and Conference Proceedings, among others.
My research projects have benefitted from the following grants: PRIN 2017 (principal investigator), INET (principal investigator), ARC (partner investigator).
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Recent Working Papers:
"Calibration and Validation of Macroeconomic Simulation Models: A General Protocol by Causal Search" (with M. Martinoli and G. Pallante)
"Identification of Vector Autoregressive Models with Nonlinear Contemporaneous Structure"(with F. Cordoni and N. Doremus)
Causality, Applied Macroeconomics, Empirical Demand Analysis, Time Series Econometrics, Methodology of Economics