I am a PhD Candidate at the Department of Economics of The University of Chicago.

Specialization Fields: Asset Pricing and Applied Macroeconomics

General Research Interests: Business Cycles, Monetary Economics, Finance, Mortgage-Backed and Derivative Securities, Regional Economics

Thesis Title: “Essays in Macroeconomics and Finance Using Big Data”

About my research: My latest research focuses on bringing theory and data together to better understand aggregate fluctuations using regional data and the types of shocks that can account for the differential behavior of local economies over the business cycle.

I am interested in asset markets and their interrelation with the macroeconomy. I have done research on Non-agency Mortgage Backed Securities and exchange rates. 

I am also interested in the measurement of inflation and understanding inflation expectations.

In my work I use big data and I have developed expertise in using cluster computing in high-performance environments to perform my empirical-oriented research.

Visit my research page to learn more about my work and the data I have created and/or used.


Research References: Erik Hurst (Chicago Booth), Harald Uhlig (Uchicago Econ. Department) , Michael Weber (Chicago Booth)

Teaching References: Federico Bandi (Johns Hopkins)