ciclo: XXXVIII
telefono: +393277465288

Ricerca: Monetary policy and Macroprudential shocks identification

I obtained my Bachelor Degree in Economics at Univpm in 2020.
During my Master in Economics, at Sapienza University of Rome, I had the opportunity to study and learn about the theoretical basis of macro and micro-economics. Moreover, I was required to take part in projects where I was supposed to use statistical and econometric softwares such as Stata, R and Matlab (used in a less advanced way). I obtained my Master degree in 2022, final grade 110/110 cum laude.
My first experience of research goes back to my Master thesis. In this work, my research question was the identification of the macroprudential shock in order to obtain impulse responses of the main macroeconomic magnitudes (on a European scale), taking into account the interaction with the monetary policy.
In November i started Ph.D. in Economics at Sapienza University of Rome.
My research interest is strictly related to the theme covered by my Master dissertation. In particular, my PhD research project aims to analyze the coexistence of stringent macro-prudential measures and monetary policy interventions. The first phase of work consists in a precise identification of said shocks and their combined effect in order to isolate their exogenous component (which remains the main obstacle). In fact, the exogenous identification is made problematic by the typical lack of randomness in the treatment assignment. Then, the second phase of the project is understanding (and assessing) the impact of these measures on credit provision and the resulting extent on aggregate demand, gross domestic product, and inflation, which is crucial for the policy makers to build an appropriate institutional set up.
In the first months of my PhD I attended all the courses provided, keeping on focusing on both empirical and theoretical studies, in order to pass all required written exams and carry out assigned projects.

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