01
Working Paper
- Equilibrium Real Interest Rates and Monetary Policy (Mis)perceptions
- With G. Chortareas & G. Kapetanios
- Revise & Resubmit: Journal of Money,
Credit and Banking
Biography
About
Welcome to my personal site. I am a research economist with interests in empirical macroeconomics and time series econometrics. I hold a DPhil in Economics from King's College London. My thesis focused on the natural rate of interest. Prior to my doctorate, I read Economics at the University of Cambridge and Philosophy, Politics and Economics at the University of London. Click below to see my abridged resume:
Academic work
Research
Publication
Working Papers
Academic instruction
Teaching
Current
Assistant Professor
Northeastern University — 2021 to 2026
Previous
Teaching Fellow
Queen Mary University of London — 2025 to 2026
Academic presentations
Conferences
2026
Annual Conference of the Royal Economic Society; International Conference on Applied Theory, Macro and Empirical Finance; Spring Midwest Macroeconomics Meeting; European Economics and Finance Society Conference.
2024
Meeting of the European Economic Association and the European Meeting of the Econometric Society; Annual Meeting of the Society for Economic Dynamics; Annual Conference of the Economic History Society.
2023
Annual Conference of the Royal Economic Society; Annual Conference of the Money, Macro and Finance Society; International Conference on Applied Theory, Macro and Empirical Finance; 15th WU-FIW Conference on International Economics; Annual Conference of the Southern Economic Association; Annual Conference of the Eastern Economic Association; Annual Meeting of the Society for Economic Dynamics.
Tools & Replication
Code
Time-Varying Phillips Curves
This tool presents time-varying estimates of the Phillips curve across multiple regions.
Using kernel-weighted regression methods, it traces the relationship between inflation
and unemployment over time, capturing structural shifts that static models often miss.
Unobserved Components Model
This function implements the Stock and Watson (2007) unobserved components
model with stochastic volatilities. It employs a gamma random variable generator
function and can be used to extract the trend of any given univariate time series.
VAR Historical Decomposition
This function takes in the output from the VAR function (refer to the vars package)
and computes the vector autoregression historical decomposition. It is an abridged
translation of Cesa-Bianchi's MATLAB code (from his VAR-Toolbox) designed for R.