Some words about me
know me more
Welcome to my page. 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 and 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. I enjoy studying the game of chess, formerly playing for the Cambridge University Chess Club.
Position:
Assistant Professor, Northeastern UniversityFields:
Empirical Macroeconomics · Time Series EconometricsWorking papers
Academic work
Research
Working Papers
Equilibrium Real Interest Rates and Monetary Policy (Mis)perceptions
Submitted. Revise and Resubmit: Journal of Money, Credit and Banking.
Measuring the Market Perceived Neutral Rate
In review: Journal of Economic Dynamics and Control.
Balkanization: A Monetary Allegory
In review: European Review of Economic History.
Falling Stars in Small Open Economies
Work in progress.
Academic instruction
Teaching
Current
Assistant Professor
Northeastern University — 2021 to Present
Previous
Teaching Fellow
Queen Mary University of London — 2025 to 2026
Tools & implementations
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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.
</Site>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.
</Code>VAR Historical Decomposition
This function takes in the output from the VAR() function (see vars package) and computes the vector autoregression historical decomposition. It is an abridged translation of Cesa-Bianchi's MATLAB code (in the VAR-Toolbox) designed for R.
</Code>Gaussian Error Propagation
This function determines the uncertainty of any mathematical expression containing estimated variables with uncertainties by taking partial derivatives with respect to each variable multiplied by their uncertainty and added in quadrature.
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