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Short CV

I work as a (principal) financial economist and applied time series econometrician at the European Central Bank (ECB)'s
Financial Research Division (DGR FIR).

My research focus is on financial economics, monetary economics, and time series econometrics. My joint research has been published,
or is forthcoming, in leading peer-reviewed journals, including the Journal of Financial Economics, the Journal of Monetary Economics,
the Journal of Econometrics, the Review of Economics and Statistics, and the Journal of Business and Economic Statistics, among others.
My work has been cited in e.g. the Wall Street Journal, the Frankfurter Allgemeine Zeitung, the ECB's Monthly and Research Bulletins,
ECB Discussion Papers, and private sector research letters. I'm in the top 10% of authors on SSRN by all-time downloads.

I particularly enjoy working with time-varying parameter models, in either state space or score-driven form, to solve problems that the risk,
finance, and/or central banking-related communities care about. Some co-developed models have been used in the ECB's monetary policy
and financial stability/macroprudential directorates.

While based in DGR since 2010, I was temporarily seconded to the ECB’s banking supervisory arm SSM in 2016 to study banks’ business
models, to the ECB’s Risk Directorate in 2017-18 to study risk interdependencies between large unconventional monetary policy portfolios,
to the BIS in Basel in fall 2018 to study the evolution of bank business models over time, and to the ECB’s DG-Monetary Policy in 2020-21
to work on Covid-related policy briefings. All these secondments led to relevant, peer-reviewed research articles; see here.

My Ph.D. in Economics (2007-2010) is from Tinbergen Institute and Vrije Universiteit Amsterdam, receiving doctoral supervision
from André Lucas and Siem Jan Koopman. I also obtained an M.Phil in Economics (2007) from Tinbergen Institute, and an
M.A. in Economics (2005) from Clark University, MA/USA, while on a Fulbright Commission scholarship.

DG-R FIR division