Projects

A real business cycle model with government spending, calibrated to Italian Penn World Table data and solved in Dynare to compare model-implied and empirical business-cycle moments.

VAR and local projection evidence on how oil-price shocks transmit to consumer and fuel prices, with robustness checks across alternative shock definitions.

A causal assessment using Difference in Differences, Propensity Score Matching and Fixed Effects models on Brazilian bank-level data.

A methodological comparison of impulse response functions using recursive simulation, moving-average representation and eigenvalue-based diagnostics.

Markowitz portfolio optimization with stock return data, including the efficient frontier, Sharpe-ratio analysis and short-selling constraints.