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Luca Brugnolini

Econometrician

Garda Capital Partners

Hello!

I am an econometrician at Garda Capital Partners. My research interests include monetary policy, time series–econometrics, and forecasting.

Interests

  • Time-Series Econometrics
  • Forecasting
  • Monetary Policy
  • DSGE Models

Education

  • Ph.D. in Economics, 2018

    University of Rome Tor Vergata

  • Visiting Ph.D. Student, 2015

    University College London (UCL)

  • Graduate Programme, 2014

    Einaudi Institute for Economics and Finance (EIEF)

  • M.Sc. in Economics, 2013

    University of Rome Tor Vergata

Experience

 
 
 
 
 

Econometrician

Garda Capital Partners

October 2022 – Present Zug, Switzerland
 
 
 
 
 

Econometrician

Rokos Capital Management

January 2019 – August 2022 London, United Kingdom
 
 
 
 
 

Senior Research Economist

Central Bank of Malta

December 2017 – December 2018 La Valletta, Malta
 
 
 
 
 

Economist

European Central Bank

September 2017 – December 2017 Frankfurt Am Main, Germany
 
 
 
 
 

Macroeconomic Researcher

Rokos Capital Management

June 2016 – January 2017 London, United Kingdom
 
 
 
 
 

Trainee

European Central Bank

August 2015 – May 2016 Frankfurt Am Main, Germany

Articles

(2021). Euro Area Deflationary Pressure Index. Forthcoming Computational Economics.

PDF

(2020). Is Anything Predictable in Market-Based Surprises?. Italian Economic Journal.

PDF

(2020). MEDSEA-FIN: A DSGE model of the Maltese economy with housing and financial frictions,. Central Bank of Malta Working Paper, WP/04/2020.

PDF

(2019). Measuring Euro Area Monetary Policy. Journal of Monetary Economics, 108c, 162:179.

PDF Appendix Data J.H. Wright Comment VoX 1 VoX 2

(2018). About Local Projection Impulse Response Function Reliability. CEIS Research Paper, Vol. 16, Issue 6, No. 440.

PDF

Talks

IAAE 2019
RBNZ Conference on Macro-Finance
Central Bank of Sri Lanka

Teaching

  • 2018: DSGE Models, Central Bank of Malta, Lecturer Syllabus
  • 2016 to 2018: Macroeconomics, University of Rome Tor Vergata, TA (Luisa Corrado). Notes
  • 2013 to 2017: Computational Economics, University of Rome Tor Vergata, TA (Luisa Corrado). Code NK
  • 2015: Introduction to DSGE models, University of Rome Tor Vergata, TA (Luisa Corrado). Slides Notes

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