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Luca Brugnolini

Econometrician

Agave Capital Management

Hello!

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

Interests

  • Time-Series Econometrics
  • Forecasting
  • Inflation
  • Monetary Policy

Education

  • Ph.D. in Economics, 2018

    University of Rome Tor Vergata

Experience

 
 
 
 
 

Econometrician

Agave Capital Management

November 2025 – Present Switzerland
 
 
 
 
 

Analyst

Garda Capital Partners

October 2022 – June 2025 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

Brugnolini L., Catania L., Hansen P., Santucci De Magistris P. (2021). Bayesian Flexible Local Projection. Studies in Nonlinear Dynamics & Econometrics 28 (2), 435-462.

PDF

Brugnolini L., Ragusa G. (2021). Euro Area Deflationary Pressure Index. Forthcoming Computational Economics.

PDF

Brugnolini L., D’Agostino A., Tagliabracci A. (2020). Is Anything Predictable in Market-Based Surprises?. Italian Economic Journal.

PDF

Gatt W., Rapa N., Brugnolini L. (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

Altavilla C., Brugnolini L., Gurkaynak R., Motto R., Ragusa G. (2019). Measuring Euro Area Monetary Policy. Journal of Monetary Economics, 108c, 162:179.

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

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Talks

IAAE 2019
Jun 26, 2019 9:00 AM Nicosia, Cyprus
RBNZ Conference on Macro-Finance
Dec 13, 2018 9:00 AM Wellington, New Zeland
Central Bank of Sri Lanka
Dec 7, 2018 9:00 AM Colombo, Sri Lanka
See all talks

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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