Avatar

Luca Brugnolini

Econometrician

Rokos Capital Management

Research Department

Hello!

I am an econometrician at Rokos Capital Management. I was previously working as a senior economist at the Research Department of the Central Bank of Malta, and as an economist at the European Central Bank's Monetary Policy Strategy department. 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

Rokos Capital Management

January 2019 – Present 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

(2019). Measuring Euro Area Monetary Policy. Forthcoming JME.

PDF Appendix J.H. Wright Comment Data

(2018). Forecasting Deflation Probability in The EA: A Combinatoric Approach. Central Bank of Malta Working Paper, WP/01/2018.

PDF

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

PDF

(2018). Fiscal Compact and Debt Consolidation Dynamics. CEIS Research Paper Series, Vol. 16, Issue 5, No. 436.

PDF

(2018). Is Anything Predictable in Macroeconomic Surprises?. Work in Progress.

Coming Soon

Talks

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

Teaching

Skills

Cooding

30%

Economics

30%

Econometrics

40%

Contact