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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

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

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

PDF

See all publications

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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