I am a Macro Strategist at Lombard Odier, a Visiting Professor in International Finance at the Geneva Graduate Institute and a PhD candidate in Economics at University College London.
Here you can find direct links to my CV, my Google Scholar and my most recent paper "The Fisher Channel According to HANK: Unexpected Inflation and the Missing Recession". Here the rest of my research, Views are my own and do not necessarily reflect those of my current or past employers.
I work with quantitative macro models (HANK) and with large-scale microdata (including data from fintech platforms with billions of observations). My research has been published in the Journal of Monetary Economics. I previously worked as a PhD-Trainee at the European Central Bank (Research) and at the Bank of England (Monetary Policy Strategy Team). Before my PhD, I was a Predoctoral Research Fellow at Stanford Institute for Economic Policy Research a Visiting Student Research Collaborator at Princeton University. I gratefully acknowledge grants and scholarships from the Stone Centre at UCL, the ESRC and Scuola Superiore Sant'Anna.
Get in touch: research filippo[dot]pallotti@ucl.ac.uk , professional f[dot]pallotti@lombardodier.com, admin/media passistant[dot]pallotti@gmail.com