I am an Economist/Macro Strategist (VP) at Lombard Odier, where I cover advanced economies using quantitative methods, and a PhD candidate in Economics at University College London supervised by Morten O. Ravn. 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, both under Adrien Auclert. I gratefully acknowledge grants and scholarships from the Stone Centre at UCL, the ESRC and Scuola Superiore Sant'Anna.
You can find my research here. Views are my own and do not necessarily reflect those of my current or past employers.
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Get in touch: filippo[dot]pallotti@ucl.ac.uk, f[dot]pallotti@lombardodier.com