The research interests of Filippo Ferroni are at the crossroad between (quantitative) macroeconomics and applied time-series econometrics. Filippo Ferroni is interested in various aspects of macroeconomic dynamics.
- The causes and propagation mechanisms of macroeconomic fluctuations; in particular, how macro (policy and non-policy) shocks transmit to the economy (as a whole and to different units), and their role in explaining business cycles.
- Methodological advancements in empirical macroeconomic modeling.
The two are intertwined. Answering the first set of questions requires addressing and solving a number of conceptual and practical problems with sophisticated techniques.