I am a sixth-year Ph.D. candidate in Economics at Bocconi University in Milan, where my advisors are Basile Grassi, Thomas Le Barbanchon and Jérôme Adda.
I will be on the 2026/2027 academic job market.
Research interests: Macroeconomics, Labor Economics, and Structural Econometrics.
My research combines rich micro data with quantitative structural models to study how the behavior of individual workers and firms shapes aggregate outcomes. I focus on how workers learn about their skills and sort across occupations, and on how firms’ internal labor markets shape career progression and wage growth.
In Spring 2026, I visited the Stanford Economics Department as a Visiting Student Researcher, hosted by Luigi Bocola. During Spring 2025, I was a Visiting Student Research Collaborator at Princeton University, hosted by Gianluca Violante.
Research
Job Market Paper
Presented at the NBER Summer Institute – The Micro and Macro Perspectives of the Aggregate Labor Market
Working Papers
Teaching
Bocconi University, Milan (Italy)
- Monetary Theory and Policy (30159, Undergraduate) — Fall 2022 – Present
- Economia – Modulo 2 (Macroeconomia) (30066, Undergraduate) — Fall 2022 – Present
- Financial Macroeconomics (30172, Undergraduate) — Fall 2022 – Fall 2024
- Econometrics (30462, Undergraduate) — Fall 2022 – Fall 2024
References
Resources
Computational Economics (Link to GitHub Repository)
Python implementations of projection methods (Chebyshev polynomials) for solving dynamic models, applied to the Neoclassical Growth Model — first the approximation machinery itself, then a global solution of the stochastic NGM with endogenous labor supply.
Why Chebyshev polynomials
Chebyshev nodes deliver near-uniform accuracy on smooth functions, where a Taylor expansion is only accurate near the point it expands around.

Stochastic NGM with endogenous labor
Policy functions for consumption and labor, $c(k,z)$ and $l(k,z)$, solved globally. Euler residuals vanish as the polynomial degree rises, confirming high global accuracy.

Calibrated to standard quarterly values ($\beta = 0.99$, $\alpha = 0.33$, $\delta = 0.025$, $\rho = 0.95$). Full derivations, the remaining figures, the Euler-error diagnostics and the code are in the repository.
Replications (Link to GitHub Repository)
- Bigio, S. and J. La’O (2020). “Distortions in Production Networks.” Quarterly Journal of Economics. (Code)
- Buera, F. J. and Y. Shin (2013). “Financial Frictions and the Persistence of History: A Quantitative Exploration.” Journal of Political Economy. (Code)
- Blanchard, O. J., J.-P. L’Huillier and G. Lorenzoni (2013). “News, Noise, and Fluctuations: An Empirical Exploration.” American Economic Review. (Code)
- Bajari, P., C. L. Benkard and J. Levin (2007). “Estimating Dynamic Models of Imperfect Competition.” Econometrica. (Code)