I am a postdoctoral researcher in the Department of Economics, Management, and Quantitative Methods at the University of Milan. I hold a PhD in Economics from the University of Milan and University of Pavia, awarded in February 2025.
My research interests include forecast evaluation, forecasting methods, and causal inference in macro/energy. Some of my specific areas of focus are:
- Forecast evaluation: Considering tests with alternative loss functions, evaluating performance in the presence of weak signal, and reviewing applied studies.
- Forecast combinations: Developing classical and Bayesian techniques to combine a diverse set of forecasts/forecasting methods.
- Causal inference: Using structural models to analyze energy markets and their connections with the macroeconomy, with a strong emphasis on policy.
- Probabilistic programming: Exploring its application for modern time series analysis, forecasting, and causal inference.
- Alternative data: Leveraging text data and other novel data sources for forecasting and risk measurement.
I am always open to exploring interesting and challenging research questions, particularly those with a vision and strong technological potential.
Feel free to contact me at viselliandrea@gmail.com. My curriculum vitae is available here.