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  • Central Bank of Malta

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umbertocollodel/README.md

Hi, I’m Umberto!

Ph.D. in International Macroeconomics, Paris School of Economics

I am a macroeconomist specializing in monetary policy, forecasting, and macro-financial linkages. My research combines traditional econometric methods with modern machine learning and AI approaches, particularly Large Language Models, to analyze central bank communication and develop improved forecasting tools.

Research Interests: Monetary Policy Communication • Forecasting • LLMs in Economics • Financial Crises • Capital Flows

🌐 Website: umbertocollodel.github.io

📊 Skilled in combining empirical methods with policy-relevant insights.
🌱 Always eager to learn and explore new approaches in economics, finance, and data science.


🛠️ Tools I Use

R  Python  SQL  Git  Html  Latex 


📫 Contact Me

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  1. Machine_Learning_in_Economics Machine_Learning_in_Economics Public

    Treatment evaluation in presence of large number of covariates or treatment heterogeneity through Machine Learning methods

    R 2 2

  2. Text_mining_IMF Text_mining_IMF Public

    Create a new term-frequency database from scraped IMF documents and study the evolution of crises discussion over time

    R 1 3

  3. When_where_and_why When_where_and_why Public

    Analysis on the quality and determinants of economic forecasts pre-Covid 19

    R

  4. Yield_Mapping_GovC Yield_Mapping_GovC Public

    Tool to map the exogenous effect of ECB GovC announcements (Press Release and Press Conference) on different portions of the risk-free yield curve and sovereign risk

    R

  5. APD APD Public

    Development of the Covid-19 pandemic in the Asia-Pacific region

    R

  6. MPU_Shocks_Euro_Area MPU_Shocks_Euro_Area Public

    HTML