I am a Macro Strategist at Lombard Odier and a Visiting Professor in International Finance at the Geneva Graduate Institute. I obtained a PhD in Economics from University College London.
Here you can find direct links to my CV, my Google Scholar and my most recent paper "The Fisher Channel According to HANK: Unexpected Inflation and the Missing Recession". Here the rest of my research, Views are my own and do not necessarily reflect those of my current or past employers.
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. I gratefully acknowledge grants and scholarships from the Stone Centre at UCL, the ESRC and Scuola Superiore Sant'Anna.
Get in touch: research filippo[dot]pallotti@ucl.ac.uk , professional f[dot]pallotti@lombardodier.com, admin/media passistant[dot]pallotti@gmail.com