I am a Group Manager in the International Finance Division (Advanced Foreign Economies Section) of the Federal Reserve Board (Washington DC). My research areas are empirical macroeconomics and forecasting, focusing on how the expectation of technological improvements and uncertainty impact the economy.
I have a PhD in Economic Modelling and Forecasting from the University of Warwick (Warwick Business School, UK), and worked at the National Confederation of Industry (CNI, Brazil).
danilo.cascaldi-garcia [at] frb.gov
New paper alert!
"Quantifying deregulation and its economic effects: a large language model approach" with Matteo Iacoviello
Pandemic Priors: a simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with time dummies. Implementation available in MATLAB, Julia, Python, R, and Eviews