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  • Monetary policy, 
  • Forecasting, 
  • Bayesian econometrics , 
  • Asset pricing


ICMA Centre, Whiteknights Campus

Mirco is currently pursuing a PhD at the ICMA Centre on financial economics under supervision of Professor Chris Brooks and Dr Nadia Kappou, sponsored by the prestigious ESRC (Economic and Social Research Council).

His research interests include monetary policy, forecasting, Bayesian econometrics and asset pricing. He regularly presents papers in international conferences and carries out referee work for leading academic journals including the International Journal of Forecasting, amongst others.

Since 2017, he also works at the European Central Bank, where he has been involved in the development of models for the 2018 EU-wide banking stress test exercise and euro area macroeconomic projections, as well as contributing to research and policy work.

His previous academic experience includes a post as visiting researcher at Kellogg School of Management, Northwestern University and teaching of Introductory Finance and Portfolio Management courses. He began his career working for Borsa Italiana, part of the London Stock Exchange, as M&A analyst at Citibank and on an IPO project for a global cosmetic innovator, Intercos.

Mirco holds a BSc in Finance and Investment Banking and an MSc in Financial Research, both from ICMA Centre, Henley Business School, for which he received an outstanding academic achievement award.


  • Economic and Social Research Council Grant
  • Gordon Palmer Memorial Trust Grant for Economic Research
  • International Association for Applied Econometrics Grant

Reference: Brooks, C. , Balatti, M. and Kappou, K. (2017) Fundamental indexation revisited: new evidence on alpha. International Review of Financial Analysis, 51. pp. 1-15. ISSN 1057-5219 doi: