Meet the Researchers
Danilo Cascaldi-Garcia
[email protected]
Education
- Ph.D., Economic Modelling and Forecasting, University of Warwick, Warwick Business School, 2018
- M.Sc., Applied Economics, University of Sao Paulo, 2009
- B.Sc., Economics, University of Sao Paulo, 2006
- Technological news shocks and uncertainty
- Nowcasting and forecasting
Principal Economist
Board of Governors of the Federal Reserve System
2023 - presentSenior Economist
Board of Governors of the Federal Reserve System
2021 - 2023Economist
Board of Governors of the Federal Reserve System
2018 - 2021Senior Teaching Assistant
University of Warwick, UK
2016 - 2018Economist
National Confederation of Industry (CNI), Brazil
2009 - 2014Banking Adviser
Caixa Economica Federal, Brazil
2004 - 2008Teaching Assistant
University of Sao Paulo, Brazil
2008Lecturer
Faculdades Bandeirantes, Brazil
2008
- Global Implications of Brighter U.S. Productivity Prospects
Danilo Cascaldi-Garcia and Hyunseung Oh
FEDS Notes (2024)
https://doi.org/10.17016/2380-7172.3559 - Lessons from the Co-movement of Inflation around the World
Danilo Cascaldi-Garcia, Luca Guerrieri, Matteo Iacoviello, and Michele Modugno
FEDS Notes (2024)
https://doi.org/10.17016/2380-7172.3543 - Back to the present: Learning about the euro area through a now-casting model
Danilo Cascaldi-Garcia, Thiago R.T. Ferreira, Domenico Giannone, and Michele Modugno
International Journal of Forecasting (2024)
https://doi.org/10.1016/j.ijforecast.2023.04.005
See also » FRB Working Paper (2021) - Lessons from Nowcasting GDP across the World
Danilo Cascaldi-Garcia, Matteo Luciani, and Michele Modugno
International Finance Discussion Papers (2023)
https://doi.org/10.17016/IFDP.2023.1385 - What Is Certain about Uncertainty?
Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londono, Bo Sun, Deepa Datta, Thiago Ferreira, Olesya Grishchenko, Mohammad R. Jahan-Parvar, Francesca Loria, Sai Ma, Marius Rodriguez, Ilknur Zer, and John Rogers
Journal of Economic Literature (2023)
https://doi.org/10.1257/jel.20211645
See also » FRB Working Paper (2020) - Drivers of Post-pandemic Inflation in Selected Advanced Economies and Implications for the Outlook
Danilo Cascaldi-Garcia, Musa Orak, and Zina Saijid
FEDS Notes (2023)
https://doi.org/10.17016/2380-7172.3232 - The SNB-FRB-BIS High-Level Conference on Inflation Risk and Uncertainty
Danilo Cascaldi-Garcia, Juan M. Londono, and Beth Anne Wilson
FEDS Notes (2023)
https://doi.org/10.17016/2380-7172.3242 - What Happens in China Does Not Stay in China
William L. Barcelona, Danilo Cascaldi-Garcia, Jasper J. Hoek, and Eva Van Leemput
International Finance Discussion Papers (2022)
https://doi.org/10.17016/IFDP.2022.1360 - Pandemic Priors
Danilo Cascaldi-Garcia
International Finance Discussion Papers (2022)
https://doi.org/10.17016/IFDP.2022.1352 - Forecast Revisions as Instruments for News Shocks
Danilo Cascaldi-Garcia
International Finance Discussion Papers (2022)
https://doi.org/10.17016/IFDP.2022.1341 - Is Trend Inflation at Risk of Becoming Unanchored? The Role of Inflation Expectations
Danilo Cascaldi-Garcia, Francesca Loria, and David López-Salido
FEDS Notes (2022)
https://doi.org/10.17016/2380-7172.3043 - Patent-Based News Shocks
Danilo Cascaldi-Garcia and Marija Vukotić
Review of Economics and Statistics (2022)
https://doi.org/10.1162/rest_a_00943
See also » FRB Working Paper (2020) - International Measures of Common Inflation
Eli Nir, Flora Haberkorn, and Danilo Cascaldi-Garcia
FEDS Notes (2021)
https://doi.org/10.17016/2380-7172.3012 - News and Uncertainty Shocks
Danilo Cascaldi-Garcia and Ana Beatriz Galvao
Journal of Money, Credit and Banking (2021)
https://doi.org/10.1111/jmcb.12727
See also » FRB Working Paper (2018) - Back to the Present: Learning about the Euro Area through a Now-casting Model
Danilo Cascaldi-Garcia, Thiago RT Ferreira, Domenico Giannone, and Michele Modugno
International Finance Discussion Papers (2021)
https://doi.org/10.17016/IFDP.2021.1313 - News Shocks and the Slope of the Term Structure of Interest Rates: Comment
Danilo Cascaldi-Garcia
American Economic Review (2017)
https://doi.org/10.1257/aer.20160547
conference
2024International Association for Applied Econometrics Conference (IAAE), Thessaloniki (Greece)
conference
2024Society for Nonlinear Dynamics and Econometrics Symposium (SNDE), Padova (Italy)
seminar
2024International Monetary Fund, Virtual
conference
2024ASSA / Society for Nonlinear Dynamics and Econometrics (SNDE) session, San Antonio (U.S.)
conference
2023Spanish Economic Association (SAEe) Symposium, Salamanca (Spain)
seminar
2023CEMFI, Madrid (Spain)
seminar
2023University Carlos III, Getafe (Spain)
seminar
2023University of Valencia, Valencia (Spain)
conference
2023Real-Time Data Analysis, Methods, and Applications, Madrid (Spain)
conference
2023University of Alicante ECO Junior Workshop (keynote speaker), Alicante (Spain)
conference
2023System Committee on Econometrics, Virtual
seminar
2023Bank of Spain, Madrid (Spain)
conference
2023International Association for Applied Econometrics Conference (IAAE), Oslo (Norway)
seminar
2023Insightful Minds in International Macro, Virtual
conference
2023SEACEN Forecasting for Monetary and Financial Stability Policies, Virtual
conference
2023International Finance Collab Week of the Federal Reserve Board, Washington (U.S.)
conference
2022SUERF workshop in cooperation with ECB, Bank of Finland, Banca d'Italia and OeNB, Virtual
conference
2022Midwest Macro Conference, Dallas (U.S.)
conference
2022International Association for Applied Econometrics Conference (IAAE), London (UK)
conference
2022Computing in Economics and Finance (CEF), Dallas (U.S.)
conference
2022BSE Summer Forum, Barcelona (Spain)
conference
2022Midwest Macro Conference, Logan (U.S.)
conference
2022Spillover Conference (Joint BIS/BoE/ECB/IMF), Virtual
conference
2022Theories and Methods in Macroeconomics Conference (T2M), London (UK)
conference
2022Society for Nonlinear Dynamics and Econometrics Symposium (SNDE), Virtual
seminar
2022Texas A&M, College Station (U.S.)
conference
2021Brazilian Econometric Society Meeting, Virtual
conference
2021Bolivian Conference on Development Economics, Virtual
conference
2021NBER-NSF Time Series Conference, Virtual
conference
2021Forecasting the Macroeconomy - Bank of England, Virtual
conference
2021Central Bank Macroeconomic Modeling Workshop - Banco Central de Chile, Virtual
conference
2021System Committee on Econometrics, Virtual
conference
2021Joint Statistical Meeting (JSM), Virtual
conference
2021International Conference on Macroeconomic Analysis and International Finance (ICMAIF), Virtual
conference
2021International Conference on Economic Modeling and Data Science (EcoMod), Virtual
conference
2021Society for Economic Dynamics, Minneapolis (U.S.)
conference
2021International Association for Applied Econometrics Conference (IAAE), Virtual
conference
2021Computing in Economics and Finance (CEF), Virtual
conference
2021Warsaw Money-Macro-Finance Conference, Virtual
conference
2021Federal Forecasters Conference, Virtual
conference
2021Royal Economic Society Conference (RES), Virtual
seminar
2021Monash University, Virtual
conference
2020Computational and Financial Econometrics Conference (CFE), Virtual
seminar
2020University of Sao Paulo, Ribeirao Preto, Virtual
conference
2020International Symposium on Forecasting, Virtual
conference
2020Real-Time Data Analysis, Methods, and Applications, Virtual
seminar
2020Federal University of Viçosa, Virtual
conference
2020Society for Nonlinear Dynamics and Econometrics Symposium (SNDE), Virtual
conference
2020Economic Forecasting in Times of Covid-19, Virtual
conference
2019Advances in Applied Macro-Finance Conference, Melbourne (Australia)
seminar
2019Board of Governors of the Federal Reserve System
conference
2019Southern Economic Association Conference, Fort Lauderdale (U.S.)
seminar
2019Fed St. Louis Applied Time Series Econometrics Workshop, St. Louis (U.S.)
conference
2019Stanford Institute for Theoretical Economics (SITE), San Francisco (U.S.)
conference
2019Western Economic Association International Conference (WEAI), San Francisco (U.S.)
conference
2019International Association for Applied Econometrics Conference (IAAE), Nicosia (Cyprus)
seminar
2019Federal Reserve Research Scrum, San Francisco (U.S.)
conference
2019Society for Nonlinear Dynamics and Econometrics Symposium (SNDE), Dallas (U.S.)
conference
2019Theories and Methods in Macroeconomics Conference (T2M), Nuremberg (Germany)
seminar
2018Board of Governors of the Federal Reserve System
seminar
2018Federal University of Pernambuco (UFPE), Recife (Brazil)
conference
2018International Association for Applied Econometrics Conference (IAAE), Montreal (Canada)
conference
2018Inflation Targeting Conference (Brazilian Central Bank), Rio de Janeiro (Brazil)
conference
2018Uncertainty and Economic Activity: Measurement, Facts and Fiction Conference, Beijing (China)
conference
2018Royal Economic Society Conference (RES), Brighton (UK)
conference
2018Society for Nonlinear Dynamics and Econometrics Symposium (SNDE), Tokyo (Japan)
conference
2017Computational and Financial Econometrics Conference (CFE), London (UK)
seminar
2017University of Warwick, Macroeconomics workshop, Coventry (UK)
conference
2017LuBraMacro, Porto de Galinhas (Brazil)
conference
2017European Economic Association Conference (EEA), Lisbon (Portugal)
conference
2017International Association for Applied Econometrics Conference (IAAE), Sapporo (Japan)
conference
2017Royal Economic Society Conference (RES), Bristol (UK)
conference
2017Society for Nonlinear Dynamics and Econometrics Symposium (SNDE), Paris (France)
conference
2017New Techniques and Technologies for Statistics (NTTS), European Commission, Brussels (Belgium)
conference
2016Brazilian Econometrics Society Conference (SBE), Foz do Iguacu (Brazil)
seminar
2016University of Valencia, Valencia (Spain)
seminar
2016University of Sao Paulo, Ribeirao Preto (Brazil)
conference
2016International Association for Applied Econometrics Conference (IAAE), Milan (Italy)
conference
2015Computational and Financial Econometrics Conference (CFE), London (UK)
seminar
2015University of Warwick, Macroeconomics workshop, Coventry (UK)
seminar
2015Warwick Business School, Economic Modelling and Forecasting brown bag seminar, Coventry (UK)
conference
2008Brazilian Association of Graduate Programs in Economics National Meeting (ANPEC), Salvador (Brazil)
Awards
- 2018
Society of Nonlinear Dynamics and Econometrics
Gerald P. Dwyer prize
- 2017
University of Warwick, Warwick Business School
Outstanding Contribution to Research
- 2017
Big Data for Official Statistic Competition (Eurostat)
Best forecasts of inflation for the UK, Euro Area, France, and Italy
- 2016
International Association for Applied Econometrics
Young Investigator Training Program (YITP) Research Prize
- 2008
National Condfferation of Industry (CNI), Brazil
CNI Economics Award
Conference Organization
2024 | Madrid, Spain
Conference on Diversity and Inclusion in Economics, Finance, and Central Banking
Scientific committee member
2023 | Zurich, Switzerland
SNB-FRB-BIS High-Level Conference on Global Risk, Uncertainty, and Volatility
Scientific committee member
2022 | Ottawa, Canada
Conference on Diversity and Inclusion in Economics, Finance, and Central Banking
Scientific committee member
2022 | Zurich, Switzerland
SNB-FRB-BIS High-Level Conference on Global Risk, Uncertainty, and Volatility
Scientific committee member
2021 | Virtual
Brazilian Econometric Society
Scientific committee member
2019 | Board of Governors of the Federal Reserve System
Developments in Empirical Macroeconomics (Board/NY Fed)
Organizing committee member
2019 | University of Warwick, UK
RES Symposium of Junior Researchers
Scientific committee member
Referee
- American Economic Review
- Economic Journal
- Journal of Business & Economics Statistics
- Journal of Monetary Economics
- Journal of Money, Credit and Banking
- Quantitative Economics
- Canadian Journal of Economics
- Economica
- Economics Letters
- European Economic Review
- International Journal of Forecasting
- Journal of Applied Econometrics
- Journal of Banking and Finance
- Journal of Economic Dynamics & Control
- Journal of Empirical Finance
- Journal of Financial Econometrics
- Oxford Bulletin of Economics & Statistics
- Review of Economic Dynamics
- Applied Economics
- B.E. Journal of Macroeconomics
- Bulletin of Economic Research
- Economic Modelling
- Emerging Markets Finance and Trade
- Journal of Forecasting
- Macroeconomic Dynamics
- North American Journal of Economics and Finance
- Review of International Economics
- Economic Notes
- Journal of Applied Economics
- Journal of Economic Policy Reform
- Portuguese Economic Journal
- Brazilian Review of Finance
- Econometrics and Statistics
- Economía (LACEA)
- Economics Bulletin
- Pakistan Journal of Statistics
Professional Affiliation
- Executive committee member of the Society for Nonlinear Dynamics and Econometrics (2024-2027)