Biography

I am an econometrician passionate about data science and economics. I exploit alternative, unstructured and big data for economic forecasting using time series and machine learning. I work with macroeconomic and natural resource data to provide better predictions and policy support.

I am part of the Competence Centre on Microeconomic Evaluation (CC-ME) at the European Commission - Joint Research Centre (JRC). Previously, I was part of the Nowcasting team.

Download my CV for an update on recent working papers.

Interests
  • Big Data & Data Science
  • Commodity Markets
  • Econometrics
  • Machine Learning
  • Time Series
  • Sentiment Analysis
Education

  • PhD in Econometrics, 2017

    KU Leuven

  • Research Master in Econometrics, 2015

    Université catholique de Louvain

  • BSc in Economics, 2013

    Bocconi University

Research

Peer-reviewed journal publications and working papers

Full publication list available on Google Scholar.

Barbaglia, Manzan, Tosetti (2024). Household Debt and Economic Growth in Europe. Macroeconomic Dynamics.

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Barbaglia, Consoli, Manzan (2024). Forecasting GDP in Europe with Textual Data. Journal of Applied Econometrics.

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Barbaglia, Consoli, Manzan (2023). Forecasting with Economic News. Journal of Business and Economic Statistics.

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Barbaglia, Manzan, Tosetti (2023). Forecasting Loan Default in Europe with Machine Learning. Journal of Financial Econometrics.

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Barbaglia, Frattarolo, Onorante, Pericoli, Ratto, Tiozzo Pezzoli (2022). Testing Big Data in a Big Crisis: Nowcasting under COVID-19. International Journal of Forecasting.

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