I manage the Financial Stability Research Office of the Central Bank of Malta, and am an External Research Fellow at the Centre for Finance, Credit and Macroeconomics. I have a PhD in economics from the University of Nottingham, with a thesis titled Essays on household loan-to-value macroprudential policy.
My primary research interests are the identification of cyclical risks using early warning models, the use of mortgage loan-to-value ratio as a macroprudential policy tool, DSGE modelling and household saving behaviour. My secondary research interests are forecasting and numerical solutions of representative and heterogeneous agent models.
Current projects:
A semi-structural credit gap based on a multivariate filter
Determining cyclical risk thresholds as part of an early warning framework
Wealth inequality and the distributional effects of maximum loan-to-value ratio policy
Media coverage:
Times of Malta (February 2019): Housing units now double what there were in 1985
Times of Malta (November 2016): House prices slightly undervalued - CBM