I am a Principal Economist 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 future technological improvements (news shocks) impact the economy, and its interaction with uncertainty.
I have a PhD in Economic Modelling and Forecasting from the University of Warwick (Warwick Business School) - UK. Prior to the PhD, I worked as an Economist at the National Confederation of Industry (CNI) - Brazil.
danilo.cascaldi-garcia [at] frb.gov
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, and Eviews