Hello! I am a Postdoctoral Researcher at the  Centre for Central Banking (Frankfurt School of Finance  & Management)

I received my PhD in Economics from CEMFI (Center for Monetary and Financial Studies, Madrid) in 2024.

My research focuses on topics in Macroeconomics, Asset Pricing, and Time Series Econometrics. In particular, my current and planned work relates to two broad areas. The first explores causal inference in macroeconometrics, with a focus on the identification of structural macroeconomic shocks, estimating their effects on the economy, and conducting robust inference. The second studies the asset-pricing implications of macroeconomic models and how these models can be improved to better match the data.

In the Data section of this website, I maintain an updated series on the value and returns of the UK government debt portfolio, constructed from bond-level data. Please feel free to use it, and if you need a specific version of the dataset, feel free to contact me.

Here you can find my CV.

Email: u.mustafi@fs.de