Hello! I am a Postdoctoral Researcher at the  Centre for Central Banking (Frankfurt School of Finance  & Management)  and an Academic Visitor at the Bank of England.

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

My research focuses on topics in Macroeconometrics and Macro-Finance. In particular, my current and planned work relates to two 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