Francesco Saverio Gaudio

Postdoc @SapienzaRoma, previously @amseaixmars. PhD in Finance and Econometrics @WarwickBSchool. Interested in Macro-Finance and Household Finance.

[Francesco Saverio Gaudio @Gaudio_FS]

Excited to share that my article, "Stock market participation and macro-financial trends", is now in press at the Journal of Monetary Economics!

Link here: https://t.co/TcrDeFh0v4

[Dario Bonciani @BoncianiDario]

This Thursday (7th May) we’ll have the pleasure of hosting Giovanni Caggiano (University of Padua) at @SapienzaRoma. At 2 PM in Aula Fanfani, he’ll present “The Inflationary Impact of Government Spending Shocks: Do Funding Choices Matter?

[Dario Bonciani @BoncianiDario]

This week we’ll have the pleasure of hosting two macro seminars at @SapienzaRoma. Everyone interested is very welcome to join! 🧵

[Dario Bonciani @BoncianiDario]

This Thursday (16th April) we’ll have the pleasure of hosting Isaac Baley (@isaacbaley, Pompeu Fabra) at @SapienzaRoma. At 2 PM in Aula Fanfani, he’ll present “Lumpy Forecasts”, joint work with Javier Turen. Everyone interested is very welcome to join.

[Frantisek Masek @Masek_F]

🚨New @CNB_cz WP!🚨
1/5 Standard New Keynesian intuition suggests that higher household inflation expectations should raise current consumption. My paper shows that this need not be the case once empirically grounded features are taken into account.
https://t.co/fptaDxYFSz

[Dario Bonciani @BoncianiDario]

This Friday (10th April) we’ll have the pleasure of hosting Sergio de Ferra (@sergiodieffe, University of Oxford) at @SapienzaRoma. At 2 PM in Aula Fanfani, he’ll present “Monopsony, Income Risk and R∗ Multiplicity.” Everyone interested is very welcome to join.

[michele lenza @miclenza]

Interested in the application of AI for macroeconomic analysis? Then have a look here https://t.co/EIevMsNyrC. This event (8-12/06/26) explores recent advances in the use of AI for macroeconomic analysis. The program consists of a summer school followed by a research workshop.

[Dario Bonciani @BoncianiDario]

Tomorrow (26th March), we’ll have the pleasure of hosting Søren Hove Ravn (University of Copenhagen) at @SapienzaRoma. At 2 PM in Aula Fanfani, he’ll present “Kinks and Gains from Credit Cycles.” Everyone interested is very welcome to join.

[Cristiano Cantore @c_cantore]

📢Spend 4 days in Ortygia, Siracusa this September studying advanced macroeconomics at the Ortygia Summer School 2026.
📅 Sept 7–10, 2026
📌 Courses in HANK, causal inference, DGE balance sheet policies, and ML for economics
Apply by June 15: https://t.co/LkgaNbR6XF #EconTwitter

[Francesco Saverio Gaudio @Gaudio_FS]

@yevgets @sailingthemacro Good suggestion for the next editions 😄

[Sailing the Macro @sailingthemacro]

🚨6th Sailing the Macro Workshop 📣

New call out! You won’t macro w/o sailing anymore ⛵️

🌊Where: Ortygia, Siracusa
🌊When: Sept 11-13, 2026
🌊Keynotes: Carlo Altavilla, Christiane Baumeister, Morten O. Ravn
🌊Deadline to submit: May 14, 2026

👉 Info: https://t.co/XWAuXLV31T

[Cristiano Cantore @c_cantore]

📢📢Sapienza Macro Days 2026 are coming!
May 21–22 at Sapienza University of Rome.
Great lineup of speakers + discussants, and PhD lightning talks in the programme. Jointly organised with @salnistico
Details & programme: https://t.co/bDNLi0Exox
#EconTwitter #Macroeconomics

[Francesco Saverio Gaudio @Gaudio_FS]

@FlorinBilbiie Thank you Florin!

[Francesco Saverio Gaudio @Gaudio_FS]

8/8 Constructive comments are very welcome!

Hope you enjoy the reading, and thanks for your attention!

[Francesco Saverio Gaudio @Gaudio_FS]

📢 New working paper alert! 📢

In this paper with Céline Poilly, we show that fluctuations in product variety, by influencing households' saving decisions and asset prices through the variety effect, amplify the impact of macroeconomic (uncertainty) shocks.

A short 🧵👇

[CEPR @cepr_org]

New CEPR Discussion Paper - DP21112
The Variety-Effect Multiplier: On the transmission of uncertainty shocks
Francesco Saverio Gaudio @Gaudio_FS @SapienzaRoma, Céline Poilly @amseaixmars @univamu
https://t.co/n3ua6QUc7r
#CEPR_MEF #EconTwitter

[Francesco Saverio Gaudio @Gaudio_FS]

7/8 Main takeaway:

Fluctuations in product variety act as a macro-financial amplification mechanism.

By linking firm dynamics to endogenous productivity and asset pricing, the variety effect fundamentally reshapes the transmission of both volatility and level shocks.