Economist · IDEA / BSE · IAE-CSIC
Renato Vassallo
Density forecasts that map plausible paths under uncertainty.
I work at the frontier of causal inference, machine learning, and macroeconometric forecasting, building early-warning systems for institutions like the IMF, UNHCR, and the German Foreign Office, and writing about turning hard methods into clear, visual explanations.
Recent updates
What I’m up to
- Jan 2026 New New working paper: Semantic Similarity Measures in Newspaper Text for Detecting and Predicting Disruptive Institutional Events, with L. Mayoral, H. Mueller, C. Rauh, and M. Phillip. Working Paper.
- 2025 Released a pre-publication version of MacroPy, a toolbox for macroeconometric analysis in Python. Install via .whl here.
- 2025
New blog post: Bayesian VARs in Python, a step-by-step tutorial from scratch and with
MacroPy.
Affiliations & collaborations
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