I am an econometrician at the Bank of Italy (Eurosystem) and hold an MS (Hons) in Economics, and a PhD in Applied Statistics both from the University of Florence.

Research interests

• Causal inference, policy evaluation and applied microeconometrics.

Publications

• Assessing Causal Effects in a longitudinal observational study with “truncated” outcomes due to unemployment and nonignorable missing data. (2021) with M. Bia and A. Mattei. Journal of Business and Economic Statistics. Published online: https://doi.org/10.1080/07350015.2020.1862672.
• A Regression Discontinuity Design for ordinal running variables: evaluating Central Bank purchases of corporate bonds. (2021) with F. Li, T. Makinen, and A. Silvestrini. The Annals of Applied Statistics. Vol. 15.
• Identifying types in contest experiments. (2021) with F. Fallucchi and J. Niederreiter. International Journal of Game Theory. Vol. 5.
• The role of financial factors for European corporate investment. (2019) with T. Makinen and A. Silvestrini. Journal of International Money and Finance, Vol. 96.
• Do debit cards decrease cash demand?: Causal inference and sensitivity analysis using Principal Stratification. (2017) with F. Li. Journal of the Royal Statistical Society: Series C (Applied Statistics), Vol. 66.
• Improving inference of Gaussian mixtures using auxiliary variables. (2015) with F. Li and F. Mealli. Statistical Analysis and Data Mining, Vol. 8.
• Bayesian inference for causal effects with noncompliance and nonignorable missing data. (2015) in Advances in complex data modeling and computational methods in statistics, A.M. Paganoni and P. Secchi, Ed.s, Springer, pp 161-172.
• Do debit cards increase household spending? Evidence from a semiparametric causal analysis of a survey. (2014) with F. Li. The Annals of Applied Statistics, Vol. 8.
• A likelihood-based analysis for relaxing the exclusion restriction in randomized experiments with nonmcompliance. (2013) Australian and New Zealand Journal of Statistics, Vol. 55.
• Household wealth in a cross-country perspective. (2012) with L. Bartiloro, M. Coletta, and R. De Bonis, R, in The financial systems of industrialized countries. Evidence from the financial accounts, R. De Bonis and A. Pozzolo, Ed.s, Springer, Chapter 4.
• Analyzing a randomized experiment with imperfect compliance and ignorable conditions for missing data: theoretical and computational issues. (2004) Computational Statistics and Data Analysis, Vol. 46.
• Effects of the use of debit and credit cards on Italian families liquidity: an empirical evaluation. (2002) Italian Journal of Applied Statistics, Vol. 14.

Working papers

• A joint Bayesian framework for causal inference and bipartite matching for record linkage. (2021) with S. Guha and J. Reiter. arXiv:2002.09119v2 [stat.ME].
• Retrospective causal inference via elapsed time-weighted matrix completion, with an evaluation of the effect of the Schengen Area on the labour market of border regions. (2021) with A. Albanese, F. Li, and J. Poulos. IZA, Institute of Labor Economics, Discussion papers series, n. 14472.
• Effects of eligibility for central bank purchases on corporate bond spreads. (2020) with T. Makinen, F. Li, and A. Silvestrini. Bank for International Settlements (BIS) Working Papers n. 894.
• Evaluation of language training programs in Luxembourg using Principal Stratification. (2018) with M. Bia and A. Flores-Lagunes. IZA, Institute of Labor Economics, Discussion papers series, n. 11973.

Works in progress

• Spillover effects of central bank asset purchases with T. Makinen and A. Silvestrini.

Contacts

Andrea Mercatanti
Bank of Italy
Directorate General for Economics, Statistics and Research
Via Nazionale 91
00184 Rome, Italy
Email: andrea.mercatanti@bancaditalia.it