Lucia Alessi is Senior Economist at the European Commission, Joint Research Centre, where she develops research in support of EU policymaking mainly in the field of banking and financial stability. From 2007 to 2015 she worked at the European Central Bank, where she served in various DGs, including Research, Economics, and Macroprudential Policy and Financial Stability. She holds a Ph.D. in Economics and Management from Sant’Anna School for Advanced Studies, Pisa, and a Degree in Economics from Bocconi University, Milan.
Her more recent research focuses on systemic risk, and in particular, on the development of early warning systems for financial crises. Earlier in her career, she has worked on econometric models to study high dimensional data, with a focus on dynamic factor models for large panels of time series. She has published papers in journals such as Journal of Business and Economic Statistics, Journal of Financial Stability, International Statistical Review, European Journal of Political Economy, Empirical Economics, and others. She was awarded the CEPR/ESI 'Best Central Bank Research Paper' prize in 2009.