I am a PhD Candidate in Economics at Sapienza University of Rome (La Sapienza) and Financial Sector Analyst at the European Stability Mechanism (ESM). My work bridges academic research and policy analysis, focusing on the intersection of econometrics, machine learning, and macro-financial stability.

Research Interests

• Causal inference

• Machine learning

• Policy related empirical studies.

I am on the 2024/25 Econ Job Market!

Here is my Job Market Paper! And Slides!

Here is my most updated CV!

Profile Summary

At the core of my research is the development of the Counterfactual and Synthetic Control with Instrumented Principal Component Analysis (CSC-IPCA), a novel method designed to enhance causal inference. This method contributes to the field of econometrics by improving the accuracy of counterfactual predictions and offering robust tools for policy analysis, especially in high-dimensional datasets. The CSC-IPCA method is particularly relevant for assessing the effects of external shocks, such as environmental policies, trade disruptions, or demographic changes, on economic outcomes.

In my policy-focused role at ESM, I analyze financial stability, regulatory frameworks, and other policies to support decision-making in the Euro Area. My work emphasizes translating rigorous econometric research into actionable insights, addressing challenges in macroeconomic stability, banking sector health, and international financial linkages. This dual focus on academic innovation and practical application underscores my commitment to advancing both research and policy outcomes.

Contact

Email: cong.wang@uniroma1.it

Adress: Room 515, Via del Castro Laurenziano 9, Rome 100161, IT