Publications

You can find all my articles on my Google Scholar profile.

Publications [JCR, Scimago, Scopus]

  1. 2025: On the relationship of country geopolitical risk on energy inflation, with Cristina Amado (UC3M) and Helena Veiga (UC3M). Applied Economics Letters. [Q3, Q3, Q2; 2024]

  2. 2024: Vulnerable Funding in the Global Economy (with H. Chuliá and J.M. Uribe). Journal of Banking and Finance. Latest presentation. Replication files [Q1, Q1, Q1; 2024]

  3. 2024: Daily growth-at-risk: financial or real drivers? The answer is not always the same (with H. Chuliá and J.M. Uribe). International Journal of Forecasting, June 2023. Latest presentation. Replication files [Q1, Q1, Q1; 2024]

  4. 2022: Interest rate caps on microcredit: evidence from a natural experiment in Bolivia (with M. J. Roa and A. Villegas). Journal of Development Effectiveness 14 (2), 125-142. [Q4, Q3, Q3; 2024]

  5. 2019: Financial decisions and financial capabilities in the Andean region (with M. J. Roa and J. Barboza). Journal of Consumer Affairs 53 (2), 296-323. [Q2, Q1, Q1; 2024]

R packages

  1. FARS: Factor-Augmented Regression Scenarios (with Gian Pietro Bellocca (UC3M), Vladimir Rodríguez-Caballero (ITAM), and Esther Ruiz (UC3M)). CRAN Package

Work in progress

  1. International Vulnerability of Inflation, with Vladimir Rodríguez-Caballero (ITAM) and Esther Ruiz (UC3M). Working paper. Latest presentation.

  2. High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions (with Andrey Ramos (UC3M)). Latest version.

  3. FARS: Factor Augmented Regression Scenarios in R (with Gian Pietro Bellocca (UC3M), Vladimir Rodríguez-Caballero (ITAM), and Esther Ruiz (UC3M)). CRAN Package. Working paper

Working papers

  1. Monitoring Daily Unemployment at Risk (with H. Chuliá and J.M. Uribe).

Books

  1. 2023: Essays on Tail Risks in Macroeconomics, Universitat de Barcelona. Presentation