Ignacio Garrón

Ignacio Garrón

Visiting Professor of Econometrics, Department of Statistics, Universidad Carlos III de Madrid

Publications

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

Publications [JCR, Scimago, Scopus]

  1. 2024: Vulnerable Funding in the Global Economy (with H. Chuliá and J.M. Uribe). Journal of Banking and Finance. [Q1, Q1, Q1; 2024]

  2. 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. Presentation here! [Q1, Q1, Q1; 2024]

  3. 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]

  4. 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]

Work in progress

  1. High-frequency Density Nowcasts of State-Level Carbon Dioxide (CO2) Emissions in the U.S (with Andrey Ramos (UC3M)). Latest version.

  2. International Vulnerability of Inflation, with Vladimir Rodríguez-Caballero (ITAM) and Esther Ruiz (UC3M). Latest version

  3. Measuring geopolitical risk on energy inflation: A panel quantile approach, with Cristina Amado (UC3M) and Helena Veiga (UC3M).

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

Policy papers

  1. 2024: Rastreando la trayectoria de los precios de la quinua en Bolivia: Quiebres estructurales y persistencia de choques (with Javier Aliaga and Cecilia Lenis), No 08/2024, Development Research Working Paper Series, Institute for Advanced Development Studies.

  2. 2023: Análisis comparativo de distintos choques sobre el precio del banano y el cacao en América Latina y el Caribe: el rol de la estructura de mercado (with Javier Aliaga y Nanno Mulder), Documentos de Proyectos 68690, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).

  3. 2016: Economías de escala y eficiencia en la banca boliviana: el efecto de la especialización del crédito (with Tatiana Rocabado). Revista de Análisis del BCB, Banco Central de Bolivia, vol. 25(2), páginas 141-190, julio.

  4. 2016: Un modelo de equilibrio general estocástico dinámico para analizar el efecto de la política monetaria sobre el sistema financiero boliviano (with Oscar Díaz). Revista de Análisis del BCB, Banco Central de Bolivia, vol. 24(1), páginas 147-192, junio.

  5. 2013: Pruebas de tensión al sistema bancario boliviano (with Javier Aliaga). Revista Latinoamericana de Desarrollo Económico, (19), 9-53.