Publications
Publications [JCR, Scimago, Scopus]
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]
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]
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]
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
- FARS: Factor-Augmented Regression Scenarios (with Gian Pietro Bellocca (UC3M), Vladimir Rodríguez-Caballero (ITAM), and Esther Ruiz (UC3M)). CRAN Package
Work in progress
International Vulnerability of Inflation, with Vladimir Rodríguez-Caballero (ITAM) and Esther Ruiz (UC3M). Working paper. Latest presentation.
On the relationship of country geopolitical risk on energy inflation, with Cristina Amado (UC3M) and Helena Veiga (UC3M). Working paper
High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions (with Andrey Ramos (UC3M)). Latest version.
FARS: Factor Augmented Regression Scenarios in R (with Gian Pietro Bellocca (UC3M), Vladimir Rodríguez-Caballero (ITAM), and Esther Ruiz (UC3M)). CRAN Package
Working papers
- Monitoring Daily Unemployment at Risk (with H. Chuliá and J.M. Uribe).
Books