Publications
R packages
- FARS: Factor-Augmented Regression Scenarios (with Gian Pietro Bellocca (UC3M), Vladimir Rodríguez-Caballero (ITAM), and Esther Ruiz (UC3M)).
Publications
2026: International factors and inflation risks, with Vladimir Rodríguez-Caballero (ITAM) and Esther Ruiz (UC3M). International Journal of Forecasting, forthcoming. A previous version is circulating as “International vulnerability of inflation”. Replication Package.
2025: On the relationship of country geopolitical risk on energy inflation, with Cristina Amado (UC3M) and Helena Veiga (UC3M). Applied Economics Letters.
2024: Vulnerable Funding in the Global Economy (with H. Chuliá and J.M. Uribe). Journal of Banking and Finance. Latest presentation. Replication files
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
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.
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.
Work in progress
FARS: Factor Augmented Regression Scenarios in R (with Gian Pietro Bellocca (UC3M), Vladimir Rodríguez-Caballero (ITAM), and Esther Ruiz (UC3M)). CRAN Package. Working paper
High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions (with Andrey Ramos (UC3M)). Latest version.
Working papers
- Monitoring Daily Unemployment at Risk (with H. Chuliá and J.M. Uribe).
Books