Publications

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

R packages

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

Publications

2026: Factor-Augmented Regression Scenarios (with Gian Pietro Bellocca (UC3M), Vladimir Rodríguez-Caballero (ITAM), and Esther Ruiz (UC3M)). Journal of Statistical Software, accepted. CRAN Package.

2026: International factors and inflation risks, with Vladimir Rodríguez-Caballero (ITAM) and Esther Ruiz (UC3M). International Journal of Forecasting. 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.

Working papers

The empirical distribution of sequential LS factors in Multi-level Dynamic Factor Models (with Gian Pietro Bellocca (UC3M), Vladimir Rodríguez-Caballero (ITAM), and Esther Ruiz (UC3M)). Working paper

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

Books