Welcome to my webpage.
Bio: I am a Senior Economist, quantitative trained (PhD level) in Econometrics, Macroeconomics, and Finance (see About me and Publications). Extensive experience in Financial Stability issues gained at the Central Bank of Chile. Currently working at the International Monetary Fund as Advisor to the Executive Director - Southern Cone (Argentina, Bolivia, Chile, Paraguay, Perú, Uruguay).
Research Interests: Macroeconomics, Econometrics, and Finance.
Current Research Projects: (i) "Market-based Estimates of the Neutral Interest Rate" with Carlos Medel (Central Bank of Chile) and Mia Juul (Central Bank of Chile), (ii) "On the Reserve-to-GDP ratio" with Andrés Murcia (Central Bank of Colombia) and Juanita Orozco (Central Bank of Colombia), (iii) "Replicating VIX with the Vanna-Volga method" with Natán Goldberger (World Bank Group), and (iv) "Risk measures based on GARCH models" with Francisco Pinto (Central Bank of Chile).