Research

Publications

        - Factor models for large and incomplete data sets with unknown group structure, with Maximo Camacho (International Journal of Forecasting, 2023)

       - Regional aggregate indicators under subnational heterogeneity: Evidence from the COVID-19 pandemic in Spain, with Nina Pallares and Vita Zhukova (Economic Research-Ekonomska Istraživanja, 2023)

- Connected Audiences in Digital Media Markets: The Dynamics of University Online Video Impact, with Ángel Meseguer-Martínez, Alejandro Ros-Gálvez and Alfonso Rosa-Garcia (European Research on Management and Business Economics, 2022).

- The dynamics of the university impact on YouTube: a comparative analysis, with  Ángel Meseguer-Martínez and Alejandro Ros-Gálvez (Social  Network Analysis and Mining, 2021). 

- The two-speed Europe in business cycle synchronization, with Maximo Camacho and Angela Caro (Empirical Economics, 2020). 

- The evolution of monetary policy effectiveness under macroeconomic instability (Economic Modelling, 2019).

- Forecast Accuracy of Small and Large Scale Dynamic Factor Models in Developing Economies (Review of Development Economics, 2018).

- Monetary policy evaluation. A counterfactual analysis based on dynamic factor models (Applied Economics Letters, 2017).

Working Papers 

 - Credit cycles and labor market slacks: predictive evidence from Markov-switching models, with Mihály Borsi and Alfonso Rosa-Garcia. MPRA Paper No. 100523.

      - What macroeconomic indicators are determinant for institutional trust?  A longitudinal analysis in Europe’s big five economies, with Nicolás Gonzálvez-Gallego, Laura Nieto-Torrejón and M. C. Pérez-Cárceles.