Working Papers

Predicting U.S. Recessions in Real Time in a Big Data Setting

Mimeo., FGV EPGE, 2024.

A No-Arbitrage Approach to Asset Pricing using Panel Data

Revised Mimeo., FGV EPGE, 2024.

A short term credibility index for central banks under inflation targeting: an application to Brazil

Revised Mimeo., FGV EPGE, 2024.

Microfounded Forecasting

Revised Mimeo., FGV EPGE, 2023.

Commodity-Price Forecasting: A Broad Evaluation of Machine-Learning, Forecast-Combination, and Standard Time-Series Techniques

Revised Mimeo., FGV EPGE, 2022.

Machine Learning and Oil Price Point and Density Forecasting

Revised Mimeo., FGV EPGE, 2021.

Central Bank Credibility and Inflation Expectations: A Microfounded Forecasting Approach

Revised Mimeo., FGV EPGE, 2021.