Work in Progress
“Real-Time Indicator of Weekly Inflation with a Mixed-Frequency Unobserved Component Model with Stochastic Volatility,” with Mingyuan Jia.
“vOILatility: Forecasting Oil Prices under Uncertainty."
“Detecting Business Cycle Turning Points with Transfer Learning" with R.R.S. Guimaraes
“Machine Learning Prediction and Economic Policy Uncertainty”
“Revisiting the Relationship between Geopolitical Risk and Oil Price Realized Volatility: A Markov-Switching Analysis,” with Fredj Jawadi
“Evolving Climate Risk” with Claudio Morana and Murilo Silva
“Extreme Climate Events and U.S. Economic Activity,” with Ana Maria Herrera
“Sectoral and Aggregate Economic Impacts of COVID: Evidence from a Dynamic Bi-Factor Markov Switching Model” with Jeremy Piger
“Quantifying the Monetary Transmission Mechanism: A Mixed-Frequency Factor-Augmented Vector Autoregressive Regression Approach,” with Z. Zhao
“Nonfundamental Dynamics in the Stock Market,” wtih S. d'Addona and N. Khanon.
“Dissecting Brazilian Credit Cycle in High-Dimensional and Time-Irregular Span Context,” with Andre Maranhao. Recipient of Paper Award, 2022 from Federation of Brazilian Banks (FEBRABAN)
"Growth Cycles and Business Cycles"