I am a Research Economist at the ADG Economics and Research of the Banco de España.
My research covers topics in the field of macro-finance.
The Banco de España and the Universidad Carlos III de Madrid organize the "New Faces in Macro: Madrid Workshop in Quantitative Macroeconomics" on May 29-30, 2017.
Portfolio Rebalancing and Asset Pricing with Heterogeneous Inattention
International Economic Review, Forthcoming - Supplementary Material
True vs. Spurious Long Memory. Some Theoretical Results and a Monte Carlo Comparison
Econometric Reviews, 2015, 34(4), 452-479 - with Arturo Leccadito and Giovanni Urga
The Calm Before the Storm: Time Varying Volatility and the Origins of Financial Crises
Supplementary Material - R&R, Journal of International Economics
Services Deepening and the Transmission of Monetary Policy
Supplementary Material - with Alessandro Galesi
Financial Development, Default Rates, and Credit Spreads
with Alessandro Peri
The Young, the Old, and the Government: Demographics and Fiscal Multipliers
with Henrique Basso - Coming soon!
Guilherme Bandeira, Jim Costain, Samuel Hurtado, and I are developing JOSE, the new JOint Spain Euro area DSGE model of the Banco de España.