I am an Economist at the ADG Economics and Research of the Banco de España. 
My research covers topics in the field of macro-finance.

Publications
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 
with Arturo Leccadito and Giovanni Urga
Econometric Reviews, 2015, 34(4), 452-479 

The Calm Before the Storm: Time Varying Volatility and the Origins of Financial Crises
R&R, Journal of International Economics - Supplementary Material

Services Deepening and the Transmission of Monetary Policy 
with Alessandro Galesi - Supplementary Material
R&R, Journal of the European Economic Association 

Financial Development, Default Rates, and Credit Spreads
with Alessandro Peri
R&R, Economic Journal

The Young, the Old, and the Government: Demographics and Fiscal Multipliers
with Henrique Basso 

Policy Work
Guilherme Bandeira, Samuel Hurtado, and I are developing JOSE, the new JOint Spain Euro area DSGE model of the Banco de España.