Research
Research Interests:
Primary: Time Series models, Macroeconometrics.
Secondary: Nonlinear time series models, estimation and forecasting. Bootstrap resampling processes.
Published Papers:
Aggegate versus disaggregate information in dynamic factor models
with Máximo Camacho and Gabriel Pérez-Quirós (2016). International Journal of Forecasting, 32(3), 680-694.
https://doi.org/10.1016/j.ijforecast.2015.10.006
Inference on filtered and smoothed probabilities in Markov-Switching autoregresive models
with Máximo Camacho and Manuel Ruiz (2019). Journal of Business & Economic Statistics, 37(3), 484-495.
https://doi.org/10.1080/07350015.2017.1380032
Growing in the womb: The effect of seismic activity on fetal growth
with Serafima Chirkova y José Gabriel Romero (2020). Economics & Human Biology, 36, 100815.
https://doi.org/10.1016/j.ehb.2019.100815
Working Papers:
Financial Stress Index based on Dynamic Factor Markov-Switching autoregresive models