Perturbating and estimating DSGE models in Julia, with Alvaro Salazar-Perez, Computational Economics, junio 2024 [codes]
Made in europe: monetary-fiscal policy mix with financial frictions, with P. Gomes, European Economic Review, april 2024, 104727.
Welfare gains of bailouts in a sovereign default model, with R. Pancrazi and M. Vukotic, Journal of Economic Dynamics and Control, vol 113, april 2020. 103867
Trend shocks and sudden stops, with E. Yurdagul, Journal of International Economics, vol 121, november 2019. 103252
Time-varying volatility, default and the sovereign risk premium, International Economic Review, vol 60 (1), february 2019, pp. 283-301[appendix]
Markups and the real effects of volatility shocks, International Economic Review, vol 58 (3), august 2017, pp. 807-828 [appendix]
The price of capital and the financial accelerator, with R. Pancrazi and M. Vukotic, Economics Letters, vol. 149, december 2016, pp. 86-89
Parameter drifts, misspecification and the real exchange rate in emerging countries, Journal of International Economics, vol. 98, january 2016, pp 204-215 [appendix]
Near unit root small open economies, Journal of Economic Dynamics and Control, vol. 53, april 2015, pp 37-46 [appendix]
Bayesian mixed frequency VARs, with C.W. Chiu, B. Eraker, A. Foerster and T.B. Kim, Journal of Financial Econometrics, vol. 13 (3), summer 2015, pp 698-721