"The Heterogenous Effects on Inflation of demand and supply shocks" (with Iván Kataryniuk, Evi Pappa and Sebastian Rast)
[Slides]
"Unexpected Expectations" (with José Elías Gallegos and Edgar Silgado)
[Slides]
"Tracking ECB’s monetary policy communication: A tone index based on Large Language Models " (with Ana Arencibia, Matías Covarrubias, Miguel Díaz-Salazar and Florens Odendahl)
[Slides]
"The Effect of the ECB's Asset Purchase Programmes on the Spain's Public Finances" (with Pablo Aguilar, Mario Alloza, James Costain and Samuel Hurtado)
International Journal of Central Banking, July 2025, Accepted.
"Merging Structural and Reduced-Form Models for Forecasting" (with Richard Morris, Luca Onorante and Fabio M. Piersanti).
The B.E. Journal of Macroeconomics, 24(1), 399-437, February 2024.
[WP version] [Media coverage: VoxEU]
"Exchange Rate Shocks and Inflation Comovement in the euro area" (with Danilo Leiva-Leon and Eva Ortega).
International Journal of Central Banking, 18(1), 239-275, March 2022.
[WP version] [Media coverage: Central Banking]
"Keeping Track of Global Trade in Real Time" (with Elena Rusticelli).
International Journal of Forecasting, 37(1), 224-236, January 2021 .
[WP version] [Replication codes]
Emerging Markets Finance and Trade, 55(10), 2211-2229, November 2018.
[Media coverage: EconBrowser]
Economic Modelling, 55(10), 2211-2229, December 2015.
[Media coverage: EconBrowser]
"Toward a More Reliable Picture of the Economic Activity: An Application to Argentina" (with Máximo Camacho and Marcos Dal Bianco).
Economic Letters, 132, 129-132, July 2015.
Empirical Economics, 47, 347-364, July 2013.
SERIEs, 2(3), 205-233, April 2011.