Research Interests
Research Fields: Macroeconomics | International Macro-Finance | Applied Econometrics
Research Themes: Uncertainty, Institutional Credibility, and Macro-Financial Transmission
Research Interests: Monetary and fiscal policy transmission, sovereign risk, external financing conditions, exchange-rate dynamics, foreign-exchange constraints, financial conditions, and international policy spillovers.
Quantitative Methods: Local Projections, DSGE Modelling, Dynamic Factor Models and High-Dimensional Forecasting, Time-Varying Stochastic Volatility Models, Time–Frequency Analysis, and Difference-in-Differences.
Software: MATLAB (Dynare), R, Python, Stata, SQL, LaTeX.
