Tomás E. Caravello
I am a 3rd year PhD student in Economics at MIT. I completed my undergraduate and masters degrees in Economics at Universidad Torcuato di Tella.
My research interests include macroeconomics, monetary economics, time series econometrics, and asset pricing.
Working Papers
Disentangling sign and size non-linearities (with Pedro Martínez-Bruera).
June 2024.
[Working Paper] [SSRN] [Code]Financial Conditions Targeting (with Ricardo J. Caballero and Alp Simsek).
May 2024.
[Working Paper]Evaluating Policy Counterfactuals: A "VAR-Plus" Approach (with Alisdair McKay and Christian K. Wolf).
February 2024.
[Working Paper]Chronicle of a Dollarization Foretold: Inflation and Exchange Rates Dynamics (with Pedro Martínez-Bruera and Iván Werning).
NBER Working Paper 31763. October 2023.
[Working Paper]On the sources of aggregate risk premium: risk aversion, bubbles or regime-switching? (with John Driffill, Turalay Kenc, and Martin Sola).
September 2023.
[Working Paper]Dollarization Dynamics (with Pedro Martínez-Bruera and Iván Werning).
NBER Working Paper 31296. June 2023.
[Working Paper]
Publications
Rational Bubbles: Too Many To Be True? (with Zacharias Psaradakis and Martin Sola).
Journal of Economic Dynamics and Control, Volume 151, June 2023.
[Working Paper] [Published Version] [Code]