Tomás E. Caravello
I am a 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
Financial Conditions Targeting (with Ricardo J. Caballero and Alp Simsek).
NBER Working Paper 33206. November 2024.
[Working Paper] [SSRN]Evaluating Policy Counterfactuals: A "VAR-Plus" Approach (with Alisdair McKay and Christian K. Wolf).
NBER Working Paper 32988. September 2024.
[Working Paper] [Code]Disentangling sign and size non-linearities (with Pedro Martínez-Bruera).
June 2024.
[Working Paper] [SSRN] [Code]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]Dollarization Dynamics (with Pedro Martínez-Bruera and Iván Werning).
NBER Working Paper 31296. June 2023.
[Working Paper]
Publications
On The Sources Of The Aggregate Risk Premium: Risk Aversion, Bubbles Or Regime-switching? (with John Driffill, Turalay Kenc, and Martin Sola).
Journal of Economic Dynamics and Control, Volume 166, September 2024.
[Working Paper] [Published Version]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]