Research
Journal publications
The Role of Credit Supply Shocks in Pacific Alliance Countries: A TVP-VAR-SV Approach
Published at The North American Journal of Economics and Finance, Volume 52, April 2020, 101140.
with Gabriel Rodriguez
This paper analyzes the impact of loan supply shocks on the real economic activity of Pacific Alliance countries using a TVP-VAR-SV model with sign restrictions. The results show that loan supply shocks have a significant effect on economic activity, similar to aggregate supply and demand shocks. The influence of loan supply shocks varies over time and differs among Pacific Alliance countries. The findings are robust to different specifications and sign restrictions.
The Role of Credit Supply Shocks in Pacific Alliance Countries: A TVP-VAR-SV Approach
Published at The North American Journal of Economics and Finance, Volume 52, April 2020, 101140.
with Gabriel Rodriguez
This paper analyzes the impact of loan supply shocks on the real economic activity of Pacific Alliance countries using a TVP-VAR-SV model with sign restrictions. The results show that loan supply shocks have a significant effect on economic activity, similar to aggregate supply and demand shocks. The influence of loan supply shocks varies over time and differs among Pacific Alliance countries. The findings are robust to different specifications and sign restrictions.
Working papers
A Quantitative Analysis of the Determinants of Fiscal Multiplers and Its Policy Implications
This research examines the impact of public spending on economic activity over time. The findings reveal a decreasing effectiveness of public spending and emphasize the importance of controlling public debt levels to enhance its impact. The study confirms changing parameters in the model and demonstrates the robustness of the results through sensitivity analyses.
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I am an economist with a strong passion for macroeconomics, finance, and econometrics. My expertise lies in utilizing microdata and econometric methods to explore firm dynamics, financial markets, and aggregate business cycles.
I am an economist with a strong passion for macroeconomics, finance, and econometrics. My expertise lies in utilizing microdata and econometric methods to explore firm dynamics, financial markets, and aggregate business cycles.
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