Research

Macroeconometrics, machine learning, and policy-oriented empirical research.

Working Papers

Semantic Similarity Measures in Newspaper Text for Detecting and Predicting Disruptive Institutional Events

Working Paper

Forecasting Global Refugee Flows: A Machine Learning Approach Using Non-Conventional Data

Working Paper

Measuring Potential Output after COVID-19: An Extended Multivariate Filter

Working Paper

Business Confidence and Private Investment in Peru: A Nonlinear Analysis for the Period 2003-2019

Working Paper

Time evolution of external shocks on macroeconomic fluctuations in Pacific Alliance countries: empirical application using TVP-VAR-SV models

Working Paper

Publications

Effects of External Shocks on Macroeconomic Fluctuations in Pacific Alliance Countries

Published Paper