2023
Publication
Effects of External Shocks on Macroeconomic Fluctuations in Pacific Alliance Countries
Economic Modelling · July 2023
macroeconometricsexternal shockstime series
Research
Research
Macroeconometrics, machine learning, and policy-oriented empirical research.
Publications
Working Papers
2026
Working Paper
Asymmetric Effects of External Shocks on the Peruvian Economy: The Role of Confidence
Fiscal Council of Peru · February 2026
macroeconometricsnonlinear modelsThreshold VAR
2026
Working Paper
Semantic Similarity Measures in Newspaper Text for Detecting and Predicting Disruptive Institutional Events
BSE Working Paper · January 2026
text as dataNLPearly warning
2023
Working Paper
Forecasting Global Refugee Flows: A Machine Learning Approach Using Non-Conventional Data
Universitat Pompeu Fabra · August 2023
machine learningforecastingforced displacement
2023
Working Paper
Measuring Potential Output after COVID-19: An Extended Multivariate Filter
Fiscal Council of Peru · August 2023
macroeconometricspotential outputfiltering
2023
Working Paper
Business Confidence and Private Investment in Peru: A Nonlinear Analysis for the Period 2003-2019
Fiscal Council of Peru · March 2023
macroeconometricsnonlinear modelsinvestment
2022
Working Paper
Time Evolution of External Shocks on Macroeconomic Fluctuations in Pacific Alliance Countries: Empirical Application Using TVP-VAR-SV Models
Pontificia Universidad Católica del Perú · May 2022
macroeconometricstime seriesTVP-VAR-SV