About me
I am a first year Ph.D. student working under the guidance of Prof. Daniel Peña and Prof. Maximo Camacho at Carlos III University of Madrid, Spain. My interest lies broadly in the area of time series econometrics. More specifically, during my doctoral studies I am working on Dynamic Factor Models applied to heterogeneous macroeconomic and financial time series
XX APPLIED ECONOMICS MEETINGS
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VALENCIA, 8th AND 9th JUNE 2017
EC2 2017: European Conferences of the Econom[etr]ics Communit
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AMSTERDAM, 15th and 16th DECEMBER 2017
UPCOMING EVENTS
MY LATEST RESEARCH
2017 The two-speed Europe in business cycle synchronization (with Maximo Camacho and German Lopez-Buenache)
This paper evaluates the consequences of the financial and sovereign debt crises on the evolution of the business cycle synchronization among all the Euro Area members. Combining dynamic factor models with Markov-switching methodologies, we find that the Euro Area countries have recovered the level of business cycle synchronization exhibited before the Great Recession. However, we detect significant differences across countries in the required time to recover those levels.
