Research Projects

Ongoing Research
Journal Articles
Working Papers

Ongoing Research Project

  • Default Risk Information and the Exchange Rate Puzzle in Brazil.

  • Analysis of domestic tourism expenditure in Colombia using a quantile selection approach.

  • Relative Price of Equipment, Investment shocks and Oil-Food Prices.

  • Becoming Green: On the Aggregate and Firm-level Effects of Green Technology News Shocks.

Journal Articles

  • The effect of size and productivity on borrowing discouragement for small firms in Colombia. Latin American Journal of Central Banking. 2022.

  • The Interdependence Between Commodity-Price and GDP Cycles: A Frequency-Domain Approach. Atlantic Economic Journal. 2019.

  • Mind the gap: Computing finance neutral output gaps in Latin-American economies. Economic Systems. 2016.

  • Comparison of Methods for Estimating the Uncertainty of Value at Risk. Studies in Economics and Finance. 2016.

Pre-Doctoral Research

Working Papers

  • Sysmo I: A Systemic Stress Model for the Colombian Financial System. Borradores de Economía, Banco de la República. 2017.

  • El Requerimiento de Capital Contracíclico en Colombia. Borradores de Economía, Banco de la República. 2016.

Pre-Doctoral Research