Projects

For most of my projects, I resort to a toolkit that involves Matlab, R, and Python. For version control, I recommend Git and Latex (Overleaf).

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Household Sentiment Analysis through a Hierarchical Bayesian Latent Class Model

This paper employs Latent Dirichlet Analysis for Survey Data (LDA-S) to identify and classify households into distinct belief types based on their responses in the Survey of Consumer Expectations (SCE), then shows how this auxiliary data is economically meaningful.

Credit Market Expectations and the Business Cycle: Evidence from a Textual Analysis Approach

This paper provides empirical evidence on how expectation errors of forecasted and realized credit spreads can predict future macroeconomic outcomes. It first predicts a series of past credit spread expectations byapplying textual analysis through natural language processing and then uses the textual factors in predictive regressions spanning 1948 to 2022.

Monetary Policy Announcements and Household Expectations of the Future

I study the impact of various measures of monetary policy announcements on household expectations between 2013 and 2021. I approach this through an event study and a local projections methodology that exploits the microdata found in the Survey of Consumer Expectations as well as the timing of the FOMC meeting announcements in this time period.

Foreign Interest Rate shocks and Shadow Short Rates in a Small Open Economy

We explore the role of external yield curve factors on the term structure in Chile. [With Guillermo Carlomagno and David Coble]

A Myopic Friction in US Business Cycles

I explore how a behavioral friction in the form of myopia affects US business cycles between the 1960s and early 2000s.

Selected Poetry

As a hobby, I let the pursuit of art through poetry move me; please find my attempts here.

Recent posts

Sharing all of my personal readings during 2023 …

Sharing all of my personal readings during 2022 …