Econometría en espacio de los estados y machine learning
Universidad de la República
Montevideo, UruguayPublications en collaboration avec des chercheurs de Universidad de la República (3)
2024
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IFCI-SA: International financial conditions index for South American economies
Research in International Business and Finance, Vol. 72
2023
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An indicator of monetary bias for emerging and partially dollarized economies: The case of Uruguay
International Review of Economics & Finance, Vol. 85, pp. 206-219
2021
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TF-MIDAS: a transfer function based mixed-frequency model
Journal of Statistical Computation and Simulation, Vol. 91, Núm. 10, pp. 1980-2017