International Journal of Forecasting, 40(2), 661-686.

First draft: March, 2021

International Finance Discussion Paper # 1313 (Federal Reserve Board)

Replication codes

Now-casting the Euro Area GDP - Weekly updates

Journal of Economic Literature, 61(2), 624-54.

First draft: July, 2020

International Finance Discussion Paper # 1294 (Federal Reserve Board), SSRN

Review of Economics and Statistics, 104(1), 51-66.

First draft: May, 2019

International Finance Discussion Paper # 1277 (Federal Reserve Board), Warwick Economics Research Paper # 1225

Online appendix, Replication codes

Patent-based news shock and patent series here!

Coverage: Economics Observatory

Journal of Money, Credit and Banking, 53(4): 779-811.

International Finance Discussion Paper # 1240 (Federal Reserve Board)

Replication codes

American Economic Review, 107(10): 3243-49.

Working paper version

Replication codes

Working papers

Prepared for the Handbook of Macroeconomic Forecasting edited by Mike Clements and Ana Galvão

International Finance Discussion Paper # 1385 (Federal Reserve Board)

First draft: December, 2023

This version: October, 2023

First draft: March, 2023

This version: February, 2024

First draft: June, 2022

MATLAB, Julia, Python, and R implementation

International Finance Discussion Paper # 1352 (Federal Reserve Board)

Coverage: EViews blog

This version: November, 2022

First draft: December, 2020

International Finance Discussion Paper # 1360 (Federal Reserve Board)

Previously circulated as "Hidden in plain sight: China's contribution to the global business and financial cycle"

Coverage: The Economist, Hutchins Roundup (Brookings), Adam Tooze's Chartbook, Esprits Animaux, Rhodium Group

Data (credit impulse and alternative GDP level)

This version: April, 2022

First draft: May, 2018

International Finance Discussion Paper # 1341 (Federal Reserve Board)

This version: January, 2021

First draft: October, 2020

This version: July, 2020

First draft: November, 2017 - Job Market Paper

Uncertainty data here!

Gerald P. Dwyer prize for the best paper in finance presented by a graduate student at the 26th Symposium of the Society for Nonlinear Dynamics and Econometrics (2018)

Policy notes

FEDS Notes

This version: January, 2023

FEDS Notes

This version: January, 2023

FEDS Notes

This version: March, 2022

Presentation video (from 1h16min)

FEDS Notes

This version: November, 2021

Publication (in Portuguese)

Revista Economia ANPEC. v. 10, p. 277-297.