Research

Publications

Journal of Economic Literature (forthcoming)

This version: August, 2021, 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

This version: June, 2022

MATLAB and Julia implementation

International Finance Discussion Paper # 1352 (Federal Reserve Board)


This version: April, 2022

First draft: May, 2018

International Finance Discussion Paper # 1341 (Federal Reserve Board)


This version: April, 2022

First draft: December, 2020

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


This version: April, 2022

First draft: March, 2021

International Finance Discussion Paper # 1313 (Federal Reserve Board)

Replication codes

Now-casting the Euro Area GDP - Weekly updates


This version: 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: March, 2022


FEDS Notes

This version: November, 2021

Publication (in Portuguese)

  • "Labor and technical progress: an analysis on the employment, income and qualification levels in the São Paulo industry" (2009) with Beatriz Selan and Sergio Kannebley Jr.

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