Research
My research focuses on time series analysis and macroeconomics. Below is a list of working papers and publications.
Working Papers
Macroeconomic Effect of Uncertainty and Financial Shocks: A Non-Gaussian VAR Approach
2022
Inflation Dynamics of Financial Shocks
2020
Journal Articles
Sovereign Default Risk and Credit Supply: Evidence from the Euro Area
Journal of International Money and Finance, 2020, vol. 109, pp. 102257