Identification and Estimation of Linear Structural VARMA Models using Generalized Pairwise Dependence Measures.
(Job Market Paper)
Miguel Angel Cabello.
Work in progress.
You can find the article here.
Macroprudential Policies in Peru: The Effects of Dynamic Provisioning and Conditional Reserve Requirements.
BIS Working Papers Series, No. 675. November, 2017.
Joint work with Joé Lupu and Elías Minaya.
You can find the article here.