Copper prices react positively to growth surprises in China.
Dec 1, 2014
Stock prices in LAC react to commodity prices' shocks.
Dec 1, 2013
Commodity prices can impact sovereign spreads.
Apr 1, 2013
A FAVAR model can beat three simple benchmarks between 1 to 12 months ahead.
Dec 1, 2012
For one-quarter ahead forecasting horizon, time series models are an appropriate choice, while for longer horizons the reduced-form models seem to be the most suitable.
Nov 1, 2011
Earthquakes not always generate inflation in the short term.
Aug 1, 2010