Working papers:
Sovereign Debt Crises and Structural Transformation (Job Market Paper)
Conducted empirical analysis on sovereign default risk in emerging markets utilizing Stata and Python.
Developed a dynamic structural model to explore the relationship between development and sovereign risk, enhancing understanding of economics mechanisms.
Implemented and simulated models on a High-Performance Computing (HPC) platform using Fortran, OpenMP, MPI, and MATLAB.
Predictable Interest Rate Movements, Implications for Emerging Markets, with Gabriel Mihalache and Samuele Centorrino
Presented at the SED 2022, Federal Board 2024, Federal Reserve Board-Cleveland 2024, Federal Reserve Board-Richmond 2024, Midwest Macro 2024 by coauthor.
Estimated the spillover effect of US interest rates on emerging markets using SVAR and Local Projection methods in Stata.
Conducted experiments and utilized models to assess how the anticipated persistence of US monetary policy affects sovereign debt risk in emerging economies.