Senior researcher at the AQR Research Group and the Institute of Applied Economics Research (IREA).
Research interests: time series analysis, forecasting, expectations, business surveys and applied economics
Senior researcher at the AQR Research Group and the Institute of Applied Economics Research (IREA).
Research interests: time series analysis, forecasting, expectations, business surveys and applied economics
Published in Health & Place
This paper examines the relationship between different dimensions of economic uncertainty and suicide rates in England from 1985 to 2020, both in the short and long term. The study employs a non-linear autoregressive distributed lag framework for cointegration estimation. This approach allows testing for the existence of possible asymmetries in the...
Published in Economics and Business Letters
This study examines the relationship between human development and the redistributive effect of taxes and government transfers in 30 European countries over the period 1990-2021 by means of a fixed-effects panel model. Overall, the analysis suggests that greater redistribution is associated with an increase in average development. The coefficient f...
Published in Journal of Global Trade, Ethics and Law
This paper examines the evolution of business and consumer uncertainty at sector level amid the coronavirus pandemic in 32 European countries and the European Union. Since uncertainty is not directly observable, we approximate it using a geometric discrepancy indicator. This approach allows us quantifying the proportion of disagreement in business ...
Recent energy tensions caused by conflicts in Ukraine and the Middle East have added to the pressure that global warming has been exerting for an energy transition towards low-carbon energy sources. This study combines two time series approaches with the aim of delving deeper into the relationship between environmental degradation and economic grow...
This paper examines the evolution of consumer uncertainty about unemployment one year after the irruption of the covid-19 pandemic in European countries. Since uncertainty is not directly observable, we use two alternative methods to directly approximate it. Both approaches are based on qualitative expectations elicited form the consumer survey con...
We assemble a rich dataset that maps geocoded microdata on various measures of living standards, point-specific geographical attributes, and remotely-sensed pollution data onto gridded population data to determine whether urbanization yields greater benefits or costs. We focus on developing Asia where the world’s largest proportion of urban populat...
The present study aims to cluster the world’s main tourist destinations according to the growth of the economic performance of the tourist activity and of the tourist and economic development experienced during the last decade. With this objective, we combine the information from a set of tourist and economic indicators for the main 45 tourist dest...
Machine learning (ML) methods are being increasingly used with forecasting purposes. This study assesses the predictive performance of several ML models in a multiple-input multiple-output (MIMO) setting that allows incorporating the cross-correlations between the inputs. We compare the forecast accuracy of a Gaussian process regression (GPR) model...
Through Monte Carlo simulations it is possible to isolate the measurement error introduced by incorrect assumptions when quantifying survey results. By means of a simulation experiment we test whether a variation of the balance statistic outperforms the balance statistic in order to track the evolution of agents’ expectations and produce more accur...
Published in IREA Working Papers
Economic uncertainty is a driver of the business cycle. In a recent study, Claveria (2022) used a fixed-effects model to assess the impact of uncertainty on suicide rates worldwide. Using that same panel, in which global economic uncertainty is linked to the evolution of the suicide rates in 183 countries between 2000 and 2019, this work evaluates ...
Published in IREA Working Papers
We propose a new approach for the visual inspection of interactions between several variables related to the wind and solar energy sector, and a set of socioeconomic variables and natural factors that may be affecting the sector. Focusing on fifteen European countries in the period from 2007 to 2019, we use Categorical Principal Component Analysis ...
Published in IREA Working Papers 2021-12
This paper examines the evolution of consumer uncertainty about unemployment one year after the irruption of the covid-19 pandemic in European countries. Since uncertainty is not directly observable, we use two alternative methods to directly approximate it. Both approaches are based on qualitative expectations elicited form the consumer survey con...
Associate professor of Applied Economics at the University of Barcelona (Department of Econometrics, Statistics and Applied Economics)
PhD in Applied Economics from the University of Barcelona