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A list of all the posts and pages found on the site. For you robots out there is an XML version available for digesting as well.
Pages
Welcome
About me
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Posts
Future Blog Post
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Blog Post number 4
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Blog Post number 3
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Blog Post number 2
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Blog Post number 1
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portfolio
Portfolio item number 1
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Portfolio item number 2
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publications
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico?
Published in International Journal of Central Banking, 2014
We consider whether long-term inflation expectations have become better anchored in Brazil, Chile, and Mexico, using both survey- and financial-market-based measures. This paper is the first to examine the evidence from Brazil and Mexico. We find that inflation expectations have become much better anchored over the past decade in all three countries.
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Information in Risk Neutral Probabilities
Published in Working Paper, 2019
We examine the evolution of the risk-neutral density as an option approaches maturity. We propose an estimator which does not bias the measurement over time as an alternative to standard nonparametric approaches. We then estimate the density for options with the same expiration date, and compute measures of information. Parametric analysis shows the majority of information in our approximate risk-neutral measure accrues near maturity according to a logarithmic or power law. No existing theoretical model describes this process.
Information Arrival in Financial Markets
Published in Working Paper, 2019
Job Market Paper. I introduce a new high-frequency analysis of options written on the S&P 500, and quantify in real-time the information contained in the probability measure implied by option prices. I find the intraday flow of information summarizing the expected future price of the index is not continuous, and often increases in discrete intervals. This fact is used to identify large-information events over the six years in othe sample.
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talks
Talk 1 on Relevant Topic in Your Field
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Conference Proceeding talk 3 on Relevant Topic in Your Field
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This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.
teaching
Introduction to Econometrics
Teaching Assistant, Washington Univesrity in St. Louis, 2015
Econometrics is the development and application of statistical techniques for the measurement of economic phenomena. This course is your initial study of econometric theory and practice. Topics include: translating economic theory into statistical models, statistical foundations of econometrics, multiple regression, hypothesis testing, multicollinearity, specification error, autocorrelation, errors in variables, identification, and simultaneous estimation.
Economic Analysis with Excel
Instructor, Washington Univesrity in St. Louis, 2019
New Course for 2019FL offers students the opportunity to master the advance functionality of Microsoft Excel, and to apply those skills to common economic, statistical, and financial problems. Even those familiar with the basic functioning of Excel may be surprised to learn how little of its full capability most users access.
Introduction to Stata
Instructor, Washington Univesrity in St. Louis, 2019
Course introduces students to the data analysis and statistical software tools used in upper-level econometrics courses and is designed to serve as a bridge between introductory econometrics and applied work with real-world databases.
Introduction to Econometrics
Instructor, Washington Univesrity in St. Louis, 2021
A theoretical and empirical course which provides students with the theoretical tools and practical experience necessary to do applied econometric research. We explore basic techniques that allow economists to analyze real world data to study economic concepts, theories, and phenomena. Students use statistical software for hands-on econometric exercises and research projects that are designed to provide experience working with the techniques covered in class.