Macroeconomics and Finance

This research line includes three different sub-lines on financial markets and their interaction with the macroeconomy. A brief description of each follows, as well as the researchers working on it and the most recent papers on each sub-line:

• Quantitative methods in finance. The main goal of this research line is to develop new methods to estimate financial models. [ + ]

• Financial markets and the macroeconomy. Our goal is to study how the evolution of financial variables may determine monetary policy. [ + ]