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Sofia Rafaela Maito Velasco

European Central Bank (from arXiv:2506.11551, 2025) · ORCID · OpenAlex

3 papers in scope · 1 published · 2 on the econ.EM arXiv · 4 citations · h-index 1 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Florian Huber
  2. Haroon Mumtaz
  3. Michael Pfarrhofer
  4. Josef Schreiner
  5. Niko Hauzenberger
  6. Karin Klieber
  7. Luca Onorante
  8. Gary Koop
  9. Michele Piffer
  10. Tony Chernis
  11. Luca Rossini
  12. Joshua C. C. Chan
  13. Jesús Gonzalo
  14. Philippe Goulet Coulombe
  15. Gregor Kastner
  16. Massimiliano Marcellino
  17. Liang Chen
  18. Sylvia Frühwirth-Schnatter
  19. Rubén Loaiza-Maya
  20. Dimitris Korobilis

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(2 of 3)

A Dynamic Factor Model for Level and Volatility
working paper2026 · arXiv
with Haroon Mumtaz
Paper profile arXiv arXiv:2604.03681
Let the Tree Decide: FABART A Non-Parametric Factor Model
working paper2025 · arXiv
Paper profile arXiv arXiv:2506.11551
Macro-financial imbalances and cyclical systemic risk dynamics: understanding the factors driving the financial cycle in the presence of non-linearities
published2024 · Macroeconomic Dynamics · 4 citations
with Martin O’Brien
Macroeconomic Dynamics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.