I am the new editor of RePEc’s NEP International Finance: https://nep.repec.org/nep-ifn.html. I thank Marco Novarese for the opportunity.

I am the new editor of RePEc’s NEP International Finance: https://nep.repec.org/nep-ifn.html. I thank Marco Novarese for the opportunity.

Following my previous blog on currency composition of reserves, we can present the Ito-McCauley database on individual Central Bank reserve holdings. The database is available here and is…
J’ai le plaisir de vous annoncer ma seconde note de blog sur le site l’AFSE concernant l’impact des risques climatiques sur l’espace budgétaire. Dans laquelle, nous tentons de…
A lot of my friends, economists or econometricians, do not really like the concept of Granger causality. To some extent, the essence of the concept of Granger causality…
Alfonso Ugarte Ruiz from BBVA research introduced the locproj package: s459204. The package is very useful, and I will show you how to customize the LP impulse response…