Very honored to contribute my second guest blog post on Econbrowser, written this time, with William Ginn. I am deeply grateful to Menzie Chinn. Remarks and comments are welcome, as always.
Very honored to contribute my second guest blog post on Econbrowser, written this time, with William Ginn. I am deeply grateful to Menzie Chinn. Remarks and comments are welcome, as always.
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…
In this recent Federal Reserve Bank of San Francisco Working Paper, Atsushi Inoue, Òscar Jordà and Guido M. Kuersteiner offer a survey of the best practice about recent…
In this blog, I will show you how to improve the visualization of the time-varying coefficients of the estimator proposed by Inoue et al. (2024). I will leverage…
NEW WORKING PAPER: The European Central Bank’s (ECB) quantitative easing (QE) program was supposed to stimulate the real economy and be able to control inflation rates. Nevertheless, primarily…