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.
NEW WORKING PAPER: This paper shows that geopolitical risk is an important predictor of tail risks in the investment growth distribution. Using the growth-at-risk framework, we document that…
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…
NEW WORKING PAPER: This paper examines how U.S. monetary policy shocks influence asset price bubbles under different inflation regimes. Using data from 1998-2023, we show that the transmission…
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…