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.
When countries sign several trade agreements in quick succession, a standard event-study can become hard to interpret. A coefficient estimated 2 years after one signature may already reflect…
Last week, I saw this picture in a post written by Ziad Daoud, the Chief Emerging Markets Economist at Bloomberg. It would be interesting to explore if ex-ante…
NEW PUBLICATION: Is Geopolitical Risk (GPR) detrimental to sovereign stress in the Euro Area (EA)? We address this question by estimating the dynamic effects of GPR shocks—originating either…
Today, let me update a previous blog of mine to show you how to retrieve the series for the impulses response functions, the forecast error variance decompositions, and…