Tag: Euro Area

France’s Fiscal Weakness, Italy’s External Constraint: Two Paths in the Euro Area

Why France and Italy? The paper “What are the causal links between fiscal and external sustainability in the EU? New time-varying evidence” studies 27 EU countries over 2002Q1–2023Q4.…

Post date May 15, 2026
Post categories In Pedagogical Note, Research Article
Tags Energy Shocks, Euro Area, External sustainability, Fiscal Sustainability, France, Granger Causality, Italy, Journal of International Money and Finance, Macroeconomic Imbalances, Net International Investment Position, Twin Deficits

Local and Anglosphere-Based Geopolitical Risk and Sovereign Stress in the Euro Area (Finance Research Letters)

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…

Post date April 24, 2026
Post categories In Research Article
Tags Anglosphere-Based Geopolitical Risk, Euro Area, Finance Research Letters, Local Geopolitical Risk, Local Projections, R Code, Sovereign Debt Markets, Sovereign Stress

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France’s Fiscal Weakness, Italy’s External Constraint: Two Paths in the Euro Area

Local and Anglosphere-Based Geopolitical Risk and Sovereign Stress in the Euro Area (Finance Research Letters)

France’s Fiscal Weakness, Italy’s External Constraint: Two Paths in the Euro Area

Kaleidoscope of Publications

What are the causal links between fiscal and external sustainability in the EU? New time-varying evidence (Journal of International Money and Finance)

Equivalence of Cholesky identified shocks in VARs and Local Projections

Do International Reserves Buffer Real-Exchange-Rate Adjustment after Terms-of-Trade Shocks? A Matching Application in Stata