Local projections have become a standard tool in applied macroeconometrics. They are widely used to estimate dynamic responses to shocks, especially when researchers do not want to impose…
I regularly contribute to EconMacro in the field of international macroeconomic shocks that are transmitted via geopolitics, energy markets, exchange rates, and sustainable development. The relevant Reuters story…
In the 6 posts of the series about the inflationary effects of geopolitical risks, I revisited the paper by Dario Caldara, Sarah Conlisk, Matteo Iacoviello, and Maddie Penn…
Before reading this blog, I recommend you to read the first 5 parts of this blog series. Available below: Do geopolitical risks raise or lower inflation? Part VI…
Before reading this blog, I recommend you to read the first 4 parts of this blog series. Available below: Do geopolitical risks raise or lower inflation? Part V…
Before reading this blog, I recommend you to read the first 3 parts of this blog series. Available below: A narrative identification check: are the inflationary effects really…
Before reading this blog, I recommend you to read the first 2 parts of this blog series. Available below: In Part I, I focused on Figure 3 of…
Before reading this blog, I recommend you to read the first part of this blog series. Available below: In Part I, I focused on Figure 3 of Caldara,…
Today, I will start a series of blog to replicate the Figures of recent research on the macroeconomic effects of geopolitical risk. In “Do geopolitical risks raise or…
NEW PUBLICATION: Geopolitical tensions between the United States and China pose significant risks to global criticalmineral supply chains, particularly because refining capacity for most critical minerals, including aluminium,…
NEW WORKING PAPER: This paper examines how geopolitical risk affects metal prices and stockpiling when demand is unevenly distributed across end uses. We develop a Theory of Use-Specific…
NEW WORKING PAPER: Using local projections, this paper documents that neither global geopolitical risk (GPR) shocks nor GPR shocks originating in smaller euro area countries have a significant…
NEW PUBLICATION: This study investigates the impact of geopolitical risk (GPR) on global Travel & Leisure (T&L) stock returns using a Multivariate Quantile-on-Quantile Regression (MQQR) approach. Focusing on…
Let me draw your attention to this very useful geopolitics tracker made by the creator of the “Pizza Intelligence” concept, on which Alessia Paccagnini told me first a…
Very honored to contribute my eighth guest blog post on Econbrowser, written with Laurent Ferrara. I am deeply grateful to Menzie Chinn. Remarks and comments are welcome, as always:…
NEW WORKING PAPER: Geopolitical tensions between the United States and China pose significant risks to global criticalmineral supply chains, particularly because refining capacity for most critical minerals, including…
Over the past few years, geopolitical tensions have become one of the main macroeconomic risks facing the global economy. To track these developments more systematically, I recently produced…
After a series of blogs on the GDELT database discussing how to start with these big data (https://www.jamelsaadaoui.com/tag/gdelt-data/), I propose to update the blog covering the bilateral relationship…
Truly honored to present our research on Ensuring the security of the clean energy transition: Examining the impact of geopolitical risk on the price of critical minerals, written…
Very honored to contribute my seventh guest blog post on Econbrowser. I am deeply grateful to Menzie Chinn. Remarks and comments are welcome, as always: https://econbrowser.com/. The other posts…
Truly honored to present our research on Ensuring the security of the clean energy transition: Examining the impact of geopolitical risk on the price of critical minerals, written…
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…
Truly honored to present our research on Investment-at-Risk of Geopolitical Tensions, written with Fabio Anobile, Francesco Frangiamore, and Marco Maria Matarrese at the Bank of England during a financial…
I will have the great honor to make a “hands-on” seminar for the VIMM: Virtual Israel Macro Meeting on Local Projections on September 9, 2025 (15:00 Israel Time):…
NEW WORKING PAPER: Copper and lithium are essential to the global energy transition, each playing distinct roles in enabling low-carbon technologies. However, their supply chains are highly vulnerable…
I am delighted to announce that I will be in Paris in three weeks for the 46th IAEE International Conference. This International Conference is organized by the International…
I am delighted to announce that I will travel to Italy for the 2025 IAAE Italy International Association for Applied Econometrics. This International Conference is organized by the…
Allow me to share this very interesting graph from the latest IEA’s Energy Mix newsletters, based on current projections, the copper market will suffer from a 30% supply…
Delighted to announce that I will participate in the 2025 French Stata Conference in two weeks. This conference is organized by the Aix-Marseille Université School of Economics. The…
Allow me to share this piece by The Economist about Tin, a critical mineral that is enjoying a boom: https://www.economist.com/finance-and-economics/2025/04/03/tin-an-overlooked-critical-metal-is-enjoying-a-boom They also underline that Tin has a small…
Allow me to share this very nice visual guide to critical materials and rare earths made by The Economist: https://www.economist.com/graphic-detail/2025/03/24/a-visual-guide-to-critical-materials-and-rare-earths They did a fantastic job and provide the…
Truly honored to present our Monash Discussion Paper, written with Russell Smyth and Joaquin Vespignani, at the BOFIT (Bank of Finland) research seminar on Tuesday 29 April 2025, during my…
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…
Delighted to announce that I will travel to the US for the second time for the 32nd Annual Symposium of the Society for Nonlinear Dynamics and Econometrics. This…
NEW PUBLICATION: How do geopolitical risk shocks impact monetary policy? Based on a panel of 20 economies, we develop and estimate an augmented panel Taylor rule via constant and…
In a recent publication in Energy Economics, we found that geopolitical risk will drive up the price of several critical minerals, especially during episodes of heightened geopolitical tensions.…
NEW PUBLICATION: Ensuring a stable supply of critical minerals at reasonable prices is essential for the clean energy transition. The security of supply of critical minerals is particularly…
NEW WORKING PAPER: Ensuring a stable supply of critical minerals at reasonable prices is essential for the clean energy transition. The security of supply of critical minerals is…
NEW WORKING PAPER: Ensuring a stable supply of critical minerals at reasonable prices is essential for the clean energy transition. The security of supply of critical minerals is…
NEW WORKING PAPER: This study analyzes the effects of local and global geopolitical risks (GPR) on real equity returns. Using a panel and country-specific local projections (LP) model,…
During the 4th Workshop on Financial Econometrics and Empirical Modeling of Financial Markets: New Challenges for Monetary Policy and Financial Markets that took place at the beginning of this week…
Delighted to announce that I will travel to the US for the first time for a two-day workshop on “Energy Transition and Climate Change” in the city of Redondo…
A recent Bank of England working paper by Simon Lloyd and Ed Manuel suggests using a one-step approach with appropriate controls in the LP estimations. Lloyd, Simon &…
MAJOR WP UPDATE: How do geopolitical risk shocks impact monetary policy? Based on a panel of 20 economies, we develop and estimate an augmented panel Taylor rule via constant…
After two blogs on how to start with GDELT data, I will show how to construct a histogram of bilateral Goldstein score for bilateral events between the US…
Did you know that you can use an API to display instability scores computed from GDELT data? Below, an example for the French region (first administrative level): https://api.gdeltproject.org/api/…
When you are interested in geopolitical risks, up to some point you will heard about the GDELT project: https://www.gdeltproject.org Here, the brief description on their website: A Global…
As we recall in a recent article, written with Valérie Mignon, oil production facilities may be military objectives during a war or a conflict: Mignon, V., & Saadaoui,…
NEW WORKING PAPER: How do geopolitical risk shocks impact monetary policy? Based on a panel of 20 economies, we develop and estimate an augmented panel Taylor rule via…
Nothing left to load.