How to SVAR with Excel!
Allow me to share with this very nice blog by Felipe Camargo: https://fcamargo.substack.com/p/applied-linear-algebra-in-economics-0a7 He gives a very nice example on how to identify a shock in VAR model…
Allow me to share with this very nice blog by Felipe Camargo: https://fcamargo.substack.com/p/applied-linear-algebra-in-economics-0a7 He gives a very nice example on how to identify a shock in VAR model…
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…
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…
I am delighted to announce that I will be a visiting scholar at the Bank of France from the 21st to the 31st of October. That is an…
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…
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,…
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…
Let me draw your attention to this very useful inflation and interest tracker made by the Financial Times. It offers plenty of interactive visualizations per country about the…
Let me draw your attention to this piece written by Tomasz Wieladek for The Economist: https://www.economist.com/by-invitation/2023/12/11/tomasz-wieladek-has-an-explanation-for-recent-macroeconomic-puzzles In this piece, Tomasz Wieladek argues that the pandemic recession was particular…
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