Tag: Nonlinear Dynamics
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Guest Contribution in Econbrowser: “Monetary Policy Reaction to Geopolitical Risks: Some Nonlinear Evidence”
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…
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Visualizing quantile regressions with Stata
When I wanted to make some simple graphs on quantile regressions, I was quite surprised to not find a nice blog where each step is clearly…
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Leçon doctorale à l’école doctorale Augustin Cournot (ED 221) — Université de Strasbourg
Le lundi 12 février prochain, j’aurai le grand plaisir d’animer une leçon doctorale à l’école doctorale Augustin Cournot (ED 221) — Université de Strasbourg. Risques géopolitiques,…
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Buffer effects of international reserves holding in Africa
NEW WORKING PAPER: The paper adds to the literature on the issue of public debt in African economies, by investigating the role foreign exchange reserves play…
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Pourquoi les économies émergentes détiennent-elles autant de réserves de change à l’ère de l’intégration financière ?
J’ai le plaisir de vous annoncer ma première note de blog sur le site l’AFSE concernant la détention des réserves de change. Dans laquelle, nous tentons…
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Estimating a nonlinear DSGE model with Stata
Today, I will show how to estimate a DSGE model with Stata in a few steps. The model consists of 8 equations and is a variant…
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Understanding the intuition behind Kalman filter with GAUSS
Let me draw your attention to this very pedagogical GAUSS blog on the Kalman filter. It links very well the theory and the code. Please find…
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Is R&D intensity stationary?
NEW PUBLICATION: It was a really nice experience to explore the links between innovation and macroeconomics. We find that R&D intensity is stationary in the G7…
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On money demand in Vietnam
NEW PUBLICATION: This paper was written last year with my friend Sy-Hoa Ho. We met ten years ago in the University of Paris North during the…
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Logistic growth: clearly explained!
La loi de la population nous est inconnue, parce qu’on ignore la nature de la fonction qui sert de mesure aux obstacles, tant préventifs que destructifs,…
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On money demand in Vietnam
The demand for money is likely to depend upon the exchange rate in addition to the interest rate and the level of income; this would slightly…
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The Phillips curve has disappeared… not yet!
Downward wage and price rigidity matters only when overall inflation is very low. Joseph E. Gagnon (2018). As the US unemployment rate continues to drift down…