Oil market uncertainty and geopolitical risks
After some insightful email exchanges with Lutz Kilian, I was wondering whether oil market uncertainty and geopolitical risk are related. To measure oil market uncertainty, I use the…
After some insightful email exchanges with Lutz Kilian, I was wondering whether oil market uncertainty and geopolitical risk are related. To measure oil market uncertainty, I use the…
NEW WORKING PAPER: This paper investigates nonlinearities in the inflation-growth-uncertainty relationship in Chinese provinces over the period 1992 to 2017 using nonlinear models and dynamic panel threshold models.…
It was a real pleasure to present my paper, written with Joshua Aizenman, Toan D. L. Hyun, Sy-Hoa Ho, and Gazi S. Uddin, on the usefulness of international…
NEW PUBLICATION: This paper assesses the role of political tensions between the US and China and global market forces in explaining oil price fluctuations. To this end, we…
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,…
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 explained over…
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, tensions politiques…
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 in improving…
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 de répondre…
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 of the…
NEW WORKING PAPER: This paper assesses the role of political tensions between the US and China and global market forces in explaining oil price fluctuations. To this end,…
NEW PUBLICATION: We can use Fourier Dickey-Fuller unit root tests, time-varying fiscal reaction functions and threshold fiscal reactions functions. Over the period spanning from 1870 to 2017, we…
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 below the…
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 countries when…
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 preparation of…
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, qui s’opposent…
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 reduce the…
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 to levels…
Nothing left to load.