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…
NEW PUBLICATION: This paper examines the effects of sentiment shocks on economic conditions, with an emphasis on the roles of uncertainty and state dependence, using monthly U.S. data…
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 WORKING PAPER: This paper examines the impact of El Niño-Southern Oscillation (ENSO) shocks on U.S. oil futures and goods market prices from 1983:03 to 2024:10 via the…
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…
NEW WORKING PAPER: This paper examines how U.S. monetary policy shocks influence asset price bubbles under different inflation regimes. Using data from 1998-2023, we show that the transmission…
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…
As you may know, I am a huge fan of Stata (I have to tell the real story behind that choice one day…) and like to share knowledge…
NEW WORKING PAPER: This study investigates the impact of political polarization on output growth, capital formation, and foreign direct investment (FDI) across 139 economies via a panel Local…
NEW PUBLICATION: This study investigates the impact of supply disruptions on financial leverage (debt-equity ratio) in the U.S. economy from 1998:Q1 to 2024:Q1. The study employs a linear…
NEW WORKING PAPER: The COVID-19 pandemic and its aftermath exposed the vulnerabilities of global supply chains, leading to widespread delays and shortages that highlighted the interconnectedness of economies.…
NEW WORKING PAPER: This study investigates the impact of supply disruptions on financial leverage (debt-equity ratio) in the U.S. economy from 1998:Q1 to 2024:Q1. The study employs a…
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…
In my previous blog, I recall that we can demonstrate in a few steps that the sample variance is an unbiased estimator of the population variance when we…
In my previous blog, I recall that we can demonstrate in a few steps that the sample variance is an unbiased estimator of the population variance when we…
This is it! You now need 1 dollar to buy 1 euro. To get this picture below, I used the FRED connection with Mathematica 13.1, as I explained…
“Data! Data! Data!” he cried impatiently. “I can’t make bricks without clay.” Sherlock Holmes. The Adventure of the Copper Beeches, Sir Arthur Conan Doyle (1892). In my previous…
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