Stock Price Bubbles, Inflation and Monetary Surprises
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…
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…
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…
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…
J’ai le plaisir de vous annoncer ma seconde note de blog sur le site l’AFSE concernant l’impact des risques climatiques sur l’espace budgétaire. Dans laquelle, nous tentons de…
In a previous blog, I covered the estimation of state-dependent local projection using LOCPROJ. The impact of random shocks of change in vulnerability affects positively the sovereign bond…
A few days ago, I read the Country Risk Annual Report made by BBVA research and Alfonso Ugarte and David Sarasa Flores, in particular. On the slide 26,…
Nothing left to load.