Tag: SVAR
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Two recent articles on Local Projections
Today, let me draw your attention to two recent papers published in the Journal of Econometrics that deal with the Local Projection (LP) method introduced by…
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Corvinus Research Seminar
in ConferencesYesterday, I went to Corvinus University to present my paper: How do political tensions and geopolitical risks impact oil prices?, co-authored with Valérie Mignon, in the…
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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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How do political tensions and geopolitical risks impact oil prices? (Energy Economics)
NEW PUBLICATION: This paper assesses the effect of US–China political relationships and geopolitical risks on oil prices. To this end, we consider two quantitative measures, the Political Relationship…
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A friend of a rival is a rival
NEW PUBLICATION: This paper employs structural vector autoregression and local projection methods to examine the impacts of the deterioration in US-China political relations on Australia-China bilateral…
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Data Visualisation and Causal Analysis with SVAR and LP models
I will give my first training session for Timberlake, the 26th October 2023 at 9 – 11 am BST / 10 – 12 pm CEST: www.timberlake.co.uk…
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Sign and Narrative Restrictions in SVAR with Stata
Today I will present you VAR_NR, a Stata module to estimate set identified Structural VAR. This toolbox has been provided by Abigail Kuchek, Jonah Danziger and Christoffer Koch.…
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Guest Contribution in Econbrowser: “How Political Tensions and Geopolitical Risks Impact Oil Prices”
Very honored to contribute my first guest blog post on Econbrowser. I am deeply grateful to Menzie Chinn. Remarks and comments are welcome, as always: https://econbrowser.com/
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How Political Tensions and Geopolitical Risks Impact Oil Prices?
NEW WORKING PAPER: This paper assesses the effect of US-China political relationships and geopolitical risks on oil prices. To this end, we consider two quantitative measures…
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Illustrating the new LPIRF Stata 18’s command
Good news! In the new version of Stata 18, we have a new command that produces local-projection impulse–response functions. You can find the complete description of…
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Addressing Conditional Heteroscedasticity in SVAR Models
It is a great pleasure and an honor to announce that I wrote my first blog for APTECH with Eric Clower. In this blog, we will…
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How political tensions influence the oil market?
NEW PUBLICATION: It was very interesting to explore how political tensions between China and the US impact the oil market. The originality of our approach lies…
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The Political Relation and Trade – The Case of US, China and Australia
NEW WORKING PAPER: This paper employs structural vector autoregression and local projection methods to examine the impacts of the deterioration in US-China political relations on Australia-China…
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Assessing the Impacts of US-China Tensions on the Oil Market
NEW WORKING PAPER: This paper aims at assessing the effects of US-China political tensions on the oil market. Relying on a quantitative measure of these relationships,…