SVAR with Sign Restriction using RATS
After two blogs on SVAR with RATS and on SVAR with sign restrictions with Stata, allow me to introduce the estimation of SVAR with sign restrictions using RATS…
After two blogs on SVAR with RATS and on SVAR with sign restrictions with Stata, allow me to introduce the estimation of SVAR with sign restrictions using RATS…
Today, I share a video that I did for the fantastic Youtube channel of Klaus Prettner. I hope it will be useful for students and practitioners. Comments and…
In the Stata New 40-1, it is easier to have access to template do-files from the menu. In this blog, I will show how to use a program…
Last week, I noticed the publication of a new research in Energy Economics by Hakan Yilmazkuday: Geopolitical risks and energy uncertainty: Implications for global and domestic energy prices. Energy…
Estima, the company that develops and sells the RATS software, has released a new version of their online help. Notably, they incorporated the user guide version of the…
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 Òscar Jordà…
Yesterday, 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 main research…
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 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 Index (PRI)…
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 trade. By…
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 The short…
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. On EconPapers,…
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/
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 — the…
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 the command…
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 look more…
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 in the…
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 bilateral trade.…
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, we investigate…
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