Time-Varying Local Projections

BOFIT Research Seminar

Truly honored to present our Monash Discussion Paper, written with Russell Smyth and Joaquin Vespignani, at the BOFIT (Bank of Finland) research seminar on Tuesday 29 April 2025, during my…

Post date March 7, 2025
Post categories In Conferences
Tags Bank of Finland, BOFIT, Critical Minerals, Data Visualization, Emerging Markets, Energy Security, Geopolitical Risk, Local Projections, Monash Discussion Paper, Resilience, STATA Code, Time-Varying Local Projections

Improving the visualization of time-varying coefficients

In this blog, I will show you how to improve the visualization of the time-varying coefficients of the estimator proposed by Inoue et al. (2024). I will leverage…

Post date February 22, 2025
Post categories In Codes and Datasets, Pedagogical Note, Working Paper
Tags Critical Minerals, Data Visualization, Energy Economics, Energy Security, Geopolitical Risk, Local Projections, STATA Code, Time-Varying Local Projections

32nd Annual Symposium of the Society for Nonlinear Dynamics and Econometrics

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…

Post date February 13, 2025
Post categories In Conferences
Tags Consumer sentiment, Geopolitical Risk, Monetary Policy, State-dependent Local Projections, Time-Varying Local Projections

Monetary Policy Reaction to Geopolitical Risks in Unstable Environments (Macroeconomic Dynamics)

NEW PUBLICATION: How do geopolitical risk shocks impact monetary policy? Based on a panel of 20 economies, we develop and estimate an augmented panel Taylor rule via constant and…

Post date February 10, 2025
Post categories In Research Article
Tags Geopolitical Risk, Interest Rate, Local Projections, Macroeconomics Dynamics, Monetary Policy, Time-varying, Time-Varying Local Projections

Critical Minerals Data Explorer

In a recent publication in Energy Economics, we found that geopolitical risk will drive up the price of several critical minerals, especially during episodes of heightened geopolitical tensions.…

Post date January 14, 2025
Post categories In Codes and Datasets, Illustrated
Tags Critical Minerals, Critical Minerals Data Explorer, Data Visualization, Energy Economics, Energy Security, Geopolitical Risk, International Energy Agency, Local Projections, STATA Code, Time-Varying Local Projections

Ensuring the security of the clean energy transition: Examining the impact of geopolitical risk on the price of critical minerals (Energy Economics)

NEW PUBLICATION: Ensuring a stable supply of critical minerals at reasonable prices is essential for the clean energy transition. The security of supply of critical minerals is particularly…

Ensuring the security of the clean energy transition: Examining the impact of geopolitical risk on the price of critical minerals (CAMA Working Paper)

NEW WORKING PAPER: Ensuring a stable supply of critical minerals at reasonable prices is essential for the clean energy transition. The security of supply of critical minerals is…

Ensuring the security of the clean energy transition: Examining the impact of geopolitical risk on the price of critical minerals

NEW WORKING PAPER: Ensuring a stable supply of critical minerals at reasonable prices is essential for the clean energy transition. The security of supply of critical minerals is…

Visualization of time-varying coefficients

In this blog, I will show you how to visualize the time-varying coefficients of the estimator proposed by Inoue et al. (2024). The dataset used in this blog…

Post date October 13, 2024
Post categories In Codes and Datasets, Pedagogical Note, Working Paper
Tags China, Data Visualization, Political relations, STATA Code, Time-Varying Local Projections, US, US-China Political Relation

My first scientific event in the US

Delighted to announce that I will travel to the US for the first time for a two-day workshop on “Energy Transition and Climate Change” in the city of Redondo…

Post date September 23, 2024
Post categories In Conferences
Tags China, COVID-19 pandemic, Data Visualization, Geopolitical Risk, Global Financial Crisis, ICRG, Local Projection, Oil Price, STATA Code, Time-Varying Local Projections, US-China Political Relation, USA

Local Projections: One-step versus Two-step approach

A recent Bank of England working paper by Simon Lloyd and Ed Manuel suggests using a one-step approach with appropriate controls in the LP estimations. Lloyd, Simon &…

Post date September 12, 2024
Post categories In Working Paper
Tags China, COVID-19 pandemic, Geopolitical Risk, Global Financial Crisis, Oil Price, One-step Local Projection, Political relations, STATA Code, Time-Varying Local Projections, Two-step Local Projections

Monetary Policy Reaction to Geopolitical Risks in Unstable Environments

MAJOR WP UPDATE: How do geopolitical risk shocks impact monetary policy? Based on a panel of 20 economies, we develop and estimate an augmented panel Taylor rule via constant…

The Impact of Political Tensions and Geopolitical Risks on Oil Prices in Unstable Environments

NEW WORKING PAPER: This note explores the impact of geopolitical relationships between the US and China on the oil price. Using time-varying local projections, my analysis reveals that…