NEW WORKING PAPER: In this paper, we examine how the European Central Bank (ECB) and the US Federal Reserve (Fed) respond to climate-related shocks and whether the green…
In the 6 posts of the series about the inflationary effects of geopolitical risks, I revisited the paper by Dario Caldara, Sarah Conlisk, Matteo Iacoviello, and Maddie Penn…
A common misunderstanding when first encountering the tvpreg Stata command is to think that it estimates time variation the way a rolling regression does, or the way a…
Truly honored to present our research titled Not All Climate Shocks Are Alike: How ENSO Impacts Oil Prices, written with Mauro Gallegati, William Ginn, Solomos Solomou, and Kun…
Truly honored to present our research on Ensuring the security of the clean energy transition: Examining the impact of geopolitical risk on the price of critical minerals, written…
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…
Truly honored to present our research on Ensuring the security of the clean energy transition: Examining the impact of geopolitical risk on the price of critical minerals, written…
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 PUBLICATION: This study examines the relationship between US-China tensions, US partisan conflict, and global oil prices over the past 20 years. Using lag-augmented local projections and time-varying local…
In this new version of this paper, written with Yifei Cai, we find evidence of time-varying scapegoating: The shocks in US Partisan Conflict provoke a decrease of the…
I am delighted to announce that I will be in Paris in three weeks for the 46th IAEE International Conference. This International Conference is organized by the International…
I am delighted to announce that I will travel to Italy for the 2025 IAAE Italy International Association for Applied Econometrics. This International Conference is organized by the…
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…
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…
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…
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…
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…
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.…
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…
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…
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…
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…
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…
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 &…
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…
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…
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