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…
During the 4th Workshop on Financial Econometrics and Empirical Modeling of Financial Markets: New Challenges for Monetary Policy and Financial Markets that took place at the beginning of this week…
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 PUBLICATION: This paper assesses the role of political tensions between the US and China and global market forces in explaining oil price fluctuations. To this end, we…
NEW WORKING PAPER: This paper assesses the role of political tensions between the US and China and global market forces in explaining oil price fluctuations. To this end,…
NEW PUBLICATION: We can use Fourier Dickey-Fuller unit root tests, time-varying fiscal reaction functions and threshold fiscal reactions functions. Over the period spanning from 1870 to 2017, we…
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