Oil market uncertainty and geopolitical risks
After some insightful email exchanges with Lutz Kilian, I was wondering whether oil market uncertainty and geopolitical risk are related. To measure oil market uncertainty, I use the…
After some insightful email exchanges with Lutz Kilian, I was wondering whether oil market uncertainty and geopolitical risk are related. To measure oil market uncertainty, I use the…
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…
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…
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