Bayesian Local Projections
Accepted at Review of Economics and Statistics Code [GitHub] We propose a Bayesian approach to Local Projections that optimally addresses...
top of page
Research Blog
Trouble Every Day: Monetary policy in emerging economies, a study of South Africa
We present a comprehensive analysis of monetary policy in South Africa by employ- ing a state-of-the-art high-frequency identification....
The Global Transmission of U.S. Monetary Policy
New Working Paper (Jan 2022) US monetary policy shapes economic conditions globally due to the dominant role of the dollar in the world...
Prize in Economic Sciences in Memory of Nobel: Bernanke (1983)
Slides discussing the paper "Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression" by Benn S. Bernanke...
External Instrument SVAR Analysis for Noninvertible Shocks
We propose a novel external-instrument SVAR procedure to identify and estimate the impulse response functions, regardless of the shock...
Monetary-Fiscal Crosswinds in the European Monetary Union
Accepted at the European Economic Review Final draft Appendix Replica Code [ZIP] BIS working paper VoxEu column "Fiscal-monetary...
Discussion of: “Why Does Risk Matter More in Recessions than in Expansions” Andreasen et al
My discussion slides for Discussion of: “Why Does Risk Matter More in Recessions than in Expansions” by Andreasen, Caggiano, Castelnuovo...
CEPR Webinar on Central Bank Communication and Information Effects
My slides for the CEPR Webinar on Central Bank Communication and Information Effects
Monitoring the Economy in Real-Time: Trends and Gaps in Real Activity and Prices
Paper on ArXiv A mixed-frequency semi-structural model is used for estimating unobservable quantities such as the output gap, the...
Cryptoassets: Inflation Hedge, Portfolio Diversifier or Return Enhancer?
My slides for the webinar [PDF]
bottom of page