Research Blog

Analysing inflation with semi-structural models

This chapter has been prepared for the Research Handbook of Inflation (Edward Elgar Publishing). It explores semi-structural time series...

Discussion slides of the paper "Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter?" by F. Odendahl, M. S....

Policy panel at the 2023 South African Reserve Bank biennial conference My slides

Accepted at Review of Economics and Statistics Code [GitHub] We propose a Bayesian approach to Local Projections that optimally addresses...

Slides discussing the paper "Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression" by Benn S. Bernanke...

Accepted at the European Economic Review Final draft Appendix Replica Code [ZIP] BIS working paper VoxEu column "Fiscal-monetary...

My discussion slides for Discussion of: “Why Does Risk Matter More in Recessions than in Expansions” by Andreasen, Caggiano, Castelnuovo...

My slides for the CEPR Webinar on Central Bank Communication and Information Effects

Paper on ArXiv A mixed-frequency semi-structural model is used for estimating unobservable quantities such as the output gap, the...

My slides for the webinar [PDF]