VoxEU Column The price of war: Macroeconomic effects of the 2022 sanctions on Russia Steven Ongena Anna Pestova Mikhail Mamonov 15 Apr 2022 Politics and economics
VoxEU Column The international dimension of a fragile EMU Maria Sole Pagliari Livio Stracca Demosthenes Ioannou 18 Sep 2020 EU institutions Global economy
Discussion paper DP11018 Shocking language: Understanding the macroeconomic effects of central bank communication Michael McMahon Stephen Hansen 20 Dec 2015 Monetary Economics and Fluctuations E52 E58
Discussion paper DP9931 Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections Domenico Giannone Marta Banbura Michele Lenza 13 Apr 2014 International Macroeconomics C11 C13 C33 C53
Discussion paper DP9686 Granger-Causal-Priority and Choice of Variables in Vector Autoregressions Bartosz Mackowiak Marek Jarociński 13 Oct 2013 International Macroeconomics C32 C52 E32
Discussion paper DP9456 Stock Return Serial Dependence and Out-of-Sample Portfolio Performance Victor DeMiguel Raman Uppal 28 Apr 2013 Financial Economics G11
Discussion paper DP8419 Inference on Impulse Response Functions in Structural VAR Models Lutz Kilian Atsushi Inoue 1 Jun 2011 International Macroeconomics C32 C52 E37 Q43
Discussion paper DP7966 International Business Cycle Spillovers Kamil Yilmaz 8 Aug 2010 International Macroeconomics C32 E32 F41
Discussion paper DP7471 Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models Lutz Kilian Daniel Murphy 20 Sep 2009 International Macroeconomics C68 E31 E32 Q43
Discussion paper DP7284 Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks Lutz Kilian Robert J. Vigfusson 26 Apr 2009 International Macroeconomics C32 E37 Q43
Discussion paper DP7266 Do Local Projections Solve the Bias Problem in Impulse Response Inference? Lutz Kilian Yun Jung Kim 12 Apr 2009 International Macroeconomics C32 C52 C53
Discussion paper DP6445 The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value Lucio Sarno Daniel L Thornton Pasquale Della Corte 23 Sep 2007 Financial Economics International Macroeconomics E43 G10
