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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
AdobeStock_176190219.jpeg
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 JarociƄski

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
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