Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy (abstract)

Piecing the puzzle: real exchange rates and long-run fundamentals (abstract)

Online Monitoring of Policy Optimality (abstract)

Cast out the pure? Inflation and relative prices on both sides of the Atlantic (abstract)

Inference on the cointegration and the attractor spaces via functional approximation (abstract)

Common Trends and Long-Run Identification in Nonlinear Structural VARs (abstract)

Robust Multivariate Observation-Driven Filtering for a Common Stochastic Trend: Theory and Application (abstract)

Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Multivariate Polynomial Regressions (abstract)

Identifying Causal Effects of Discrete, Ordered and Continuous Treatments using Multiple Instrumental Variables (abstract)

A Local Differencing Test for the Credibility of Selection-on-Observables (abstract)

A Test for Bayesian-Nash Behavior in Binary Games with Incomplete Information and Correlated Types (abstract)

Quantile Granger Causality in the Presence of Instability (abstract)

Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models (abstract)

Inference on breaks in weak location time series models with quasi-Fisher scores (abstract)

Probabilistic Partial Least Squares (abstract)

Locally Robust Estimation of the Intergenerational Elasticity (abstract)

Double Machine Learning for Static Panel Data with Instrumental Variables: New Method and Applications (abstract)

Inference with Local Projections (abstract)

Functional Linear Projection and Impulse Response Analysis (abstract)

Nonparametric Local Projections (abstract)

Counterfactual and Synthetic Control Method: Causal Inference with Instrumented Principal Component Analysis (abstract)

Fiscal Shocks and the Surge of Inflation (abstract)

Testing Conditional Moment Restrictions: A Partitioning Approach (abstract)

It is All About Demand and Supply: a Dualistic View of the Euro Area Business Cycle (abstract)

Improved Inference for Nonparametric Regression and Regression-Discontinuity Designs (abstract)

Partially Identified Rankings from Pairwise Interactions} (abstract)

Distributional Difference-in-Differences with Multiple Time Periods (abstract)

Climate and Macroeconomic Variability (abstract)

Are Hysteresis Effects Nonlinear? (abstract)

Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition (abstract)

Bayesian Inference for Heteroskedastic Proxy-SVARs (abstract)

Generalised External-Instrument SVAR Analysis (abstract)

A test of exogeneity in Structural Vector Autoregressions with external instruments (abstract)

Change-Point Detection in Time Series Using Mixed Integer Programming (abstract)

A Matrix-valued model with Time-varying Volatility (abstract)

Sequential Monte Carlo for Noncausal Processes (abstract)

First-order integer-valued autoregressive processes with Generalized Katz innovations (abstract)

Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter (abstract)

Asset pricing models with downside risk (abstract)

Estimation risk in conditional expectiles (abstract)

Dynamic tail risk forecasting: what do realized skewness and kurtosis add? (abstract)

Adaptive combinations of tail-risk forecasts (abstract)

The Hedged Random Forest (abstract)

The judgmental strategy of professional forecasters (abstract)

Nowcasting with Mixed Frequency Data Using Gaussian Processes (abstract)

The Local Job Multipliers of Green Re-industrialization (abstract)

Prenatal Sex Detection Technology and Mothers’ Labour Supply in India (abstract)

Work-from-Home Job Creation as a Health-Risk Mitigation Strategy: Firm-Level Evidence from the COVID-19 Pandemic (abstract)

The Effect of Temporary Employment on Labour Market Outcomes (abstract)

The Identification Problem for Linear Rational Expectations Models (abstract)

Estimating Heterogeneous DSGE Models (abstract)

Causality versus Serial Correlation: an Asymmetric Portmanteau Test (abstract)

The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities (abstract)

Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models (abstract)

A new way to specify dynamic models (abstract)

Canonical correlation analysis of stochastic trends via functional approximation (abstract)

On Autoregressive Conditional Duration Models (abstract)

Specification testing with grouped fixed effects (abstract)

esting the Adequacy of the Fixed Effects Estimator in Panel Data Models with Interactive Effects in a Multidimensional Framework (abstract)

Autoregressive Difference-in-Differences (abstract)

Panel VAR Models with Latent Group Structures (abstract)

A Unifying Non-Gaussian Approach to Price Discovery (abstract)

Idiosyncratic and Systematic Volatility Spillovers through the Renewable Energy Financial Markets (abstract)

Robust Inference in Large Panels and Markowitz Portfolios (abstract)

Local Edgeworth expansions (abstract)

Beyond borders, within societies: Inequality and the global transmission of US monetary policy (abstract)

Has Globalization Changed the International Transmission of U.S. Monetary Policy? (abstract)

International Government Bond Yields and Monetary Policy: A Necessary Decomposition (abstract)

The Impact of Currency Carry Trade Activity on the Transmission of Monetary Policy (abstract)

Unlocking Greater Resource Recovery and Productivity in the UK Production Network (abstract)

The Welfare Costs of Inflation Reconsidered (abstract)

Measuring the Euro Area Output Gap (abstract)

Rethinking short-term real interest rates and term spreads using very long-run data (abstract)

Lessons from the Past: How Experience Reduces the Impact of Weather Shocks on Ugandan Smallholders (abstract)

The Coherence Side of Rationality: Theory and evidence from firm plans (abstract)

Heterogeneity of covenants and corporate financial behaviour (abstract)

SILENT ALARMS: Workplace Injuries Under-reporting in Italy (abstract)

Crowdfunding Success: Human Insights vs Algorithmic Textual Extraction (abstract)

Part-time Work Policies and Older Workers’ Employment: evidence from German Mini-jobs (abstract)

Care Regimes and Time Allocation: an Event Study Analysis of the US Public Expenditure (abstract)

Dealing with the Statistical Representation of DSGE Models (abstract)

Scholars And The Machine: On Automation And Academic Performance (abstract)

Modeling Common Bubbles: A Mixed Causal Non-Causal Dynamic Factor Model (abstract)

Aerospace Growth Spillovers: a Macroeconomic Perspective (abstract)

Inflation expectations and wage bargaining: Do women ask differently? (abstract)

An Economic Evaluation of Exchange Rates Higher Order Moments Timing (abstract)

Invalid Proxies and Volatility Changes (abstract)

Identification of one independent shock in structural VARs (abstract)

Honey, we shrunk the IRFs! Using 1-norm regularisation to improve inference in structural VAR models (abstract)

Identification and Estimation of Causal Effects in High-Frequency Event Studies (abstract)

Spatial Autoregressions with Endogenous Weights (abstract)

Tests of No Cross-Sectional Error Dependence in Panel Quantile Regressions (abstract)

Semiparametric Estimation in Panel Data Models with Nonlinear Factor Structure. (abstract)

Long-term health and human capital effects of massive investments in public health and education: Evidence from Cuba (abstract)

Rethinking Sparsity: Parametric Portfolios and Firm Characteristics (abstract)

Testing the zero-process of intraday financial returns for non-stationary periodicity (abstract)

Sector Structure in Digital Asset Returns (abstract)

Sparse Dynamic Bayesian Graphical Models (abstract)

Sparsity Tests for High-Dimensional Linear Regression Models in Time Series (abstract)

A Multiple Random Scan Strategy for Efficient Approximate Inference of Bayesian Latent Space Models (abstract)

Model Selection in Multivariate Nonlinear Regression using the Jackknife Von Neumann Estimator (abstract)

Sign-Oriented Nowcasting of GDP (SONG): a new hybrid approach (abstract)

A semi-parametric dynamic conditional correlation framework for risk forecasting (abstract)

Nowcasting public finance main aggregates using new data sources (abstract)

Forecasting the Real Price of Carbon: the Role of Macroeconomic Factors (abstract)

Daily oil price shocks and their uncertainties (abstract)

Convergence through sustainable development: can EU developing regions make it happen? Firm-level counterfactual evidence via Machine Learning. (abstract)

Compounding Political and Energy Risks: A clustered stochastic COVOL model (abstract)

Estimating The Moments and the Distribution of Heterogeneous Marginal Effects Using Panel Data (abstract)

Fixed Effects in the Tails (abstract)

Estimation and inference in the presence of neighborhood unobservables (abstract)

Endogeneity in conditional production frontier (abstract)

Intraday Stochastic Drift (abstract)

Systematic Illiquidity (abstract)

Sieve Managed Portfolios (abstract)

Estimating the Effect of Working From Home on Parent’s Division of Childcare and Housework: A New Panel IV Approach (abstract)

"One Person, One Vote": the Effect of Direct Elections on Political DIscourse (abstract)

Measuring daily tourism mobility spillover at the intra-metropolis level with mobile positioning data (abstract)

Settlers and Seekers: Immigrant Proximity and Voter Polarisation (abstract)

The Dismal Cross: Public Debt and Productivity in Italy during the Great Recession (abstract)

Disentangling the drivers of exuberant house prices (abstract)

Delayed Overshooting Puzzle: Does Systematic Monetary Policy Matter? (abstract)

Regional resilience in Italy: an analysis in the time-frequency domain (abstract)

Forecasting high-dimensional time series with multiple seasonalities: An application to electricty demand (abstract)

Errors in Temperature Forecasts and Energy Prices (abstract)

Geopolitical Risk and Inflation: The Role of Energy Markets (abstract)

A new model to forecast energy inflation in the euro area (abstract)

Detecting the Predictive Power of Imperfect Predictors with Smoothly Varying Components (abstract)

Illiquidity at Risk (abstract)

Testing for Explosiveness in Financial Asset Prices using High-Frequency Volatility: with Application to Cryptocurrency Data (abstract)

A Survey-Based Measure of Asymmetric Macroeconomic Risk in the Euro Area (abstract)

Heterogeneous economic growth vulnerability across Euro Area countries (abstract)

Monitoring Joint Tail Risks: An Application to Growth and Inflation (abstract)

VAR models with an index structure: A survey with new results (abstract)

A Distributed Lag Approach to the Generalised Dynamic Factor Model (GDFM) (abstract)

Cross-Sectional Exchangeability and Rate-Weak Factors (abstract)

Ensuring the Security of the Clean Energy Transition: Examining the Impact of Geopolitical Risk on the Price of Critical Minerals (abstract)

Look up and ahead: how climate scenarios affect European sovereign risk (abstract)

Flood risk and credit market conditions for Italian SMEs (abstract)

AIC for many-regressor heteroskedastic regressions (abstract)

Kendall and Spearman Rank Correlations for Skew-Elliptical Copulas (abstract)

Bootstrap Diagnostic tests (abstract)

Rational Expectations Nonparametric Empirical Bayes (abstract)

Two Main Business Cycle Shocks are Better than One (abstract)

Geopolitical risk shocks: When size matters (abstract)

Measuring the Effects of Aggregate Shocks on Unit-Level Outcomes and Their Distribution (abstract)

Non-Gaussian Business Cycles Anatomy (abstract)

Risky Oil: It’s All in the Tails (abstract)

Integration of energy electricity markets in a reverse mixed-frequency panel (abstract)

Forecasting Natural Gas Prices in Real Time (abstract)

A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters (abstract)

From rotational to scalar invariance: Enhancing identifiability in score-driven factor models (abstract)

Inference in matrix-valued time series with common stochastic trends and multifactor error structure (abstract)

Macroeconomic Spillovers of Weather Shocks across U.S. States (abstract)

Emissions intensity dynamics: the role of macro and industry-specific shocks (abstract)

A Tale of Commodities and Climate-driven Disasters (abstract)

Spectral climate risk (abstract)