Welcome!
I am principal economist at the Systemic Risk Modelling Division of the Bank of Lithuania.
You can find more information in my CV here.
Publications:
What drove the rise in bank lending rates in Lithuania during the low-rate era?, Baltic Journal of Economics (2023), with J. Karmelavičius and A. Buteikis.
ECB monetary communications: Market fragmentation at stake, Economics Letters (2023), with Valentin Jouvanceau.
Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR, Empirical Economics (2021), with Andrea Cipollini.
Macro-uncertainty and financial stress spillovers in the Eurozone, Economic Modelling (2020), with Andrea Cipollini.
Working papers:
Housing and credit misalignments in a two-market disequilibrium framework, Bank of Lithuania, Occasional Paper Series, No. 42 / 2022, with J. Karmelavičius and A. Petrokaitė. Also available as ESRB working paper, No. 135 / July 2022.
What drove the rise in bank lending rates in Lithuania during the low-rate era?, Bank of Lithuania, Occasional Paper Series, No. 43 / 2022, with J. Karmelavičius and A. Buteikis.
Euro Area Monetary Communications: Excess Sensitivity and Perception Shocks, Bank of Lithuania, Working Paper Series, No. 79 / 2020, with V. Jouvanceau.
Columns:
ECB monetary policy communications: A spectrum of financial market responses, VoxEU.org, 25 February 2021, with Valentin Jouvanceau.