1. Does the of transmission monetary policy shocks change when inflation is high?, with F. Perez Forero, November 2024 (revision)
2. Flexible prior beliefs on impulse responses in Bayesian VARs, with A. Kociecki and M. Piffer. August 2025 (revision).
3. Remittances, trade deficits and output dynamics in Nepal, with A. Bongers, K. Luintel and J.L. Torres, October 2025
4. Costly disasters, energy consumption and the role of fiscal policy, with E. Pappa. New version, January 2023
5. Using structural and non-structural shocks in DSGE estimation, December 2022
6. Are Small scale SVARs useful for business cycle analysis? An answer to the critics (with M. H. Sahneh).
This is a rebuttal of the following note written by M. Forni, L. Gambetti and L. Sala.
Fundamentalness, Granger Causality and Aggregation A comment on Canova and Sahneh, JEEA, 2018.