"Nonlinear Forecast Error Variance Decompositions: Shapley Shares, Generalized Shapley Shares, and the Role of Structural Interaction", Thema Working Paper 2026-09, 45p, September 2026 (with H.B. Nielsen).

"Quantifying Uncertainty in France’s Debt Trajectory: A VAR‑Based Analysis", Banque de France Working Paper 1019, 36p, November 2025 (with K. Baret and M. Cochard).

"The Stochastic Simulations of the Commission’s Debt Sustainability Analysis: A Refined Approach", European Commission Discussion Paper 226, 30p., September 2025 (with F. Courtoy, P. Mohl and F. Opitz).