RESEARCH
RESEARCH
Publications
5) Estimating the Macroeconomic Effects of Oil Supply News, with G. Peersman
Accepted at The Review of Economics and Statistics
Oil supply news shocks series from the SVAR model (for original sample period, and an update until 2024:8)
Appendix: here
4) Fiscal Shocks and the Surge of Inflation (2026)
European Economic Review. Appendix Working paper Replication code: here
3) Fiscal Policy and Inflation in the Euro Area (2026), with G. Ascari, D. Bonam and A. Smadu
Journal of International Economics. Appendix Working paper Replication code: here
2) Has Globalization Changed the International Transmission of U.S. Monetary Policy? (2025), with M. Boeck.
Journal of International Economics. WP version & Appendix. Replication code: here
1) Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens (2024), with E. Castelnuovo.
Journal of Applied Econometrics. WP version with appendix.
Working Papers:
NEW VERSION MAY 2026
2025 WP version: here
Commodity Prices and Global Cycles: Monetary Policy Matters, with E. Castelnuovo and G. Peersman.
Appendix here. 2024 working paper (old version): here.
R&R at Journal of Applied Econometrics
Policy work:
Increased immigrant employment lifts the employment trend. Box in Norges Bank Monetary Policy Report (1/2024).