Publications:
A Positive Effect of Uncertainty Shocks on the Economy: Is the Chase Over ? (with F. Serranito and J. Vauday), 2024, The World Economy Volume 47(1) 47(1), pp. 268-297
Searching the nature of uncertainty: Macroeconomic and financial risks VS geopolitical and pandemic risks, 2022, International Economics Volume 170, pp. 1-31
Articles Soumis/ Submitted Articles:
Good to (not) know: A Positive Impact of Non-Financial Uncertainty (with F. Serranito and J. Vauday) , Journal of Economic Dynamics and Control, Working Paper Version here
Germans Play it Safe: Uncertainty, Bank Ownership, and Deposit Dynamics in the German Banking System (with P.Roderweis), Macroeconomics Dynamics (Revise and Resubmit)
Travaux en cours/ Work in Progress:
Nature of Uncertainty shocks and Economic Activity: A quantile regression approach
Measuring General Uncertainty in the Euro Area and its Impact on Economic Activity
On Macroeconomic Vs Financial Uncertainty: Some new measures (with F.Serranito and J.Vauday)
Measuring Global Uncertainty with a SPARSE PCA framework (with F.Serranito and J.Vauday)
On the Asymetric Effects of Climate Policy Uncertainty