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Macroeconomic Spillovers of Weather Shocks across U.S. States
We estimate the short-run effects of severe weather shocks on local economic activity and cross-border spillovers operating through economic linkages between U. S. states.
Factor Network Autoregressions
We propose a factor network autoregressive (FNAR) model for time series with complex network structures.
Funding liquidity, credit risk and unconventional monetary policy in the Euro area: A GVAR approach
This paper investigates the transmission of funding liquidity shocks, credit risk shocks and unconventional monetary policy within the Euro area.
Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States
Using a large quarterly macroeconomic dataset for the period 1960-2017, we document the ability of specific financial ratios from the housing market and firms' aggregate balance sheets to predict GDP over medium-term horizons in the United States.
Regime-Switching Density Forecasts Using Economists' Scenarios
We propose an approach for generating macroeconomic density forecasts that incorporate information on multiple scenarios defined by experts.
