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2018
Effects of bank capital requirement tightenings on inequality
2018
Macroeconomic effects of bank capital regulation
2016
Time-varying volatility, financial intermediation and monetary policy
2013
Understanding global liquidity
2013
China's role in global inflation dynamics
2012
Monetary policy and the oil futures market
2011
How do credit supply shocks propagate internationally?
2011
Classical time-varying FAVAR models
2011
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR
2009
Forecasting national activity using lots of international predictors
2008
The global dimension of inflation
2006
How good are dynamic factor models at forecasting output and inflation?
2006
Macroeconomic fluctuations and bank lending
2006
Comovements and heterogeneity in the Euro area analyzed in a non-stationary dynamic factor model
2005
How synchronized are central and east European economies with the Euro area?
2005
Common stationary and non-stationary factors in the Euro area analyzed in a large-scale factor model
2004
Business cycle transmission from the US to Germany