Economist at Bank of England. CEPR fellow. LSE Guest lecturer. EER associate editor. Views are my own. When not here I'm often here tinyurl.com/9smu533h
📢 The VAR TOOLBOX 3.0 is now available 📢
sites.google.com/site/ambrop…
The VAR Toolbox is a collection of Matlab codes to perform Vector Autoregression analysis. It comes with a "Primer on VARs" (code slides) with examples and replications of well-known papers
[Short thread] 👇🏼
It’s my great pleasure to introduce the UCL MacroMonitor, launching today to provide real-time nowcasts for UK GDP growth and inflation.
Explore the platform here: macromonitor.org/
This great review of @RefineDotInk captures exactly what we try to do --
give a one-stop diligence audit, for busy authors with long papers.
With (a lot of) obsessiveness but without losing the forest for the trees.
Thanks @IvanWerning and congrats on an amazing paper.
For those interested, here are my slides from yesterday's Cowles Lecture at the Econometric Society Meetings @YaleCowles@econometricsocbenjaminmoll.com/cowles_lect…
Thanks so much for listening and for the great discussion and comments!
On today's FT- Gold has replaced US Treasuries as world’s top reserve asset(!) Fantastic excuse to advertise our new WP "Fool's Gold" with the great @KaiArvai @NunoCoimbra (both sadly✝️on X) where we rationalise the rise of gold via theory&empirics👉cepr.org/publications/dp2157… 1/6
On today's FT- Gold has replaced US Treasuries as world’s top reserve asset(!) Fantastic excuse to advertise our new WP "Fool's Gold" with the great @KaiArvai @NunoCoimbra (both sadly✝️on X) where we rationalise the rise of gold via theory&empirics👉cepr.org/publications/dp2157… 1/6
On my way back from this year’s Konstanz Seminar, exhausted and exhilarated after three intense days.
Many thanks to all participants for making it such a stimulating and enjoyable seminar. It was a real pleasure to bring this group together.
For empirical macro/finance researchers: if you use Stata’s “newey" command for time-series, take a look at harreg, a SSC package from Eben Lazarus and Daniel Lewis implementing more reliable time-series inference. [Posting with permission of Eben, who is not on Twitter!] (1/n)
Call for papers: Global Research Forum on International Macroeconomics and Finance. Paper submissions due by May 31, 2026: federalreserve.gov/conferenc…
Excited to share that our paper, Beyond the Fundamentals: Cross-Country Media Narrative Dispersion and International Capital Flows, will be presented at the BoE annual research conference. You can watch the livestream here🔥
Tune in tomorrow for the BoE annual research conference 'The Interconnected World' (7–8 May) 🌍 Stellar line-up: Keynote by @helene_rey, fireside chat btw @martinwolf_ and Governor Andrew Bailey, and policy panel featuring @MyStephanomics, Alan Taylor & Livio Stracca (moderated by Clare Lombardelli). Alongside many great papers.
Livestream link and programme 👇 bankofengland.co.uk/events/2…
Tune in tomorrow for the BoE annual research conference 'The Interconnected World' (7–8 May) 🌍 Stellar line-up: Keynote by @helene_rey, fireside chat btw @martinwolf_ and Governor Andrew Bailey, and policy panel featuring @MyStephanomics, Alan Taylor & Livio Stracca (moderated by Clare Lombardelli). Alongside many great papers.
Livestream link and programme 👇 bankofengland.co.uk/events/2…
This summer I will be teaching a course on "Monetary and Fiscal Policies for Productivity Growth" in Barcelona on July 6-10. You can find infos on how to apply here
bse.eu/summer-school/crei-ma….