Macro-finance

Document de travail

Document de travail
- 2026
  
  Germain, A., & Vrins, F. (2026). Clagging: An efficient alternative to bagging (LIDAM Discussion Paper LFIN 2026/02).
  
  https://research.dial.uclouvain.be/handle/2078.5/273216
- 2023
  
  Boeckx, J., Iania, L., & Wauters, J. (2023). Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia (LIDAM Discussion Paper LFIN 2023/03).
  
  https://research.dial.uclouvain.be/handle/2078.5/104513
- Iania, L., Lyrio, M., & Nersisyan, L. (2023). Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries (LIDAM Discussion Paper LFIN 2023/02).
  
  https://research.dial.uclouvain.be/handle/2078.5/106124
- 2022
  
  Iania, L., Tretiakov, P., & Wouters, R. (2022). The risk premium in New Keynesian DSGE models: the cost of inflation channel (LIDAM Discussion Paper LFIN 2022/08).
  
  https://research.dial.uclouvain.be/handle/2078.5/102825
- Guimaraes Togeiro De Moura, R. (2022). MultiATSM: An R Package for Arbitrage-free Multicountry Affine Term Structure of Interest Rates Models with Unspanned Macroeconomic Risk (LIDAM Discussion Paper LFIN 2022/01).
  
  https://research.dial.uclouvain.be/handle/2078.5/273229
- Belkhir, M., Ben Naceur, S., Candelon, B., & Wijnandts, J.-C. (2022). Macroprudential Policies, Economic Growth and Banking Crises (LIDAM Discussion Paper LFIN 2022/10).
  
  https://research.dial.uclouvain.be/handle/2078.5/100389
- Iania, L., Algieri, B., & Leccadito, A. (2022). Forecasting total energy’s CO2 emissions (LIDAM Discussion Paper LFIN 2022/03).
  
  https://research.dial.uclouvain.be/handle/2078.5/107396
- Roccazzella, F., & Candelon, B. (2022). Should we care about ECB inflation expectations? (LIDAM Discussion Paper LFIN 2022/04).
  
  https://research.dial.uclouvain.be/handle/2078.5/106121
- 2021
  
  Candelon, B., & Guimaraes Togeiro De Moura, R. (2021). A Multicountry Model of the Term Structures of Interest Rates with a GVAR (LIDAM Discussion Paper LFIN 2021/07).
  
  https://research.dial.uclouvain.be/handle/2078.5/107589
- 2018
  
  Candelon, B., Hasse, J.-B., & Lajaunie, Q. (2018). SRI: Truths and lies (CORE Discussion Paper 2018/34).
  
  https://research.dial.uclouvain.be/handle/2078.5/173523

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