Macro-finance

Germain, A., & Vrins, F. (2026). Clagging: An efficient alternative to bagging (LIDAM Discussion Paper LFIN 2026/02). https://hdl.handle.net/2078.5/273216

Boeckx, J., Iania, L., & Wauters, J. (2023). Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia (LIDAM Discussion Paper LFIN 2023/03). https://hdl.handle.net/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://hdl.handle.net/2078.5/106124

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://hdl.handle.net/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://hdl.handle.net/2078.5/273229

Roccazzella, F., & Candelon, B. (2022). Should we care about ECB inflation expectations? (LIDAM Discussion Paper LFIN 2022/04). https://hdl.handle.net/2078.5/106121

Iania, L., Algieri, B., & Leccadito, A. (2022). Forecasting total energy’s CO2 emissions (LIDAM Discussion Paper LFIN 2022/03). https://hdl.handle.net/2078.5/107396

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://hdl.handle.net/2078.5/100389

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://hdl.handle.net/2078.5/107589

Candelon, B., Hasse, J.-B., & Lajaunie, Q. (2018). SRI: Truths and lies (CORE Discussion Paper 2018/34). https://hdl.handle.net/2078.5/173523