All publications

Boris Blagov, Maximilian Dirks, Michael Funke (2024). Economic Knock-On Effects of Russia’s Geopolitical Risk on Advanced Economies: A Global VAR Approach. Ruhr Economic Papers, 1061(1).

Jan Prüser, Boris Blagov (2022). Improving inference and forecasting in VAR models using cross-sectional information. Working paper coming soon.

Gabriel Arce-Alfaro, Boris Blagov (2022). Financial integration or financial fragmentation? A euro area perspective. Economic Modelling (2022).

Boris Blagov, Henrik Müller, Carsten Jentsch, Torsten Schmidt (2021). The investment narrative: Improving private investment forecasts with media data. Ruhr Economic Papers #921.

Gabriel Arce-Alfaro, Boris Blagov (2021). Monetary policy uncertainty and inflation expectations. Ruhr Economic Papers No. 899. Forthcoming in Oxford Bulletin of Economics and Statistics.

Boris Blagov, Michael Funke (2019). The regime-dependent evolution of credibility: a fresh look at Hong Kong's linked exchange rate system. Macroeconomic Dynamics, 23(6): 2434–2468.

Boris Blagov (2019). Exchange rate uncertainty and import prices in the euro area. Review of International Economics, 27 (5): 1537-1572.

Boris Blagov (2019). An example preprint / working paper.

Boris Blagov (2018). Financial crises and time-varying risk premia in a small open economy: a Markov-switching DSGE model for Estonia. Empirical Economics, 54(3), pp 1017–1060.

Boris Blagov, Michael Funke (2016). The credibility of Hong Kong's currency board system: looking through the prism of MS‐VAR models with time‐varying transition probabilities. Oxford Bulletin of Economics and Statistics, Vol. 78, pp. 895-914.