Publications

Improving inference and forecasting in VAR models using cross-sectional information

Jan Prüser, Boris Blagov

Code Project Slides Working paper (coming soon)

Financial integration or financial fragmentation? A euro area perspective

Gabriel Arce-Alfaro, Boris Blagov

Working Paper PDF Dataset Project Slides

The investment narrative: Improving private investment forecasts with media data

Boris Blagov, Henrik Müller, Carsten Jentsch, Torsten Schmidt

Project DOI Working paper (PDF)

Monetary policy uncertainty and inflation expectations

Gabriel Arce-Alfaro, Boris Blagov

Project Slides Video Working paper (PDF)

The regime-dependent evolution of credibility: a fresh look at Hong Kong's linked exchange rate system

Boris Blagov, Michael Funke

PDF DOI

Exchange rate uncertainty and import prices in the euro area

Boris Blagov

PDF Project Poster DOI

Financial crises and time-varying risk premia in a small open economy: a Markov-switching DSGE model for Estonia

Boris Blagov

PDF Code Project DOI Working paper

The credibility of Hong Kong's currency board system: looking through the prism of MS‐VAR models with time‐varying transition probabilities

Boris Blagov, Michael Funke

PDF Project DOI

Modelling the time-variation in euro area lending spreads

Boris Blagov, Michael Funke, Richhild Moessner

PDF Slides