All publications

Boris Blagov, Clara Krause (2026). Does it add up? Reconciling forecasts and Impulse responses for hierarchical macroeconomic data. Ruhr Economic Papers, 1224(1).

Jan Prueser, Boris Blagov (2026). Improving inference and forecasting in VAR models using cross-sectional information. Economic Modelling Vol 160, 107618.

Boris Blagov, Maximilian Dirks, Michael Funke (2025). Economic Knock-On Effects of Russia’s Geopolitical Risk on Advanced Economies: A Global VAR Approach. Macroeconomic Dynamics Vol 29, e153.

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).

Gabriel Arce-Alfaro, Boris Blagov (2023). Monetary policy uncertainty and inflation expectations. Oxford Bulletin of Economics and Statistics, 85, 1, 70-94.

Jan Prüser, Boris Blagov (2022). Improving inference and forecasting in VAR models using cross-sectional information. Ruhr Economic Papers.

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.