All publications

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

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.

Boris Blagov, Michael Funke, Richhild Moessner (2015). Modelling the time-variation in euro area lending spreads. BIS Working Papers.