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1. Is There a Common Financial Cycle in Systemic Economies?. (2025). Magubane, Khwazi.
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2. Effects of trilemma policies patterns on monetary policy credibility. (2025). Dantas, Joao ; Montes, Gabriel Caldas.
   In: Economic Systems.
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3. Assessing the impossible trinity principle in BRICS grouping. (2024). Bonga-Bonga, Lumengo.
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4. Is the exchange rate a shock absorber? The shocks matter. (2024). Scharler, Johann ; Beckmann, Joscha ; Breitenlechner, Max.
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5. Capital flow dynamics and the synchronization of financial cycles and business cycles in emerging market economies. (2024). Juhro, Solikin ; Narayan, Paresh Kumar ; Iyke, Bernard Njindan.
   In: Journal of International Financial Markets, Institutions and Money.
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6. Financial integration and banking stability: A post-global crisis assessment. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader.
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7. Trilemma revisited with dollar dominance in trade and finance. (2023). Dovonou, Vanessa Olakemi.
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8. Capital flow volatility regimes and monetary policy dilemma: Evidence from New Zealand. (2023). Mansur, Alfan.
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9. Foreign exchange reserves, imperfect substitutability of financial assets and the monetary policy quadrilemma. (2022). Laurentjoye, Thibault.
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10. The Mundellian Trilemma and Optimal Monetary Policy in a World of High Capital Mobility. (2022). Guender, Alfred ; Froyen, Richard T.
    In: Open Economies Review.
    RePEc:kap:openec:v:33:y:2022:i:4:d:10.1007_s11079-021-09662-2.

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11. Exchange Rate Pass-through Under the Unconventional Monetary Policy Regime. (2022). Yoshida, Yushi ; SASAKI, YURI ; Zhai, Weiyang ; Zhang, Siyu ; Yuri, Sasaki.
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12. Is it me or you? A deeper insight into profile of misreporting economies. (2022). Širaňová, Mária ; Dujava, Daniel ; Siranova, Maria.
    In: The Quarterly Review of Economics and Finance.
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13. Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data. (2022). Czudaj, Robert.
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14. Inflationary household uncertainty shocks. (2022). .
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15. The role of central bank communication in inflation-targeting Eastern European emerging economies. (2022). Ciarlone, Alessio ; Astuti, Valerio ; Coco, Alberto.
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16. Narratives in economics. (2022). Roos, Michael ; Reccius, Matthias.
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17. Weak Identification with Bounds in a Class of Minimum Distance Models. (2022). Cox, Gregory.
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18. Narratives in economics. (2021). , Michael ; Reccius, Matthias.
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19. Facts and fiction in oil market modeling. (2021). Kilian, Lutz.
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20. The role of the prior in estimating VAR models with sign restrictions. (2021). Kilian, Lutz ; Inoue, Atsushi.
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21. Macroeconomic effects of the ECB’S forward guidance. (2021). Zlobins, Andrejs.
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22. The real effects of loan-to-value limits: empirical evidence from Korea. (2021). Pontines, Victor.
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23. Energy Transition Metals. (2021). Stuermer, Martin ; Boer, Lukas ; Pescatori, Andrea.
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24. How effective is capital flow management? The Indonesian experience. (2021). Mahraddika, Wishnu.
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25. On the Time-varying Effects of the ECBs Asset Purchases. (2021). Zlobins, Andrejs.
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26. Monetary Policy and Exchange Rate Response: Evidence from Shock-based SVAR with Uncertainty Measures. (2021). Park, Cheolbeom ; Shin, Seungyoo.
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27. A Hitchhiker’s Guide to Empirical Macro Models. (2021). ferroni, filippo ; Canova, Fabio.
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28. Structural scenario analysis with SVARs. (2021). Rubio-Ramirez, Juan F ; Petrella, Ivan ; Antolin-Diaz, Juan.
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29. Shock-dependent exchange rate pass-through: Evidence based on a narrative sign approach for Japan. (2021). Wynne, Mark ; Zhang, Ren.
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30. Cross-border bank funding and lending in a monetary union: Evidence from Slovenia. (2021). Lozej, Matija ; Herman, Uros.
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31. Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2021). Hamilton, James ; Baumeister, Christiane.
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32. Common shocks in stocks and bonds. (2021). Pang, Hao ; Cieslak, Anna.
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33. Does immigration grow the pie? Asymmetric evidence from Germany. (2021). Vella, Eugenia ; Maffei-Faccioli, Nicolò.
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34. Long-term inflation expectations and the transmission of monetary policy shocks: Evidence from a SVAR analysis. (2021). Nautz, Dieter ; Diegel, Max.
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35. Global models for a global pandemic: the impact of COVID-19 on small euro area economies. (2021). Mavromatis, Kostas(Konstantinos) ; Lozej, Matija ; Lenarčič, Črt ; Garcia Sanchez, Pablo ; Lenari, RT ; Jacquinot, Pascal.
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36. Sorry, Youre Blocked. Economic Effects of Financial Sanctions on the Russian Economy. (2021). Mamonov, Mikhail ; Pestova, Anna.
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37. Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks. (2021). Marsi, Antonio ; Fanelli, Luca.
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38. Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission. (2021). Stalla-Bourdillon, Arthur ; Boeckelmann, Lukas ; Arthur, Stalla-Bourdillon ; Lukas, Boeckelmann.
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39. Global models for a global pandemic: the impact of COVID-19 on small euro area economies. (2021). Lozej, Matija ; Lenarčič, Črt ; Garcia Sanchez, Pablo ; Jacquinot, Pascal ; Mavromatis, Kostas.
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40. The role of long-term inflation expectations for the transmission of monetary policy shocks. (2020). Nautz, Dieter ; Diegel, Max.
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41. Joint Bayesian inference about impulse responses in VAR models. (2020). Kilian, Lutz ; Inoue, Atsushi.
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42. Understanding the estimation of oil demand and oil supply elasticities. (2020). Kilian, Lutz.
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43. Buried in the vaults of central banks: Monetary gold hoarding and the slide into the Great Depression. (2020). Karau, Soren.
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44. The Benefits of Commitment to a Currency Peg: Aggregate Lessons from the Regional Effects of the 1896 U.S. Presidential Election. (2020). Schwartzman, Felipe ; Fulford, Scott.
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45. Why narrative information matters: Evidence from the asset purchase program of the ECB. (2020). Opitz, Frederic.
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46. Capital controls to manage foreign exchange reserves and foreign debts. (2020). Zehri, Chokri.
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47. What Do Monetary Contractions Do? Evidence From Large Tightenings. (2020). Willems, Tim.
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48. Local Projections and VARs Estimate the Same Impulse Responses. (2020). Wolf, Christian ; Plagborg-Moller, Mikkel ; Plagborg-Mller, Mikkel.
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49. The Mundell-Fleming Trilemma: Implications for the CBN and the financial markets. (2020). Okotori, Tonprebofa ; Ayunku, Peter.
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50. Housing demand shocks, foreign labour inflows and consumption. (2020). Gatt, William ; Ruisi, Germano.
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51. The Role of the Prior in Estimating VAR Models with Sign Restrictions. (2020). Kilian, Lutz ; Inoue, Atsushi.
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52. Joint Bayesian Inference about Impulse Responses in VAR Models. (2020). Kilian, Lutz ; Inoue, Atsushi.
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53. Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2020). Hamilton, James ; Baumeister, Christiane.
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54. Uncertainty matters: Evidence from close elections. (2020). Redl, Chris.
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55. Government spending and heterogeneous consumption dynamics. (2020). Laumer, Sebastian.
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56. The Econometrics of Oil Market VAR Models. (2020). Zhou, Xiaoqing ; Kilian, Lutz.
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57. Understanding the Estimation of Oil Demand and Oil Supply Elasticities. (2020). Kilian, Lutz.
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58. The Econometrics of Oil Market VAR Models. (2020). Zhou, Xiaoqing ; Kilian, Lutz.
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59. Una aproximación a los determinantes de acumulación de reservas internacionales en economías emergentes. (2020). Porras-Alarcon, Cristian Camilo.
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60. Immigration and the macroeconomy: some new empirical evidence. (2019). Furlanetto, Francesco ; Robstad, Orjan.
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61. Central Bank Bills and the Exchange Rate: The Case of Papua New Guinea. (2019). Direye, Eli ; Constantine, Collin.
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62. Macroeconomic Effects of the ECBs Forward Guidance. (2019). Zlobins, Andrejs.
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63. Government spending policy uncertainty and economic activity: US time series evidence. (2019). Kim, Wongi.
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64. OPEC in the news. (2019). Plante, Michael.
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65. Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz.
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66. Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz.
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67. What Do Monetary Contractions Do? Evidence From Large, Unanticipated Tightenings. (2018). Willems, Tim.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/211.

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