Interest rate pass-through: a nonlinear vector error-correction approach. Forthcoming in Studies in Nonlinear Dynamics & Econometrics
    (Note: A working paper version can be downloaded here)

A Fractionally Cointegrated VAR analysis of Economic Voting and Political Support (with M.E.C. Jones and M.Ø. Nielsen). Canadian Journal of Economics (2014) 47, 1078-1130.
    (Note: A working paper version can be downloaded here.)

Working Papers

Fiscal policy uncertainty and US output. (Latest version 2017/1/2).

Unconventional monetary policy in a small open economy. (with Margaux MacDonald). QED working paper 1367. Latest version 2016/9.

A Matlab program and user's guide for the fractionally cointegrated VAR model. (with Morten Nielsen). QED working paper 1330. Latest version 2016/4.
    (Note: The associated Matlab program can be downloaded here.)

Addiction and Network Influence
. QED working paper 1332. Latest version 2014/11. 
    (For code to replicate the results click here).


Economics and Policy blog post on unconventional monetary policy in a small open economy. 

Michał Popiel,
Jan 2, 2017, 9:34 AM