Journal Publications

[11] Firm-level financial frictions and aggregate allocative efficiency (with Laurent Maurin)
Oxford Economic Papers, 2024
[Online Version] [EIB Working Paper]

[10] Assessing the impact of the EIB's intermediated lending to SMEs during funding shocks (with Raschid Amamou and Aron Gereben)
Small Business Economics, Vol. 60, pp 975-1007, 2023
[Online Version] [EIB Working Paper] [VOX EU Column]

[9] This time is different: Fiscal response to the COVID-19 pandemic among EU countries (with Bettina Bökemeier)
International Economics, Vol. 172, pp 217-226, 2022
[Online Version] [Uni Bielefeld Working Paper]

[8] New nonparametric measures for instantaneous and granger-causality tail co-dependence (with Cees Diks)
Journal of Applied Statistics, Published online 2022
[Online Version] [UvA/CeNDEF Working Paper] [Slides]

[7] Human capital, energy and economic growth in China: Evidence from multivariate nonlinear Granger causality (with Zheng Fang)
Empirical Economics, Vol. 60, pp 607–632, 2021
[Online Version] [Unpublished Manuscript]

[6] Debt overhang, global growth opportunities, and investment (with Francesca Barbiero and Alexander Popov)
Journal of Banking & Finance, Vol. 120, Art. 105950, 2020
[Online Version] [CEPR Discussion Paper] [ECB Working Paper]

[5] The 2019 assessment of the macroeconomic effects of the European Fund for Strategic Investments with the RHOMOLO-EIB model (with Martin Christensen and Georg Weiers)
Investigaciones Regionales - Journal of Regional Research, pp 5-15, Vol. 45, 2019
[Online Version]

[4] Interbank loans, collateral and modern monetary policy. (with Michiel van de Leur)
Journal of Economic Dynamics and Control, Vol. 73, pp 388–416, 2016
[Online Version] [ECB Version]

[3] Nonlinear Granger causality: Guidelines for multivariate analysis. (with Cees Diks)
Journal of Applied Econometrics, Vol. 31 (7), pp 1333-1351, 2016
[Online Version] [JAE repository]

[2] Welfare-theoretic optimal policies in a new-Keynesian economy with heterogeneous regions: Any role for financial integration?
Journal of Common Market Studies, Vol. 54 (3), pp 742–761, 2016
[Online Version]

[1] Are European fiscal rules that bad? Discretionary fiscal policies in New Member States. (with Bettina Fincke)
Empirical Economics, Vol. 51 (2), pp 517–546, 2016
[Online Version] [Data set]

Books and Book Chapters

[5] Investment constraints facing firms in Central, Eastern and South-Eastern Europe (with Julie Delanote, Matteo Ferrazzi and Jochen Schanz) in SGH and Economic Forum 2023 Report, Karpacz 2023
[Online Version] [EIB Publication]

[4] Introduction to Independent Counterfactuals. Nonparametric Statistics. Springer Proceedings in Mathematics & Statistics, 2020
[Online Version]

[3] Misallocation of Investment in Europe: The Role of Debt Overhang and Credit Market Distress (with Francesca Barbiero, Philipp-Bastian Brutscher, Atanas Kolev and Alexander Popov) in Colin Mayer, Stefano Micossi, Marco Onado, Marco Pagano, and Andrea Polo (ed.) Finance and Investment: The European Case. Oxford University Press, pp. 57-64, 2018
[Online Version]

[2] Modern Monetary Rules: Any Role for Financial Targeting? in William A. Barnett, Fredj Jawadi (ed.) Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons. Emerald Group Publishing Limited, pp. 367-403, 2015
[Online Version]

[1] Essays in Nonlinear Dynamics in Economics and Econometrics with Applications to Monetary Policy and Banking. Amsterdam University Press, 2014
[Online Version]

Other

[2] COVID-19 and the EU labour market: Corporate health matters (with Patricia Wruuck) [VOX EU Column]

[1] The impact of public sector lending to SMEs on employment and investment [VOX EU Column]